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~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Capital income"
~subject:"Volatility"
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Capital income
Volatility
Estimation
7
Schätzung
7
Volatilität
6
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3
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3
Börsenkurs
3
Kapitaleinkommen
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United States
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Welt
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Einheitswurzeltest
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Export
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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
187
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
Institut für Weltwirtschaft
7
Birkbeck College / Department of Economics
6
Federal Reserve Bank of St. Louis
6
Centre for Analytical Finance <Århus>
4
Federal Reserve System / Division of Research and Statistics
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Rodney L. White Center for Financial Research
4
Chambre de commerce et d'industrie de Paris
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Forschungsinstitut zur Zukunft der Arbeit
3
Kansantaloustieteen Laitos <Tampere>
3
Pensions Institute
3
School of Accounting, Finance and Economics <Perth, Western Australia>
3
School of Finance and Business Economics <Perth, Western Australia>
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
University of Exeter / Department of Economics
3
Australian National University / Faculty of Economics and Commerce
2
Business Information Centre <Toronto>
2
C.E.P.R. Discussion Papers
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Centre for Quantitative Economics & Computing
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Erasmus Research Institute of Management
2
European University Institute / Department of Economics
2
Federal Reserve Bank of Cleveland
2
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2
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2
National Institute of Economic and Social Research
2
Nationalekonomiska Institutionen <Göteborg>
2
Springer Fachmedien Wiesbaden
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Svenska Handelshögskolan <Helsinki>
2
University of Cambridge / Department of Applied Economics
2
University of Cambridge / Faculty of Economics
2
University of Chicago / Center for Research in Security Prices
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How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
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
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:
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
Saved in:
6
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:
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