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~institution:"Svenska Handelshögskolan <Helsinki>"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~language:"ita"
~subject:"Volatilität"
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Volatilität
Theorie
42
Theory
42
Finland
31
Finnland
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Volatility
22
Estimation
11
Schätzung
11
Capital income
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
Sundkvist, Kim
2
Ahlgren, Niklas
1
Alvarez, Luis H. R.
1
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chen, Ping-yu
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
Oya, Kosuke
1
Penttinen, Aku
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Scarrott, Carl
1
Stenbacka, Rune
1
Vikström, Mikael
1
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1
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1
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Svenska Handelshögskolan <Helsinki>
University of Canterbury / Dept. of Economics and Finance
Federal Reserve Bank of St. Louis
12
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
National Bureau of Economic Research
7
Federal Reserve Bank of San Francisco
4
School of Accounting, Economics and Finance <Geelong>
4
Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
4
Institute of Finance and Accounting <London>
3
Rodney L. White Center for Financial Research
3
School of Economics and Finance <Brisbane>
3
School of Finance and Business Economics <Perth, Western Australia>
3
Brown University / Department of Economics
2
Business Information Centre <Toronto>
2
Christian-Albrechts-Universität zu Kiel
2
Econometrisch Instituut <Rotterdam>
2
European University Institute / Department of Economics
2
Forschungsinstitut zur Zukunft der Arbeit <Bonn>
2
National Institute of Economic and Social Research
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
University of Chicago / Graduate School of Business
2
University of Exeter / Department of Economics
2
Walter de Gruyter Inc.
2
African Economic Research Consortium
1
Boston College / Department of Economics
1
Brookings Institution
1
Center for Operations Research and Econometrics <Louvain-la-Neuve>
1
Columbia University / Department of Economics
1
East Asia Seminar on Economics <20, 2008, Hongkong>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
European Economic Association
1
Federal Reserve Bank of Boston
1
Federal Reserve Bank of Cleveland
1
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
1
Hong Kong Institute for Monetary and Financial Research
1
Institut für Informationsverarbeitung und -wirtschaft <Wien>
1
Institut für Seeverkehrswirtschaft und Logistik
1
Institut für Weltwirtschaft
1
Institutt for Foretaksøkonomi <Bergen, Norwegen>
1
International Seminar on Macroeconomics <26, 2003, Barcelona>
1
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Meddelanden från Svenska Handelshögskolan
12
Working paper
10
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ECONIS (ZBW)
22
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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
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:
3
Intraday seasonalities and macroeconomic news announcements
Harju, Kari
(
contributor
);
Hussain, Syed Mujahid
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003290160
Saved in:
4
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:
5
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:
6
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:
7
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
8
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:
9
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
10
Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
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