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~institution:"Svenska Handelshögskolan <Helsinki>"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~language:"ita"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
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Kapitaleinkommen
Volatilität
Theorie
42
Theory
42
Finland
31
Finnland
31
Volatility
22
Estimation
11
Schätzung
11
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10
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McAleer, Michael
8
Söderman, Ronnie
3
Chang, Chia-Lin
2
Chen, Chi-chung
2
Hammoudeh, Shawkat
2
Harju, Kari
2
Hussain, Syed Mujahid
2
Penttinen, Aku
2
Sundkvist, Kim
2
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1
Alvarez, Luis H. R.
1
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1
Asai, Manabu
1
Białkowski, Je̜drzej
1
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1
Chen, Ping-yu
1
Ekholm, Anders
1
Etebari, Ahmad
1
Felixson, Karl
1
Ishida, Isao
1
Khamkaew, Thanchanok
1
Lan Fen Chu
1
Malik, Farooq
1
Maukonen, Marko S.
1
Medeiros, Marcelo C.
1
Nandelstadh, Alexander von
1
Nummelin, Kim
1
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1
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Rea, Alethea
1
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1
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1
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1
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1
Vikström, Mikael
1
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1
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Svenska Handelshögskolan <Helsinki>
University of Canterbury / Dept. of Economics and Finance
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
29
Federal Reserve Bank of St. Louis
19
National Bureau of Economic Research
8
Federal Reserve Bank of San Francisco
7
Rodney L. White Center for Financial Research
6
University of Exeter / Department of Economics
6
School of Finance and Business Economics <Perth, Western Australia>
5
Institute of Finance and Accounting <London>
4
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4
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4
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4
Brown University / Department of Economics
3
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3
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3
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
3
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3
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3
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2
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2
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2
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2
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2
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1
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1
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1
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1
Centro de Estudios Macroeconómicos de Argentina / Universidad
1
Columbia University / Department of Economics
1
East Asia Seminar on Economics <20, 2008, Hongkong>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
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Meddelanden från Svenska Handelshögskolan
14
Working paper
11
Ekonomi och samhälle : Skrifter uitgivna av Svenska Handelshögskolan
1
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ECONIS (ZBW)
26
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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
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:
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
Intraday seasonalities and macroeconomic news announcements
Harju, Kari
(
contributor
);
Hussain, Syed Mujahid
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003290160
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
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:
7
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:
8
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
9
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:
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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