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~accessRights:"free"
~isPartOf:"Econometric Institute research papers"
~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Chiarella, Carl"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"McEntarfer, Erika"
~person:"Schnabl, Gunther"
~subject:"Arbeitsmarkt"
~subject:"Basel Accord"
~subject:"Exchange rate"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"USA"
~type_genre:"Arbeitspapier"
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Search: subject:"volatility"
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Arbeitsmarkt
Basel Accord
Exchange rate
Liquiditätseffekt
Schätzung
USA
Volatility
7
Volatilität
7
ARCH model
4
ARCH-Modell
4
Capital market returns
3
Kapitalmarktrendite
3
Multivariate Analyse
3
Multivariate analysis
3
Großbritannien
2
Schock
2
Shock
2
Spillover effect
2
Spillover-Effekt
2
Stochastic process
2
Stochastischer Prozess
2
Time series analysis
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United Kingdom
2
United States
2
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Ausreißer
1
BRICS countries
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BRICS-Staaten
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Basler Akkord
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Country risk
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Currency speculation
1
Estimation
1
Experiment
1
Forecast
1
Futures
1
Gold market
1
Goldmarkt
1
Leverage
1
Länderrisiko
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Oil market
1
Option pricing theory
1
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Arbeitspapier
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4
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4
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4
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English
Hungarian
Author
All
Allen, David E.
Chiarella, Carl
Gupta, Rangan
Hafner, Christian M.
McEntarfer, Erika
Schnabl, Gunther
McAleer, Michael
41
Chang, Chia-Lin
21
Asai, Manabu
11
Medeiros, Marcelo C.
4
Tansuchat, Roengchai
4
Hsieh, Tai-Lin
3
Pérez Amaral, Teodosio
3
Chen, Chi-chung
2
Hammoudeh, Shawkat
2
Martinet, Guillaume Gaetan
2
Bannouh, Karim
1
Caporin, Massimiliano
1
Chan, Felix
1
Chen, Ping-Yu
1
Chu, LanFen
1
Da Veiga, Bernardo
1
Dijk, Dick van
1
Hsu, Hui-kuang
1
Ishida, Isao
1
Jimenez-Martin, Juan-Angel
1
Jiménez-Martín, Juan-Ángel
1
Liu, Tengdong
1
Malik, Farooq
1
Martens, Martin
1
Oya, Kosuke
1
Peiris, Shelton
1
Powell, Robert
1
Roengchai Tansuchat
1
Singh, Abhay Kumar
1
Tian, Jiarong
1
Wang, Chien-Hsun
1
Wang, Yanghuiting
1
Wang, Yu-Ann
1
Wiphatthanananthakul, Chatayan
1
Zuo, Guangdong
1
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Econometric Institute research papers
Department of Economics working paper series
21
Discussion paper / Tinbergen Institute
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
School of Accounting, Finance and Economics & FEMARC working paper series
3
Working paper
3
Discussion papers of interdisciplinary research project 373
2
Federal Reserve Bank of Cleveland working paper series
2
Finance and economics discussion series
2
SFB 649 discussion paper
2
Working paper / National Bureau of Economic Research, Inc.
2
Working papers / U.S. Census Bureau, Center for Economic Studies
2
Arbeitspapiere der Wirtschaftswissenschaftlichen Fakultät
1
CORE discussion paper : DP
1
CORE discussion papers : DP
1
Discussion paper series / IZA
1
Finmap working paper
1
Global Research Unit working paper
1
NBER working paper series
1
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Working papers / University of Connecticut, Department of Economics
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ECONIS (ZBW)
4
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1
The impact of jumps and leverage in forecasting the co-
volatility
of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
Saved in:
2
Multivariate
volatility
impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
3
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010438068
Saved in:
4
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
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