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subject:"Volatilität"
type_genre:"Sammlung"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Welt"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatzsammlung"
~type_genre:"Working Paper"
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Volatilität
Welt
Estimation
7
Schätzung
7
Volatility
6
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Share price
3
USA
3
United States
3
Spillover effect
2
Spillover-Effekt
2
Stochastic process
2
Stochastischer Prozess
2
World
2
1933-2007
1
1989-2007
1
2000-2010
1
2001-2011
1
Behavioral economics
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1
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Efficient market hypothesis
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Effizienzmarkthypothese
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Finanzkrise
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Forecasting model
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Hochfrequenzdaten (high frequency data)
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Index construction
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Indexberechnung
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Indonesia
1
Indonesien
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International tourism
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Internationaler Tourismus
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6
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6
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6
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McAleer, Michael
4
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Ishida, Isao
1
Lan Fen Chu
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Scarrott, Carl
1
Wisniewski, Tomasz Piotr
1
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University of Canterbury / Dept. of Economics and Finance
Forschungsinstitut zur Zukunft der Arbeit
17
Institut für Weltwirtschaft
16
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Internationaler Währungsfonds / Research Department
9
National Bureau of Economic Research
8
Zentrum für Europäische Wirtschaftsforschung
7
Ekonomiska forskningsinstitutet <Stockholm>
4
Georgetown University / Economics Department
4
Inter-American Development Bank / Research Department
4
International Monetary Fund
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
University of Hong Kong / School of Economics and Finance
4
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Center for International Development <Cambridge, Mass.>
3
Federal Reserve Bank of Cleveland
3
Federal Reserve Bank of New York
3
Federal Reserve System / Board of Governors
3
Friedrich-Schiller-Universität Jena
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institute for International Economics <Washington, DC>
3
Kansantaloustieteen Laitos <Tampere>
3
Konjunkturforschungsstelle <Zürich>
3
Research Seminar in International Economics
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
Trinity College Dublin / Department of Economics
3
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
3
Boston College / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Columbia University / Department of Economics
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of St. Louis
2
Harvard Institute for International Development
2
Innocenzo Gasparini Institute for Economic Research <Mailand>
2
Institute of European Finance <Bangor, Gwynedd>
2
Institute of Finance and Accounting <London>
2
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ECONIS (ZBW)
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1
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
3
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
4
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
5
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
6
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
Saved in:
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