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subject:"Volatilität"
type_genre:"Working Paper"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"USA"
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Volatilität
USA
Estimation
7
Schätzung
7
Volatility
6
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3
ARCH-Modell
3
Börsenkurs
3
Capital income
3
Kapitaleinkommen
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Spillover-Effekt
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Stochastic process
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Welt
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McAleer, Michael
4
Asai, Manabu
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Białkowski, Je̜drzej
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Chang, Chia-Lin
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Chen, Chi-chung
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Etebari, Ahmad
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Ishida, Isao
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Lan Fen Chu
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Rea, Alethea
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1
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University of Canterbury / Dept. of Economics and Finance
Forschungsinstitut zur Zukunft der Arbeit
67
National Bureau of Economic Research
51
Federal Reserve Bank of St. Louis
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Federal Reserve Bank of San Francisco
15
Federal Reserve Bank of Cleveland
13
Johns Hopkins University / Department of Economics
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Institut für Weltwirtschaft
12
Federal Reserve Bank of New York
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Federal Reserve Bank of Chicago
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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USA / Bureau of Labor Statistics
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University of Chicago / Center for Research in Security Prices
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University of Glasgow / Department of Economics
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Federal Reserve Bank of Richmond
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The Wharton Financial Institutions Center
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Boston College / Department of Economics
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Center for the Study of Industrial Organisation
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Rodney L. White Center for Financial Research
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Rutgers University / Department of Economics
6
University of Hong Kong / School of Economics and Finance
6
Georgetown University / Economics Department
5
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Massachusetts Institute of Technology / Department of Economics
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Chambre de commerce et d'industrie de Paris
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Ekonomiska forskningsinstitutet <Stockholm>
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Stanford Institute for Economic Policy Research
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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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