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~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Schätzung"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
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Schätzung
Stochastischer Prozess
Theorie
Volatility
11
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11
Estimation
6
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4
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4
Capital income
4
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4
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4
United States
4
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3
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3
Rohstoffderivat
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Welt
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3
Forecasting model
2
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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
Scarrott, Carl
1
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
326
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
25
Centre for Analytical Finance <Århus>
10
Institut für Weltwirtschaft
9
Ekonomiska forskningsinstitutet <Stockholm>
8
European University Institute / Department of Economics
8
Chambre de commerce et d'industrie de Paris
7
Internationaler Währungsfonds / Research Department
7
Rodney L. White Center for Financial Research
7
Institute of Finance and Accounting <London>
6
Svenska Handelshögskolan <Helsinki>
6
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve Bank of San Francisco
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Instituto Valenciano de Investigaciones Económicas
5
International Monetary Fund
5
The Wharton Financial Institutions Center
5
Verlag Dr. Kovač
5
Centre for Economic Policy Research
4
Centre for Growth and Business Cycle Research <Manchester>
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Federal Reserve Bank of St. Louis
4
Federal Reserve System / Division of Research and Statistics
4
International Center for Financial Asset Management and Engineering
4
Springer Fachmedien Wiesbaden
4
Technische Universität Dresden
4
World Bank
4
Brown University / Department of Economics
3
Center for Economic Research <Tilburg>
3
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification <Paris>
3
Federal Reserve Bank of New York
3
Forschungsinstitut zur Zukunft der Arbeit
3
Institute of European Finance <Bangor, Gwynedd>
3
Kansantaloustieteen Laitos <Tampere>
3
Nuffield College
3
Shaker Verlag
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
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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
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:
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
Saved in:
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
Saved in:
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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