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subject:"Volatility"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~institution:"University of Glasgow / Department of Economics"
~subject:"Konjunktur"
~type_genre:"Non-commercial literature"
~type_genre:"Statistics"
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Volatility
Konjunktur
Estimation
16
Schätzung
16
USA
10
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10
Volatilität
6
ARCH model
3
ARCH-Modell
3
Business cycle
3
Börsenkurs
3
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3
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Großbritannien
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2
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Schottland
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Scotland
2
Spillover effect
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Spillover-Effekt
2
Stochastic process
2
Stochastischer Prozess
2
United Kingdom
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Water conservation
2
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2
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2
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Non-commercial literature
Statistics
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9
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9
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9
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English
9
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McAleer, Michael
4
Hart, Robert A.
3
Malley, James R.
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Darby, Julia
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
Woitek, Ulrich
1
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University of Canterbury / Dept. of Economics and Finance
University of Glasgow / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Forschungsinstitut zur Zukunft der Arbeit
11
Institut für Weltwirtschaft
10
Deutsches Institut für Wirtschaftsforschung
3
Federal Reserve Bank of Cleveland
3
Federal Reserve Bank of St. Louis
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
3
National Bureau of Economic Research
3
Rodney L. White Center for Financial Research
3
Australian National University / Faculty of Economics and Commerce
2
Boston College / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Law
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of San Francisco
2
Institute of European Finance <Bangor, Gwynedd>
2
Internationaler Währungsfonds / Research Department
2
Queen Mary College / Department of Economics
2
School of Economics, Mathematics and Statistics <London>
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
The Wharton Financial Institutions Center
2
Türkiye Cumhuriyet Merkez Bankası
2
University of Reading / Department of Economics
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
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1
Berliner Handels- und Frankfurter Bank
1
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1
Bonn Graduate School of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
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1
Centre for Growth and Business Cycle Research <Manchester>
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel
1
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ECONIS (ZBW)
9
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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:
7
Wages, productivity, and work intensity in the Great Depression
Darby, Julia
(
contributor
);
Hart, Robert A.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001699704
Saved in:
8
Real wages and the cycle : the view from the frequency domain
Hart, Robert A.
(
contributor
);
Malley, James R.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001651988
Saved in:
9
On the cyclicality and stability of real earnings
Hart, Robert A.
;
Malley, James R.
-
1999
Persistent link: https://www.econbiz.de/10001401314
Saved in:
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