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~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Börsenkurs"
~subject:"Volatilität"
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Börsenkurs
Volatilität
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7
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McAleer, Michael
4
Asai, Manabu
1
Białkowski, Je̜drzej
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Caporin, Massimiliano
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
168
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
Ekonomiska forskningsinstitutet <Stockholm>
8
Institut für Weltwirtschaft
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Zentrum für Europäische Wirtschaftsforschung
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Federal Reserve System / Division of Research and Statistics
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Deutsche Börse AG
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Gottfried Wilhelm Leibniz Universität Hannover
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Verlag Dr. Kovač
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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
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Bonn Graduate School of Economics
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Kansantaloustieteen Laitos <Tampere>
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Rodney L. White Center for Financial Research
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How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
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2010
Persistent link: https://www.econbiz.de/10008689070
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
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
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4
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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5
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
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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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