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institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
subject:"Volatilität"
~institution:"Federal Reserve Bank of Cleveland"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Entwicklung"
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Volatilität
Entwicklung
Estimation
32
Schätzung
32
USA
16
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16
Volatility
10
Deutschland
8
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8
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7
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McAleer, Michael
4
Roth, Randolf
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Branch, William A.
1
Caporin, Massimiliano
1
Carlson, John B.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
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1
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
Federal Reserve Bank of Cleveland
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
87
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Institut für Weltwirtschaft
7
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3
Gottfried Wilhelm Leibniz Universität Hannover
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Kansantaloustieteen Laitos <Tampere>
3
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2
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2
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2
Chambre de commerce et d'industrie de Paris
2
Ekonomiska forskningsinstitutet <Stockholm>
2
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2
Federal Reserve Bank of St. Louis
2
Institute of European Finance <Bangor, Gwynedd>
2
International Monetary Fund
2
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2
Konjunkturforschungsstelle <Zürich>
2
Rodney L. White Center for Financial Research
2
Springer Fachmedien Wiesbaden
2
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2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
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1
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Working paper
6
Dresdner Beiträge zu quantitativen Verfahren
2
Federal Reserve Bank of Cleveland working paper series
2
Dresdner Beiträge zur Volkswirtschaftslehre
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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 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:
3
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:
4
Monetary policy, endogenous inattention, and the volatility trade-off
Branch, William A.
;
Carlson, John B.
;
Evans, George W.
; …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002550213
Saved in:
5
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:
6
The empirical performance of option-based densities of foreign exchange
Craig, Ben R.
(
contributor
);
Keller, Joachim G.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
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
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:
9
Der VOLAX-Future : ein Derivat zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1998
Persistent link: https://www.econbiz.de/10000978870
Saved in:
10
Educational imbalance, socio-economic inequality, political freedom and economic development
Graff, Michael
-
1998
Persistent link: https://www.econbiz.de/10000997420
Saved in:
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