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~institution:"Center for Economic Research <Tilburg>"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Börsenkurs"
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Center for Economic Research <Tilburg>
Ekonomiska forskningsinstitutet <Stockholm>
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
138
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Kansantaloustieteen Laitos <Tampere>
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Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
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Springer Fachmedien Wiesbaden
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Bonn Graduate School of Economics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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ECONIS (ZBW)
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1
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
2
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:
3
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:
4
Multivariate autoregressive conditional heteroskedasticity with smooth transitions in conditional correlations
Silvennoinen, Annastiina
(
contributor
); …
-
2005
-
[Elektronische Ressource], Rev. October 2005
; Dynamic conditional correlation ; Return comovement ;
Volatility
model evaluation …
Persistent link: https://www.econbiz.de/10002570445
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5
Stochastic
volatility
models with transaction time risk
Renault, Eric
(
contributor
);
Werker, Bas J. M.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989255
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6
The economic value of predicting stock index returns and
volatility
Marquering, Wessel A.
(
contributor
); …
-
2000
Persistent link: https://www.econbiz.de/10001528578
Saved in:
7
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:
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