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~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Volatilität"
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Volatilität
Volatility
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USA
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United States
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McAleer, Michael
6
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Hammoudeh, Shawkat
1
Ishida, Isao
1
Lan Fen Chu
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Malik, Farooq
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Medeiros, Marcelo C.
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Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
221
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Institut für Schweizerisches Bankwesen <Zürich>
17
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
10
Federal Reserve Bank of St. Louis
9
Swiss National Centre of Competence in Research North South <Bern>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Institut für Weltwirtschaft
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Svenska Handelshögskolan <Helsinki>
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Chambre de commerce et d'industrie de Paris
5
Ekonomiska forskningsinstitutet <Stockholm>
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Gottfried Wilhelm Leibniz Universität Hannover
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Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
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Birkbeck College / Department of Economics
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Federal Reserve Bank of New York
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Internationaler Währungsfonds / Research Department
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National Centre of Competence in Research - Financial Valuation and Risk Management
4
Rodney L. White Center for Financial Research
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Centre for Analytical Finance <Århus>
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Federal Reserve Bank of Cleveland
3
Federal Reserve Bank of San Francisco
3
Federal Reserve System / Division of Research and Statistics
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Forschungsinstitut zur Zukunft der Arbeit
3
Institute of Finance and Accounting <London>
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Kansantaloustieteen Laitos <Tampere>
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
The Wharton Financial Institutions Center
3
Australian National University / Faculty of Economics and Commerce
2
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
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Brown University / Department of Economics
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Center for Economic Research <Tilburg>
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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Deutsche Börse AG
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ECONIS (ZBW)
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1
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:
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
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:
5
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
6
Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
7
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
8
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:
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