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subject:"Welt"
institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Spillover effect"
~subject:"ARCH-Modell"
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Welt
Spillover effect
ARCH-Modell
Estimation
7
Schätzung
7
Volatility
6
Volatilität
6
ARCH model
3
Börsenkurs
3
Capital income
3
Kapitaleinkommen
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Share price
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USA
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United States
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Spillover-Effekt
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Stochastic process
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Stochastischer Prozess
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World
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1933-2007
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1989-2007
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2000-2010
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2001-2011
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Behavioral economics
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Index construction
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Indonesia
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Indonesien
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International tourism
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Internationaler Tourismus
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Islam
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McAleer, Michael
3
Chang, Chia-Lin
2
Roengchai Tansuchat
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Chen, Chi-chung
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Khamkaew, Thanchanok
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Lan Fen Chu
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Rea, Alethea
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Rea, William
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
289
Forschungsinstitut zur Zukunft der Arbeit
16
Springer Fachmedien Wiesbaden
13
Institut für Weltwirtschaft
12
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
10
Zentrum für Europäische Wirtschaftsforschung
8
Internationaler Währungsfonds / Research Department
7
Universität Mannheim
6
World Bank
6
Edward Elgar Publishing
4
Ekonomiska forskningsinstitutet <Stockholm>
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Eric Cuvillier <Firma>
4
Federal Reserve System / Board of Governors
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Friedrich-Schiller-Universität Jena
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Institute for International Economics <Washington, DC>
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Inter-American Development Bank / Research Department
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Trinity College Dublin / Department of Economics
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University of Hong Kong / School of Economics and Finance
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Verlag Dr. Kovač
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Center for International Development <Cambridge, Mass.>
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Federal Reserve Bank of San Francisco
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Georgetown University / Economics Department
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Harvard Institute for International Development
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Innocenzo Gasparini Institute for Economic Research <Mailand>
3
International Monetary Fund
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Konjunkturforschungsstelle <Zürich>
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Research Seminar in International Economics
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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Verein für Socialpolitik / Ausschuss für Geldtheorie und Geldpolitik
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World Institute for Development Economics Research
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2
Boston College / Department of Economics
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Centre for Analytical Finance <Århus>
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Centre for Quantitative Economics & Computing
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2
Columbia University / Department of Economics
2
Erasmus Research Institute of Management
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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
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
4
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
Saved in:
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