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subject:"Share price"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Volatilität"
~type_genre:"Working Paper"
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Share price
Volatilität
Estimation
7
Schätzung
7
Volatility
6
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
USA
3
United States
3
Spillover effect
2
Spillover-Effekt
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Stochastic process
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Welt
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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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English
6
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McAleer, Michael
4
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Ishida, Isao
1
Lan Fen Chu
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
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1
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1
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University of Canterbury / Dept. of Economics and Finance
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Institut für Weltwirtschaft
8
Ekonomiska forskningsinstitutet <Stockholm>
6
Federal Reserve System / Division of Research and Statistics
6
Zentrum für Europäische Wirtschaftsforschung
6
Birkbeck College / Department of Economics
4
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
4
Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
Institute of European Finance <Bangor, Gwynedd>
3
Kansantaloustieteen Laitos <Tampere>
3
Rodney L. White Center for Financial Research
3
School of Accounting, Finance and Economics <Perth, Western Australia>
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Australian National University / Faculty of Economics and Commerce
2
Bonn Graduate School of Economics
2
Centre for Analytical Finance <Århus>
2
Chambre de commerce et d'industrie de Paris
2
Federal Reserve Bank of St. Louis
2
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2
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International Monetary Fund
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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1
ESCP-EAP European School of Management
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 New York
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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
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:
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