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institution:"Technische Universität Dresden / Fakultät Wirtschaftswissenschaften"
subject:"Volatilität"
~institution:"Boston College / Department of Economics"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Anpassungskosten"
~type_genre:"Working Paper"
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Volatilität
Anpassungskosten
Estimation
28
Schätzung
28
USA
9
United States
9
Volatility
9
Deutschland
8
Germany
8
Theorie
6
Theory
6
Welt
5
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5
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4
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4
Kapitaleinkommen
4
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4
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3
ARCH-Modell
3
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3
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3
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2
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2
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2
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2
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Nonparametric statistics
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English
8
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2
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McAleer, Michael
4
Roth, Randolf
2
Asai, Manabu
1
Baum, Christopher F.
1
Białkowski, Je̜drzej
1
Caglayan, Mustafa
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Ishida, Isao
1
Lan Fen Chu
1
Nilsen, Øivind Anti
1
Oya, Kosuke
1
Ozkan, Neslihan
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Salvanes, Kjell G.
1
Scarrott, Carl
1
Schiantarelli, Fabio
1
Wisniewski, Tomasz Piotr
1
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Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
Boston College / Department of Economics
University of Canterbury / Dept. of Economics and Finance
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Institut für Weltwirtschaft
6
Forschungsinstitut zur Zukunft der Arbeit
5
Kansantaloustieteen Laitos <Tampere>
3
Australian National University / Faculty of Economics and Commerce
2
Centre for Analytical Finance <Århus>
2
Chambre de commerce et d'industrie de Paris
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Institute of European Finance <Bangor, Gwynedd>
2
International Monetary Fund
2
Internationaler Währungsfonds / Research Department
2
Rodney L. White Center for Financial Research
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Business Information Centre <Toronto>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deutsches Institut für Wirtschaftsforschung
1
Economic Research Forum for the Arab Countries, Iran and Turkey
1
European University Institute / Department of Economics
1
European University Institute / Department of Law
1
Federal Reserve Bank of Kansas City / Research Division
1
Federal Reserve Bank of New York
1
Federal Reserve System / Division of Research and Statistics
1
Georgetown University / Economics Department
1
Institute of Finance and Accounting <London>
1
Institutet för Internationell Ekonomi <Stockholm>
1
Institutt for Samfunnsøkonomi <Bergen, Norwegen>
1
Internationaler Währungsfonds / Asia and Pacific Department
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Johns Hopkins University / Department of Economics
1
National Bureau of Economic Research
1
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Working paper
6
Boston College working papers in economics
2
Dresdner Beiträge zu quantitativen Verfahren
2
Source
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ECONIS (ZBW)
10
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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
The impact of macroeconomic uncertainty on trade credit for non-financial firms
Baum, Christopher F.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10002908874
Saved in:
8
Employment changes, the structure of adjustment costs, and plant size
Nilsen, Øivind Anti
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10002912994
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
Die Eignung eines Futures auf implizite Forwardvolatilitäten zum Handeln des Vega-Risikos von Optionen
Roth, Randolf
-
1997
Persistent link: https://www.econbiz.de/10013440872
Saved in:
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