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subject:"Volatility"
~institution:"American Enterprise Institute for Public Policy Research"
~institution:"Boston College / Department of Economics"
~institution:"Federal Reserve Bank of St. Louis"
~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Betriebsgröße"
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Volatility
Betriebsgröße
Schätzung
143
Estimation
142
Deutschland
51
Germany
51
USA
38
United States
38
Theorie
34
Theory
34
Volatilität
24
Cointegration
19
Kointegration
19
Time series analysis
18
Zeitreihenanalyse
18
Estimation theory
15
Schätztheorie
15
Börsenkurs
14
Share price
14
Exchange rate
13
Wechselkurs
13
Capital income
12
Kapitaleinkommen
12
ARCH model
11
ARCH-Modell
11
Großbritannien
11
United Kingdom
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Yield curve
10
Zinsstruktur
10
Arbeitslosigkeit
9
Forecasting model
9
Geldpolitik
9
Monetary policy
9
Prognoseverfahren
9
Stochastic process
9
Stochastischer Prozess
9
Unemployment
9
VAR model
9
VAR-Modell
9
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Free
17
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Book / Working Paper
25
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Arbeitspapier
24
Graue Literatur
24
Non-commercial literature
24
Working Paper
24
Language
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English
25
Author
All
Herwartz, Helmut
4
Härdle, Wolfgang
4
McAleer, Michael
4
Fengler, Matthias R.
3
Hafner, Christian M.
2
Teyssière, Gilles
2
Asai, Manabu
1
Baum, Christopher F.
1
Białkowski, Je̜drzej
1
Brüggemann, Imke
1
Caglayan, Mustafa
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Cybakov, Aleksandr B.
1
Dankenbring, Henning
1
Etebari, Ahmad
1
Feldmann, David
1
Friedman, Milton
1
Guo, Hui
1
Hoffmann, Marc
1
Ishida, Isao
1
Jaschke, Stefan R.
1
Kleinow, Torsten
1
Korostelev, Aleksandr P.
1
Lan Fen Chu
1
Lepskii, Oleg V.
1
Logeay, Camille
1
Nautz, Dieter
1
Neely, Christopher J.
1
Nilsen, Øivind Anti
1
Oya, Kosuke
1
Ozkan, Neslihan
1
Platen, Eckhard
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Reimers, Hans-Eggert
1
Roengchai Tansuchat
1
Salvanes, Kjell G.
1
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Institution
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American Enterprise Institute for Public Policy Research
Boston College / Department of Economics
Federal Reserve Bank of St. Louis
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
90
Forschungsinstitut zur Zukunft der Arbeit
8
Institut für Weltwirtschaft
6
Ekonomiska forskningsinstitutet <Stockholm>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
3
Australian National University / Faculty of Economics and Commerce
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
European University Institute / Department of Economics
2
Federal Reserve Bank of Cleveland
2
Institute of European Finance <Bangor, Gwynedd>
2
International Monetary Fund
2
Internationaler Währungsfonds / Research Department
2
Rodney L. White Center for Financial Research
2
Springer Fachmedien Wiesbaden
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Svenska Handelshögskolan <Helsinki>
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
Agricultural Land Markets - Efficiency and Regulation
1
Berliner Handels- und Frankfurter Bank
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deutsches Institut für Wirtschaftsforschung
1
Economic Research Forum for the Arab Countries, Iran and Turkey
1
Federal Reserve Bank of Chicago
1
Federal Reserve Bank of New York
1
Federal Reserve System / Division of Research and Statistics
1
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Published in...
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Discussion papers of interdisciplinary research project 373
14
Working paper
8
Boston College working papers in economics
2
AEI reprints
1
Source
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ECONIS (ZBW)
25
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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
On the (nonlinear) relationship between exchange rate uncertainty and trade : an investigation of US trade figures in the Group of Seven
Herwartz, Helmut
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001918978
Saved in:
6
Fitting the smile revisited : a least squares kernel estimator for the implied volatility surface
Fengler, Matthias R.
(
contributor
);
Wang, Qihua
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919426
Saved in:
7
Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
Saved in:
8
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
9
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
10
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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