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subject:"USA"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Currency changeover"
~subject:"Volatilität"
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USA
Currency changeover
Volatilität
Estimation
7
Schätzung
7
Volatility
6
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Share price
3
United States
3
Welt
3
World
3
Index construction
2
Indexberechnung
2
Risikomaß
2
Risk measure
2
Spillover effect
2
Spillover-Effekt
2
Stochastic process
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1933-2007
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1984-2005
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1989-2007
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2000-2010
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2001-2011
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Behavioral economics
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Country risk
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Demand
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Efficient market hypothesis
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Evaluation
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Financial crisis
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Finanzkrise
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1
Indonesia
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English
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McAleer, Michael
4
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Ishida, Isao
1
Lan Fen Chu
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
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1
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
398
Forschungsinstitut zur Zukunft der Arbeit
67
Federal Reserve Bank of St. Louis
26
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Federal Reserve Bank of San Francisco
18
Institut für Weltwirtschaft
15
Federal Reserve Bank of Cleveland
13
Federal Reserve Bank of New York
13
Johns Hopkins University / Department of Economics
13
Springer Fachmedien Wiesbaden
13
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
12
Europäische Kommission
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Europäische Kommission / Generaldirektion Wirtschaft und Finanzen
9
Federal Reserve Bank of Chicago
9
Ekonomiska forskningsinstitutet <Stockholm>
8
Federal Reserve Bank of Richmond
8
Federal Reserve System / Division of Research and Statistics
8
Goethe-Universität Frankfurt am Main
8
Institute of Finance and Accounting <London>
8
International Monetary Fund
8
The Wharton Financial Institutions Center
8
USA / Bureau of Labor Statistics
8
University of Chicago / Center for Research in Security Prices
8
University of Glasgow / Department of Economics
8
Brookings Institution
7
European University Institute / Department of Economics
7
Internationaler Währungsfonds / Research Department
7
Massachusetts Institute of Technology / Department of Economics
7
Rodney L. White Center for Financial Research
7
Rutgers University / Department of Economics
7
Verlag Dr. Kovač
7
Boston College / Department of Economics
6
Center for the Study of Industrial Organisation
6
Centre for Analytical Finance <Århus>
6
Federal Reserve System / Board of Governors
6
Frank J. Fabozzi Associates <New Hope, Pa.>
6
Institute for International Economics <Washington, DC>
6
Nomos Verlagsgesellschaft
6
University of Hong Kong / School of Economics and Finance
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Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
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2010
Persistent link: https://www.econbiz.de/10008695604
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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
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
4
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:
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
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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
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