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subject:"Welt"
institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Volatility"
~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
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Welt
Volatility
Estimation
72
Schätzung
72
Theorie
42
Theory
42
Schweden
31
Sweden
31
Technical efficiency
11
Technische Effizienz
11
Time series analysis
11
Zeitreihenanalyse
11
Börsenkurs
9
Share price
9
Volatilität
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Economic growth
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OECD countries
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OECD-Staaten
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USA
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1991
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Capital income
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Exchange rate
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Geldnachfrage
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Geldpolitik
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Großbritannien
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McAleer, Michael
4
Alexius, Annika
1
Asai, Manabu
1
Białkowski, Je̜drzej
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Caporin, Massimiliano
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Chang, Chia-Lin
1
Chen, Chi-chung
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Etebari, Ahmad
1
Friberg, Richard
1
Hall, Anthony D.
1
Ishida, Isao
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Lan Fen Chu
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1
Nydahl, Stefan
1
Oya, Kosuke
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Rea, Alethea
1
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1
Reale, Marco
1
Roengchai Tansuchat
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Scarrott, Carl
1
Sellin, Peter
1
Skalin, Joakim
1
Teräsvirta, Timo
1
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1
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University of Canterbury / Dept. of Economics and Finance
Ekonomiska forskningsinstitutet <Stockholm>
National Bureau of Economic Research
327
Forschungsinstitut zur Zukunft der Arbeit
17
Institut für Weltwirtschaft
17
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Springer Fachmedien Wiesbaden
13
Internationaler Währungsfonds / Research Department
9
Zentrum für Europäische Wirtschaftsforschung
7
World Bank
6
International Monetary Fund
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Universität Mannheim
5
Edward Elgar Publishing
4
Eric Cuvillier <Firma>
4
Friedrich-Schiller-Universität Jena
4
Georgetown University / Economics Department
4
Institute for International Economics <Washington, DC>
4
Inter-American Development Bank / Research Department
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Trinity College Dublin / Department of Economics
4
University of Hong Kong / School of Economics and Finance
4
Verlag Dr. Kovač
4
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Center for International Development <Cambridge, Mass.>
3
Centre for Quantitative Economics & Computing
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Federal Reserve Bank of New York
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3
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Kansantaloustieteen Laitos <Tampere>
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Konjunkturforschungsstelle <Zürich>
3
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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Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
3
World Institute for Development Economics Research
3
Boston College / Department of Economics
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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
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
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
6
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:
7
A dynamic conditionally heteroscedastic stochastic frontier model
Löthgren, Mickael
-
1998
Persistent link: https://www.econbiz.de/10000984774
Saved in:
8
A nonlinear time series model of El Niño
Hall, Anthony D.
;
Skalin, Joakim
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000994162
Saved in:
9
An assessment of the macroeconomic determinants of inequality
Vanhoudt, Patrick
-
1998
Persistent link: https://www.econbiz.de/10000994613
Saved in:
10
A latent factor model of European exchange rate risk premia
Alexius, Annika
;
Sellin, Peter
-
1997
Persistent link: https://www.econbiz.de/10000958083
Saved in:
11
Openness and the exchange rate exposure of national stock markets : a note
Friberg, Richard
;
Nydahl, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000971403
Saved in:
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