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~institution:"Institut für Weltwirtschaft"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Arbeitsmarkt"
~subject:"Option pricing theory"
~subject:"Schätzung"
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Search: subject:"volatility"
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Arbeitsmarkt
Option pricing theory
Schätzung
Volatility
21
Volatilität
21
Estimation
12
Börsenkurs
6
Share price
6
USA
5
United States
5
ARCH model
4
ARCH-Modell
4
Capital income
4
Kapitaleinkommen
4
Commodity derivative
3
EU countries
3
EU-Staaten
3
Rohstoffderivat
3
Theorie
3
Theory
3
Welt
3
World
3
Exchange rate
2
Forecasting model
2
Geldnachfrage
2
Japan
2
Modellierung
2
Money demand
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Scientific modelling
2
Spillover effect
2
Spillover-Effekt
2
Stochastic process
2
Stochastischer Prozess
2
Wechselkurs
2
1933-2007
1
1968-1998
1
1970-1995
1
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Free
4
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Book / Working Paper
12
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Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
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English
12
Author
All
McAleer, Michael
4
Carstensen, Kai
2
Pierdzioch, Christian
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Buch, Claudia M.
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Cuba R., Mauricio de la
1
Döpke, Jörg
1
Etebari, Ahmad
1
Fratzscher, Marcel
1
Ishida, Isao
1
Lan Fen Chu
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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Institution
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Institut für Weltwirtschaft
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
136
OECD
28
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
25
Forschungsinstitut zur Zukunft der Arbeit
22
Centre for Analytical Finance <Århus>
8
Chambre de commerce et d'industrie de Paris
5
Institut für Arbeitsmarkt- und Berufsforschung
5
Svenska Handelshögskolan <Helsinki>
4
William Davidson Institute <Ann Arbor, Mich.>
4
World Bank
4
Zentrum für Europäische Wirtschaftsforschung
4
Centre for Economic Reform and Transformation
3
European University Institute / Department of Economics
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
3
Springer Fachmedien Wiesbaden
3
University of Nottingham / Centre for Research on Globalisation and Labour Markets
3
Aarhus Universitet / Afdeling for Nationaløkonomi
2
American Enterprise Institute for Public Policy Research
2
Australian National University / Faculty of Economics and Commerce
2
Bundesinstitut für Berufsbildung
2
Centre for Economic Performance
2
Centre for Economic Policy Research
2
Centre for Quantitative Economics & Computing
2
Centre of Financial Studies
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Det Økonomiske råd
2
Edward Elgar Publishing
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Georgetown University / Economics Department
2
Institute of European Finance <Bangor, Gwynedd>
2
Institute of Finance and Accounting <London>
2
Institutet för Internationell Ekonomi <Stockholm>
2
Institutet för Social Forskning <Stockholm>
2
International Monetary Fund
2
Internationaler Währungsfonds / Research Department
2
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Working paper
6
Kiel working paper
3
Kiel advanced studies working papers : advanced studies in international economic policy research
2
Kieler Arbeitspapiere
1
Source
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ECONIS (ZBW)
12
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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
Is European money demand still stable?
Carstensen, Kai
(
contributor
)
-
2004
-
[Elektronische Ressource], rev. version
Persistent link: https://www.econbiz.de/10002011393
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
Is European money demand still stable?
Carstensen, Kai
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001789124
Saved in:
7
The integration of imperfect financial markets : implications for business cycle
volatility
Buch, Claudia M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749146
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
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
Saved in:
10
Diversification and
volatility
: a portfolio approach to Peruvian exports
Cuba R., Mauricio de la
-
2000
Persistent link: https://www.econbiz.de/10001461724
Saved in:
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