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subject:"Volatilität"
~isPartOf:"Applied financial economics letters"
~language:"eng"
~person:"Balios, Dimitris"
~person:"Caporale, Guglielmo Maria"
~subject:"Strukturbruch"
~subject:"Theorie"
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Volatilität
Strukturbruch
Theorie
Börsenkurs
2
Estimation
2
Schätzung
2
Share price
2
Volatility
2
Aktienmarkt
1
Bourse
1
Börse
1
Capital income
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Greece
1
Griechenland
1
Kapitaleinkommen
1
Market microstructure
1
Marktmikrostruktur
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Stochastic process
1
Stochastischer Prozess
1
Stock market
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Theory
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English
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Balios, Dimitris
Caporale, Guglielmo Maria
Abu Hassan Shaari Mohd Nor
1
Alexakis, Christos A.
1
Alfarano, Simone
1
Azam, Mohammad N.
1
Bhaduri, Saumitra N.
1
Bidarkota, Prasad V.
1
Bollen, Bernard
1
Chin, Wen Cheong
1
Chintrakarn, Pandej
1
Chiou, Jer-shiou
1
Cotter, John
1
Durai, S. Raja Sethu
1
Fendel, Ralf
1
Fisher, Lance A.
1
Gil-Alaña, Luis A.
1
Harrison, Glenn W.
1
Huang, Ho-chuan
1
Isa, Zaidi
1
Johnson, Eric
1
Kastens, Terry L.
1
Kiani, Khurshid M.
1
McInnes, Melayne Louise Morgan
1
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1
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1
Morana, Claudio
1
Narayan, Paresh Kumar
1
Rutström, Eva Elisabet
1
Sephton, Peter S.
1
Shively, Philip A.
1
Silvapulle, Paramsothy
1
Smyth, Russell
1
Speight, Alan E. H.
1
Wagner, Friedrich
1
Wu, P.-S.
1
Wu, Pei-shan
1
Yeasmin, Mahbuba
1
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Applied financial economics letters
CESifo working papers
25
Economics and finance working paper series
20
Discussion paper / Centre for Economic Forecasting
14
Discussion papers / Deutsches Institut für Wirtschaftsforschung
9
CESifo Working Paper Series
8
CESifo Working Paper
5
DIW Berlin Discussion Paper
5
Journal of international money and finance
4
Research in international business and finance
3
Applied economics
2
Applied economics letters
2
Department of Economics working papers
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Discussion papers of interdisciplinary research project 373
2
Economic modelling
2
Finance research letters
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
Journal of economics and finance : JEF
2
Oxford bulletin of economics and statistics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Computational economics
1
Eastern economic journal
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Exchange rate policy in Europe
1
HWWA discussion paper
1
International advances in economic research
1
International review of financial analysis
1
Journal of economic integration
1
Journal of economic studies
1
Journal of economics and finance
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Open economies review
1
Review of financial economics : RFE
1
Review of international economics
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
The Manchester School
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ECONIS (ZBW)
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1
Investigating the effects of market microstructure on stock price formation and volatility : evidence from the Athens stock exchange
Alexakis, Christos A.
;
Balios, Dimitris
- In:
Applied financial economics letters
4
(
2008
)
1/3
,
pp. 225-231
Persistent link: https://www.econbiz.de/10003725365
Saved in:
2
Modelling stochastic volatility in asset returns using fractionally integrated semiparametric techniques
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics letters
2
(
2006
)
1
,
pp. 9-12
Persistent link: https://www.econbiz.de/10003301505
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