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institution:"Federal Reserve Bank of St. Louis"
subject:"Volatility"
~institution:"Suntory-Toyota International Centre for Economics and Related Disciplines"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"VAR-Modell"
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Volatility
VAR-Modell
Estimation
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McAleer, Michael
4
Owyang, Michael T.
2
Theodorou, Athena T.
2
Asai, Manabu
1
Bandyopadhyay, Sanghamitra
1
Białkowski, Je̜drzej
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Caporin, Massimiliano
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Chang, Chia-Lin
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Chen, Chi-chung
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1
Guo, Hui
1
Ishida, Isao
1
Lan Fen Chu
1
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1
Oya, Kosuke
1
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1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Savickas, Robert
1
Scarrott, Carl
1
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1
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Federal Reserve Bank of St. Louis
Suntory-Toyota International Centre for Economics and Related Disciplines
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
95
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
19
Institut für Weltwirtschaft
8
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5
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3
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Chambre de commerce et d'industrie de Paris
2
Economic Research Forum for the Arab Countries, Iran and Turkey
2
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2
European University Institute / Department of Economics
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Federal Reserve Bank of Cleveland
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2
National Institute of Economic and Social Research
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2
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ECONIS (ZBW)
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1
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:
2
Modelling vulnerability in the UK
Bandyopadhyay, Sanghamitra
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428607
Saved in:
3
Income fluctuations, poverty and well-being over time : theory and application to Argentina
Cruces, Guillermo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003050988
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
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:
7
The use of long-run restrictions for the identification of technology shocks
Francis, Neville
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979869
Saved in:
8
Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
Saved in:
9
Testing the expectations hypothesis : some new evidence
Dittmar, Robert F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001982897
Saved in:
10
Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
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