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~language:"eng"
~person:"Allen, David E."
~person:"Caporin, Massimiliano"
~subject:"Großbritannien"
~subject:"Volatility"
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Großbritannien
Volatility
Australia
31
Australien
31
Theorie
22
Theory
22
Volatilität
18
Börsenkurs
16
Share price
16
ARCH model
14
ARCH-Modell
14
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13
Risk measure
13
Estimation
11
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11
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11
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11
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11
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11
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9
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9
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9
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9
Aktienmarkt
6
CAPM
6
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6
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6
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6
Welt
6
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6
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5
Japan
5
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5
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English
Author
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Allen, David E.
Caporin, Massimiliano
McAleer, Michael
59
Minford, Patrick
44
Gupta, Rangan
34
Caporale, Guglielmo Maria
29
Chang, Chia-Lin
22
Meenagh, David
20
Gil-Alaña, Luis A.
19
Görg, Holger
19
Pierdzioch, Christian
19
Machin, Stephen
17
Blake, David
16
Hart, Robert A.
15
Jones, Geoffrey
15
Chiarella, Carl
14
Van Reenen, John
14
Diebold, Francis X.
13
Haskel, Jonathan
13
Bryson, Alex
12
Gannon, Gerard L.
12
Hayo, Bernd
12
Mumtaz, Haroon
12
Spagnolo, Nicola
12
Bollerslev, Tim
11
Buch, Claudia M.
11
Cowling, Marc
11
Miller, Stephen M.
11
Wright, Mike
11
Andersen, Torben
10
Burke, Andrew
10
Charles
10
Dowd, Kevin
10
Foreman-Peck, James S.
10
Girma, Sourafel
10
Hall, Stephen G.
10
Mumford, Karen
10
Nelson, Edward
10
Theodoridis, Konstantinos
10
Xu, Yongdeng
10
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School of Finance and Business Economics <Perth, Western Australia>
6
University of Canterbury / Dept. of Economics and Finance
1
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School of Accounting, Finance and Economics & FEMARC working paper series
7
Working paper
7
Working paper series / Curtin University of Technology, Curtin Business School, School of Economics and Finance and the Economic and Financial Research Unit / School of Economics and Finance, Curtin University of Technology
3
Working paper series / School of Economics and Finance, Curtin University of Technology
3
Working papers
2
Econometric Institute research papers
1
International review of economics & finance : IREF
1
Network connectivity, systematic and systemic risk
1
SAFE working paper
1
The North American journal of economics and finance : a journal of financial economics studies
1
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
1
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ECONIS (ZBW)
26
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1
The
economics
of modern
business
Reekie, W. Duncan
-
1991
-
2nd ed., rev. and updated
Persistent link: https://www.econbiz.de/10013501209
Saved in:
2
What moves stock markets? : Evidence that UK stock prices deviate from fundamentals
Allen, David E.
(
contributor
);
Yang, Wenling
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001565300
Saved in:
3
Machine news and volatility : the Dow Jones industrial average and the TRNA sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010242810
Saved in:
4
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
5
Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2020
Persistent link: https://www.econbiz.de/10012244841
Saved in:
6
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
7
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
8
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
9
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:
10
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:
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