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~institution:"Chambre de commerce et d'industrie de Paris"
~subject:"ARCH model"
~subject:"Business cycle"
~subject:"Schätzung"
~subject:"Stock market"
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Search: subject:"Volatilität"
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ARCH model
Business cycle
Schätzung
Stock market
Volatility
9
Volatilität
9
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3
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3
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3
Kapitaleinkommen
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Bensoussan, Alain
1
Crouhy, Michel
1
Dumas, Bernard
1
Fleming, Jeff
1
Galai, Dan
1
Longin, François M.
1
Rockinger, Michael
1
Solnik, Bruno
1
Urga, Giovanni
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Chambre de commerce et d'industrie de Paris
National Bureau of Economic Research
173
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
University of Canterbury / Dept. of Economics and Finance
8
Federal Reserve Bank of St. Louis
7
Institut für Weltwirtschaft
7
Centre for Analytical Finance <Århus>
5
Centre for Growth and Business Cycle Research <Manchester>
5
Ekonomiska forskningsinstitutet <Stockholm>
5
Federal Reserve Bank of New York
4
Australian National University / Faculty of Economics and Commerce
3
Econometrisch Instituut <Rotterdam>
3
Federal Reserve System / Division of Research and Statistics
3
Forschungsinstitut zur Zukunft der Arbeit
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Instituto Valenciano de Investigaciones Económicas
3
Internationaler Währungsfonds / Research Department
3
Internationaler Währungsfonds / Western Hemisphere Department
3
Kansantaloustieteen Laitos <Tampere>
3
Rodney L. White Center for Financial Research
3
Svenska Handelshögskolan <Helsinki>
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Centre for Quantitative Economics & Computing
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Erasmus Research Institute of Management
2
European University Institute / Department of Economics
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of San Francisco
2
Institute of European Finance <Bangor, Gwynedd>
2
Institutet för Internationell Ekonomi <Stockholm>
2
International Monetary Fund
2
Massachusetts Institute of Technology / Department of Economics
2
New York Stock Exchange
2
School of Finance and Business Economics <Perth, Western Australia>
2
Springer Fachmedien Wiesbaden
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
The Wharton Financial Institutions Center
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
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Les cahiers de recherche / HEC Paris
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ECONIS (ZBW)
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1
Correlation structure of international equity markets during extremely volatile periods
Longin, François M.
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996169
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2
Information content of Russian stock indices
Rockinger, Michael
;
Urga, Giovanni
-
1997
Persistent link: https://www.econbiz.de/10000981414
Saved in:
3
Implied volatility functions : empirical tests
Dumas, Bernard
;
Fleming, Jeff
;
Whaley, Robert E.
-
1996
Persistent link: https://www.econbiz.de/10000936200
Saved in:
4
Stochastic equity volatility related to the leverage effect
Bensoussan, Alain
;
Crouhy, Michel
;
Galai, Dan
-
1994
Persistent link: https://www.econbiz.de/10000909451
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