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subject:"EU-Staaten"
subject:"Volatility"
~institution:"Innocenzo Gasparini Institute for Economic Research <Mailand>"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Financial crisis"
~subject:"World"
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EU-Staaten
Volatility
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Estimation
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McAleer, Michael
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Innocenzo Gasparini Institute for Economic Research <Mailand>
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
372
Institut für Weltwirtschaft
29
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25
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Friedrich-Schiller-Universität Jena
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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
Economic and political liberalizations
Giavazzi, Francesco
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002158372
Saved in:
8
Principal components at work : the empirical analysis of monetary policy with large datasets
Favero, Carlo A.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002156350
Saved in:
9
Forecasting pooling for short time series of macroeconomic variables
Marcellino, Massimiliano
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002156738
Saved in:
10
Political institutions and policy outcomes : what are the stylized facts?
Persson, Torsten
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002136761
Saved in:
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