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~institution:"Institut für Schweizerisches Bankwesen <Zürich>"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~isPartOf:"Working paper"
~language:"dan"
~language:"eng"
~language:"hrv"
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Volatility
10
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ARCH model
6
ARCH-Modell
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Neuseeland
6
New Zealand
6
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McAleer, Michael
23
Chang, Chia-Lin
10
Oxley, Les
6
Hogan, Seamus D.
4
Caporin, Massimiliano
3
Chen, Chi-chung
3
Hammoudeh, Shawkat
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Meriluoto, Laura
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Reed, W. Robert
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Servátka, Maros̆
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Khamkaew, Thanchanok
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Lan Fen Chu
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Roengchai Tansuchat
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Institut für Schweizerisches Bankwesen <Zürich>
University of Canterbury / Dept. of Economics and Finance
Federal Reserve Bank of St. Louis
153
Institut for Miljø- og Erhvervsøkonomi <Esbjerg>
51
Federal Reserve Bank of Minneapolis / Research Department
6
Foerder Institute for Economic Research <Tēl-Āvîv>
5
Federal Reserve Bank of Minneapolis / Research Dept
4
Cornell University / Cornell Food and Nutrition Policy Program
2
Queen Mary College / Department of Economics
2
Sackler Institute of Economic Studies <Tēl-Āvîv>
2
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1
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1
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Universität Zürich / Sozialökonomisches Institut
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Workshop on the Methodological Tools for Assessing the Sustainability Impact of the EU's Economic Policies, with Applications to Trade Liberalisation Policies <2002, Brüssel>
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2
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ECONIS (ZBW)
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USB Cologne (business full texts)
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1
What makes a great journal great in
economics
? : the singer not the song
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688840
Saved in:
2
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:
3
Statistical modeling of recent changes in extreme rainfall in Taiwan
Lan Fen Chu
;
McAleer, Michael
;
Wang, Szu-Wang
-
2012
Persistent link: https://www.econbiz.de/10009681370
Saved in:
4
Dealing with trading thinness in event studies : an improved trade-to-trade model
Anderson, Warwick
-
2012
Persistent link: https://www.econbiz.de/10009681375
Saved in:
5
An examination of the effect of messages on cooperation under double-blind and single-blind payoff procedures
Deck, Cary A.
;
Servátka, Maros̆
;
Tucker, Steven James
-
2012
Persistent link: https://www.econbiz.de/10009663494
Saved in:
6
Group identity and relation-specific investment : an experimental investigation
Morita, Hodaka
;
Servátka, Maros̆
-
2012
-
Rev. ed.
Persistent link: https://www.econbiz.de/10009663500
Saved in:
7
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:
8
More evidence on the use of constructed-response questions in principles of economic classes
Hickson, Stephen
;
Reed, W. Robert
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012240
Saved in:
9
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:
10
An examination of Frank Wolak's model of market power and its application to the New Zealand electricty market
Evans, Lewis T.
;
Guthrie, Graeme A.
-
2011
Persistent link: https://www.econbiz.de/10009012216
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