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~institution:"Federal Reserve Bank of St. Louis"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Financial market"
~subject:"Schätzung"
~subject:"Stock market"
~subject:"Welt"
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Search: subject:"Volatilität"
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Financial market
Schätzung
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Volatility
24
Volatilität
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14
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14
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8
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7
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McAleer, Michael
5
Guo, Hui
4
Chang, Chia-Lin
2
Chen, Chi-chung
2
Savickas, Robert
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chen, Ping-yu
1
Etebari, Ahmad
1
Higbee, Jason
1
Ishida, Isao
1
Lan Fen Chu
1
Neely, Christopher J.
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Scarrott, Carl
1
Wisniewski, Tomasz Piotr
1
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Federal Reserve Bank of St. Louis
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
188
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Chambre de commerce et d'industrie de Paris
7
Institut für Weltwirtschaft
7
International Monetary Fund
7
World Bank
7
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6
Gottfried Wilhelm Leibniz Universität Hannover
4
Australian National University / Faculty of Economics and Commerce
3
Centre for Analytical Finance <Århus>
3
European University Institute / Department of Economics
3
Federal Reserve Bank of New York
3
Federal Reserve System / Division of Research and Statistics
3
Forschungsinstitut zur Zukunft der Arbeit
3
Internationaler Währungsfonds / Western Hemisphere Department
3
Kansantaloustieteen Laitos <Tampere>
3
Massachusetts Institute of Technology / Department of Economics
3
Svenska Handelshögskolan <Helsinki>
3
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
2
Centre for Quantitative Economics & Computing
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Ekonomiska forskningsinstitutet <Stockholm>
2
FAO
2
Federal Reserve Bank of Cleveland
2
Goethe-Universität Frankfurt am Main
2
Institute of European Finance <Bangor, Gwynedd>
2
Institute of Finance and Accounting <London>
2
New Trends in Asset Management: Exploring the Implications <Veranstaltung> <2008, München>
2
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2
Rodney L. White Center for Financial Research
2
SUERF - The European Money and Finance Forum
2
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2
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2
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2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
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2
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2
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ECONIS (ZBW)
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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
Market timing with aggregate and idiosyncratic stock volatilities
Guo, Hui
(
contributor
);
Higbee, Jason
(
contributor
)
-
2005
-
rev.
Persistent link: https://www.econbiz.de/10003344908
Saved in:
3
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:
4
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:
5
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:
6
Does stock market volatility forecast returns : the international evidence
Guo, Hui
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979873
Saved in:
7
Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
Saved in:
8
Does idiosyncratic risk matter : another look
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984084
Saved in:
9
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
10
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
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