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~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Business cycle synchronization"
~subject:"Volatility"
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Business cycle synchronization
Volatility
Volatilität
20
Estimation
8
Schätzung
8
Capital income
7
Kapitaleinkommen
7
Stochastic process
5
Stochastischer Prozess
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USA
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Welt
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Aktienmarkt
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Börsenkurs
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Capital structure
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Commodity derivative
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Option pricing theory
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Rohstoffderivat
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France
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Frankreich
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Modellierung
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Prognoseverfahren
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Risikomaß
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Risk measure
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Scientific modelling
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Spillover effect
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Spillover-Effekt
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1933-2007
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1959-1996
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1982-1995
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1989-2007
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14
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English
20
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McAleer, Michael
9
Crouhy, Michel
5
Bensoussan, Alain
3
Chang, Chia-Lin
3
Galai, Dan
3
Rockinger, Michael
3
Chen, Chi-chung
2
Hammoudeh, Shawkat
2
Roengchai Tansuchat
2
Solnik, Bruno
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Boucrelle, Cyril
1
Caporin, Massimiliano
1
Chen, Ping-yu
1
Dumas, Bernard
1
Etebari, Ahmad
1
Fleming, Jeff
1
Ishida, Isao
1
Khamkaew, Thanchanok
1
Lan Fen Chu
1
Le Fur, Yann
1
Longin, François M.
1
Malik, Farooq
1
Medeiros, Marcelo C.
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Scarrott, Carl
1
Urga, Giovanni
1
Whaley, Robert E.
1
Wisniewski, Tomasz Piotr
1
Yuan, Yuan
1
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Chambre de commerce et d'industrie de Paris
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
496
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Centre for Analytical Finance <Århus>
19
World Bank
18
International Monetary Fund
16
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
European University Institute / Department of Economics
11
Internationaler Währungsfonds / Research Department
11
Centre for Growth and Business Cycle Research <Manchester>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
8
Instituto Valenciano de Investigaciones Económicas
7
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Finance and Accounting <London>
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Division of Research and Statistics
5
Massachusetts Institute of Technology / Department of Economics
5
The Wharton Financial Institutions Center
5
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
4
Center for Economic Research <Tilburg>
4
Econometrisch Instituut <Rotterdam>
4
Europäische Kommission / Generaldirektion Wissenschaft, Forschung und Entwicklung
4
Federal Reserve System / Board of Governors
4
Inter-American Development Bank / Office of the Chief Economist
4
Nuffield College
4
School of Accounting, Economics and Finance <Geelong>
4
Springer Fachmedien Wiesbaden
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
William Davidson Institute <Ann Arbor, Mich.>
4
Australian National University / Faculty of Economics and Commerce
3
Banco Central do Brasil
3
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Working paper
11
Les cahiers de recherche / HEC Paris
9
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ECONIS (ZBW)
20
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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
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
Saved in:
6
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
7
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
8
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
9
Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
10
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
Saved in:
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