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subject:"Volatility"
~institution:"Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~subject:"Time series analysis"
~subject:"United States"
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Search: subject_exact:"Estimation"
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Volatility
Time series analysis
United States
Estimation
17
Schätzung
17
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11
Volatilität
7
Börsenkurs
6
Share price
6
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5
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Helwege, Jean
4
McAleer, Michael
4
Eom, Young Ho
2
Huang, Jing-Zhi
2
Liang, Jean Nellie
2
Asai, Manabu
1
Bartram, Söhnke M.
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Grinblatt, Mark
1
Han, Bing
1
Hirshleifer, David
1
Hou, Kewei
1
Ishida, Isao
1
Karolyi, G. Andrew
1
Kochin, Levis A.
1
Lan Fen Chu
1
McCulloch, J. Huston
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Scarrott, Carl
1
Teoh, Siew Hong
1
Wisniewski, Tomasz Piotr
1
Zhang, Yinglei
1
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
245
Forschungsinstitut zur Zukunft der Arbeit
67
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
30
Federal Reserve Bank of St. Louis
22
Federal Reserve Bank of San Francisco
16
Institut für Weltwirtschaft
14
Ekonomiska forskningsinstitutet <Stockholm>
13
Federal Reserve Bank of Cleveland
13
Johns Hopkins University / Department of Economics
13
Federal Reserve Bank of New York
11
Federal Reserve Bank of Chicago
9
Federal Reserve System / Division of Research and Statistics
9
USA / Bureau of Labor Statistics
8
University of Chicago / Center for Research in Security Prices
8
University of Glasgow / Department of Economics
8
Federal Reserve Bank of Richmond
7
Institute of Finance and Accounting <London>
7
The Wharton Financial Institutions Center
7
Boston College / Department of Economics
6
Center for the Study of Industrial Organisation
6
International Monetary Fund
6
Rodney L. White Center for Financial Research
6
Rutgers University / Department of Economics
6
University of Hong Kong / School of Economics and Finance
6
Birkbeck College / Department of Economics
5
Bonn Graduate School of Economics
5
Centre for Analytical Finance <Århus>
5
Chambre de commerce et d'industrie de Paris
5
Christian-Albrechts-Universität zu Kiel
5
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5
Georgetown University / Economics Department
5
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5
Internationaler Währungsfonds / Research Department
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John F. Kennedy School of Government
5
Massachusetts Institute of Technology / Department of Economics
5
Queen Mary College / Department of Economics
5
State University of New York at Albany / Department of Economics
5
Center for Economic Research <Tilburg>
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Fisher College of Business working paper series
8
Working paper
6
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ECONIS (ZBW)
14
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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
Do investors overvalue firms with bloated balance sheets?
Hirshleifer, David
;
Hou, Kewei
;
Teoh, Siew Hong
;
Zhang, …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002452896
Saved in:
5
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:
6
The disposition effect and momentum
Grinblatt, Mark
(
contributor
);
Han, Bing
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002101559
Saved in:
7
Structural models of corporate bond pricing : an empirical analysis
Eom, Young Ho
(
contributor
);
Helwege, Jean
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001786259
Saved in:
8
The impact of the introduction of the Euro on foreign exchange rate risk exposures
Bartram, Söhnke M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001786264
Saved in:
9
Initial public offerings in hot and cold markets
Helwege, Jean
(
contributor
);
Liang, Jean Nellie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001786256
Saved in:
10
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
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