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subject:"Volatility"
~isPartOf:"Applied economics"
~isPartOf:"Energy economics"
~isPartOf:"IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung"
~isPartOf:"Kiel working paper"
~person:"Caliendo, Marco"
~person:"Chevallier, Julien"
~subject:"Germany"
~subject:"Wage structure"
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Volatility
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IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
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1
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
2
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
3
Cross-country performance of Lévy regime-switching models for stock markets
Chevallier, Julien
;
Goutte, Stéphane
- In:
Applied economics
49
(
2017
)
2
,
pp. 111-137
Persistent link: https://www.econbiz.de/10011810520
Saved in:
4
Identifying effect heterogeneity to improve the efficiency of job creation schemes in Germany
Caliendo, Marco
(
contributor
);
Hujer, Reinhard
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003076614
Saved in:
5
Individual employment effects of job creation schemes in Germany with respect to sectoral heterogeneity
Caliendo, Marco
(
contributor
);
Hujer, Reinhard
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003076684
Saved in:
6
Identifying effect heterogeneity to improve the efficiency of job creation schemes in Germany
Caliendo, Marco
;
Hujer, Reinhard
;
Thomsen, Stephen L.
- In:
Applied economics
40
(
2008
)
7/9
,
pp. 1101-1122
Persistent link: https://www.econbiz.de/10003723480
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