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~institution:"OECD / Directorate for Financial and Enterprise Affairs / Competition Committee"
~institution:"School of Finance and Business Economics <Perth, Western Australia>"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~language:"ita"
~subject:"Volatility"
~type_genre:"Graue Literatur"
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Volatility
Australia
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13
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McAleer, Michael
8
Allen, David E.
2
Chang, Chia-Lin
2
Chen, Chi-chung
2
Hammoudeh, Shawkat
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chen, Ping-yu
1
Cruickshank, S. N.
1
Etebari, Ahmad
1
Ishida, Isao
1
Jones, Bradley
1
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1
Lan Fen Chu
1
Lin, Chien-ting
1
Malik, Farooq
1
Masih, Abdul Mansur M.
1
Medeiros, Marcelo C.
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Scarrott, Carl
1
Wisniewski, Tomasz Piotr
1
Yang, Wenling
1
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OECD / Directorate for Financial and Enterprise Affairs / Competition Committee
School of Finance and Business Economics <Perth, Western Australia>
University of Canterbury / Dept. of Economics and Finance
Federal Reserve Bank of St. Louis
12
Svenska Handelshögskolan <Helsinki>
12
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of San Francisco
4
School of Accounting, Economics and Finance <Geelong>
4
Institute of Finance and Accounting <London>
3
Rodney L. White Center for Financial Research
3
School of Economics and Finance <Brisbane>
3
Brown University / Department of Economics
2
Business Information Centre <Toronto>
2
Christian-Albrechts-Universität zu Kiel
2
European University Institute / Department of Economics
2
National Institute of Economic and Social Research
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
African Economic Research Consortium
1
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1
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1
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1
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1
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1
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1
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1
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1
Institutt for Foretaksøkonomi <Bergen, Norwegen>
1
Kansantaloustieteen Laitos <Helsinki>
1
Kansantaloustieteen Laitos <Tampere>
1
New York Stock Exchange
1
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
1
Rutgers University / Department of Economics
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
School of Economics and Political Science <Sydney>
1
USA / Subcommittee on Energy Policy, Natural Resources and Regulatory Affairs
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of British Columbia / Department of Economics
1
University of Exeter / Department of Economics
1
University of Western Australia / Business School
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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3
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ECONIS (ZBW)
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1
Macroeconomic announcements, volatility and interrelationships : an examination of the UK bond and stock markets
Jones, Bradley
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001565287
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
Empirical testing of the Samuelson hypothesis : an application to futures markets in Australia, Singapore and the UK
Allen, David E.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001516104
Saved in:
4
Variation of share prices due to fundamental and non-fundamental innovations
Allen, David E.
(
contributor
);
Yang, Wenling
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001488570
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
10
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:
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