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~institution:"Australian National University / Faculty of Economics and Commerce"
~institution:"Birkbeck College / Department of Economics"
~institution:"Centre for Growth and Business Cycle Research <Manchester>"
~institution:"International Workshop on Statistics and Finance <1999, Hongkong>"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Volatilität"
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Zeitreihenanalyse
Volatility
19
Volatilität
19
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5
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5
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5
United States
5
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4
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Sensier, Marianne
5
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3
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3
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1
Chan, Wai-Sum
1
Dacco, Roberto
1
Heaney, Richard A.
1
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1
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1
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1
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1
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1
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Australian National University / Faculty of Economics and Commerce
Birkbeck College / Department of Economics
Centre for Growth and Business Cycle Research <Manchester>
International Workshop on Statistics and Finance <1999, Hongkong>
National Bureau of Economic Research
136
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Ekonomiska forskningsinstitutet <Stockholm>
5
Centre for Analytical Finance <Århus>
4
Center for Economic Research <Tilburg>
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institut für Weltwirtschaft
3
Kansantaloustieteen Laitos <Tampere>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
University of Canterbury / Dept. of Economics and Finance
3
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
2
Christian-Albrechts-Universität zu Kiel
2
Econometrisch Instituut <Rotterdam>
2
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Division of Research and Statistics
2
Internationaler Währungsfonds / Research Department
2
School of Finance and Business Economics <Perth, Western Australia>
2
Springer Fachmedien Wiesbaden
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2
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1
Brown University / Department of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Centre for Economic Policy Research
1
Centre for Quantitative Economics & Computing
1
Chambre de commerce et d'industrie de Paris
1
Conference on Financial Stability <1993, Sydney>
1
European University Institute / Department of Economics
1
Federal Reserve Bank of San Francisco
1
Federal Reserve System / Board of Governors
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Financial Options Research Centre
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Goethe-Universität Frankfurt am Main
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ECONIS (ZBW)
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1
Testing for volatility changes in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001836409
Saved in:
2
Explaining movements in UK stock prices : how important is the US market?
Aslanidis, Nektarios
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001726223
Saved in:
3
Nonlinearity in the Fed's monetary policy rule
Kim, Dong-heon
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703539
Saved in:
4
Changes in variability of the business cycle in the G7 countries
Dijk, Dick van
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001703545
Saved in:
5
Short-term volatility versus long-term growth : evidence in US macroeconomic time series
Sensier, Marianne
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001575240
Saved in:
6
Proceedings of the Hong Kong International Workshop on Statistics and Finance: an Interface : Centre of Financial Time Series, the University of Hong Kong 4-8 July 1999
Chan, Wai-Sum
(
contributor
);
Li, Wai Keung
(
contributor
); …
-
International Workshop on Statistics and Finance <1999, …
-
2000
Persistent link: https://www.econbiz.de/10001490756
Saved in:
7
An examination of the variation in equity market returns and volatility in the Asia Pacific region
Heaney, Richard A.
-
1997
Persistent link: https://www.econbiz.de/10000978403
Saved in:
8
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000930379
Saved in:
9
A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto
-
1994
Persistent link: https://www.econbiz.de/10000924812
Saved in:
10
Learning feedback and multiple equilibria : an alternative explanation of stock price volatility
Timmermann, Allan
-
1993
Persistent link: https://www.econbiz.de/10000930376
Saved in:
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