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subject:"Volatilität"
~institution:"Suntory-Toyota International Centre for Economics and Related Disciplines"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Spillover-Effekt"
~subject:"Time use"
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Volatilität
Spillover-Effekt
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Estimation
11
Schätzung
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Volatility
8
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3
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3
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3
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English
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McAleer, Michael
5
Chang, Chia-Lin
2
Roengchai Tansuchat
2
Asai, Manabu
1
Bandiera, Oriana
1
Bandyopadhyay, Sanghamitra
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chen, Chi-chung
1
Cowell, Frank A.
1
Cruces, Guillermo
1
Etebari, Ahmad
1
Ishida, Isao
1
Khamkaew, Thanchanok
1
Lan Fen Chu
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Oya, Kosuke
1
Prat, Andrea
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Sadun, Raffaella
1
Scarrott, Carl
1
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Suntory-Toyota International Centre for Economics and Related Disciplines
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
117
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
14
Forschungsinstitut zur Zukunft der Arbeit
10
Institut für Weltwirtschaft
6
Gottfried Wilhelm Leibniz Universität Hannover
3
Kansantaloustieteen Laitos <Tampere>
3
Springer Fachmedien Wiesbaden
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Boston College / Department of Economics
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Centre for Quantitative Economics & Computing
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Ekonomiska forskningsinstitutet <Stockholm>
2
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2
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2
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Institute of European Finance <Bangor, Gwynedd>
2
International Monetary Fund
2
Internationaler Währungsfonds / Research Department
2
Nationalekonomiska Institutionen <Lund>
2
Rodney L. White Center for Financial Research
2
Social Policy Research Centre
2
Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
2
Sosiaali- ja Terveysministeriö, Tutkimusosasto
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
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1
Business Information Centre <Toronto>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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ECONIS (ZBW)
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1
Managing the family firm : evidence from CEOs at work
Bandiera, Oriana
;
Prat, Andrea
;
Sadun, Raffaella
-
2013
Persistent link: https://www.econbiz.de/10010260202
Saved in:
2
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:
3
Modelling vulnerability in the UK
Bandyopadhyay, Sanghamitra
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428607
Saved in:
4
Income fluctuations, poverty and well-being over time : theory and application to Argentina
Cruces, Guillermo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003050988
Saved in:
5
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:
6
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:
7
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:
8
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
9
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
Saved in:
10
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
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