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subject:"Volatility"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"1974-1993"
~subject:"Stochastischer Prozess"
~subject:"Theory"
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Volatility
1974-1993
Stochastischer Prozess
Theory
Estimation
7
Schätzung
7
Volatilität
6
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
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3
USA
3
United States
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Spillover effect
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Spillover-Effekt
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Stochastic process
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Welt
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1933-2007
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1989-2007
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2000-2010
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2001-2011
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Behavioral economics
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Index construction
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Indonesia
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Indonesien
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International tourism
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Internationaler Tourismus
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McAleer, Michael
4
Asai, Manabu
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Białkowski, Je̜drzej
1
Caporin, Massimiliano
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Chang, Chia-Lin
1
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Etebari, Ahmad
1
Ishida, Isao
1
Lan Fen Chu
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Oya, Kosuke
1
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1
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1
Reale, Marco
1
Roengchai Tansuchat
1
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1
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1
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
529
Ekonomiska forskningsinstitutet <Stockholm>
41
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
39
Forschungsinstitut zur Zukunft der Arbeit
33
Springer Fachmedien Wiesbaden
27
Internationaler Währungsfonds / Research Department
22
Institut für Weltwirtschaft
19
Birkbeck College / Department of Economics
16
Federal Reserve System / Board of Governors
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University of Oxford / Institute of Economics and Statistics
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Verlag Dr. Kovač
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10
Umeå universitet
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Friedrich-Schiller-Universität Jena
9
Universität Mannheim
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Trinity College Dublin / Department of Economics
8
University of Reading / Department of Economics
8
Centre for Analytical Finance <Århus>
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Centre for Economic Policy Research
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Centre for Quantitative Economics & Computing
7
Eric Cuvillier <Firma>
7
Goethe-Universität Frankfurt am Main
7
International Monetary Fund
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7
Australian National University / Faculty of Economics and Commerce
6
Christian-Albrechts-Universität zu Kiel
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World Bank
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Edward Elgar Publishing
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Shaker Verlag
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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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