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institution:"University of Cambridge / Department of Applied Economics"
subject:"Kapitaleinkommen"
~institution:"Erasmus Research Institute of Management"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Commodity derivative"
~type_genre:"Non-commercial literature"
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Kapitaleinkommen
Commodity derivative
Estimation
13
Schätzung
13
Volatility
6
Volatilität
6
Welt
6
World
6
Capital income
5
Börsenkurs
4
Share price
4
USA
4
United States
4
ARCH model
3
ARCH-Modell
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Großbritannien
2
Spillover effect
2
Spillover-Effekt
2
Stochastic process
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Stochastischer Prozess
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Theorie
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Theory
2
United Kingdom
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1933-2007
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1989-2007
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1990-1999
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1991-1999
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2000-2010
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2001-2011
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Anreizregulierung
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1
Cultural identity
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Data envelopment analysis
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Non-commercial literature
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Graue Literatur
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English
6
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McAleer, Michael
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Etebari, Ahmad
1
Farah, Nathalie
1
Kapetanios, George
1
Pesaran, M. Hashem
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Satchell, Stephen
1
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1
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1
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University of Cambridge / Department of Applied Economics
Erasmus Research Institute of Management
University of Canterbury / Dept. of Economics and Finance
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Federal Reserve Bank of St. Louis
4
Birkbeck College / Department of Economics
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Rodney L. White Center for Financial Research
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
National Bureau of Economic Research
2
School of Accounting, Finance and Economics <Perth, Western Australia>
2
University of Cambridge / Faculty of Economics
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University of Chicago / Center for Research in Security Prices
2
University of Exeter / Department of Economics
2
University of Reading / Department of Economics
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Bureau of Economic and Business Research <Champaign, Ill.>
1
Centre for New and Emerging Markets <London>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Federal Reserve Bank of Kansas City / Research Division
1
Federal Reserve System / Board of Governors
1
Humboldt-Universität zu Berlin
1
Institut for Nationaløkonomi <Kopenhagen>
1
Institut für Weltwirtschaft
1
Institute of Chartered Financial Analysts
1
International Center for Financial Asset Management and Engineering
1
Karlsruher Institut für Technologie
1
Loughborough University / Department of Economics
1
Martin-Luther-Universität Halle-Wittenberg / Wirtschaftswissenschaftliche Fakultät
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Nationalekonomiska Institutionen <Göteborg>
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Seminar on the Analysis of Security Prices <1976, Chicago, Ill.>
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University of Hong Kong / School of Economics and Finance
1
University of New England / Department of Econometrics
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1
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Cambridge working papers in 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
Alternative approaches to estimation and inference in large multifactor panles : small sample results with an application to modelling of asset returns
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808714
Saved in:
3
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:
4
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:
5
A loss aversion performance measure
Farah, Nathalie
(
contributor
);
Satchell, Stephen
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777903
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:
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