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subject:"Volatilität"
~institution:"Institut für Weltwirtschaft"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~subject:"Aktienmarkt"
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Search: subject_exact:"Estimation"
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Volatilität
Aktienmarkt
Estimation
89
Schätzung
89
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18
Welt
13
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13
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12
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English
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McAleer, Michael
4
Carstensen, Kai
2
Pierdzioch, Christian
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Buch, Claudia M.
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Cuba R., Mauricio de la
1
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1
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1
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1
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1
Lan Fen Chu
1
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1
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1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Scarrott, Carl
1
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1
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Institut für Weltwirtschaft
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
114
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Chambre de commerce et d'industrie de Paris
4
Gottfried Wilhelm Leibniz Universität Hannover
4
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Kansantaloustieteen Laitos <Tampere>
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Australian National University / Faculty of Economics and Commerce
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2
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2
Rodney L. White Center for Financial Research
2
Suntory-Toyota International Centre for Economics and Related Disciplines
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2
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ECONIS (ZBW)
13
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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
Is European money demand still stable?
Carstensen, Kai
(
contributor
)
-
2004
-
[Elektronische Ressource], rev. version
Persistent link: https://www.econbiz.de/10002011393
Saved in:
5
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:
6
The integration of imperfect financial markets : implications for business cycle volatility
Buch, Claudia M.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001749146
Saved in:
7
Is European money demand still stable?
Carstensen, Kai
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001789124
Saved in:
8
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
9
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:
10
Diversification and volatility : a portfolio approach to Peruvian exports
Cuba R., Mauricio de la
-
2000
Persistent link: https://www.econbiz.de/10001461724
Saved in:
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