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type_genre:"Working Paper"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"1933-2007"
~subject:"Estimation theory"
~subject:"Volatility"
~type_genre:"Non-commercial literature"
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1933-2007
Estimation theory
Volatility
Estimation
7
Schätzung
7
Volatilität
6
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Share price
3
USA
3
United States
3
Spillover effect
2
Spillover-Effekt
2
Stochastic process
2
Stochastischer Prozess
2
Welt
2
World
2
1989-2007
1
2000-2010
1
2001-2011
1
Behavioral economics
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1
Demand
1
Efficient market hypothesis
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Effizienzmarkthypothese
1
Financial crisis
1
Finanzkrise
1
Forecasting model
1
Hochfrequenzdaten (high frequency data)
1
Index construction
1
Indexberechnung
1
Indonesia
1
Indonesien
1
International tourism
1
Internationaler Tourismus
1
Islam
1
Islamic countries
1
Islamische Staaten
1
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Working Paper
Non-commercial literature
Arbeitspapier
6
Graue Literatur
6
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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
Scarrott, Carl
1
Wisniewski, Tomasz Piotr
1
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University of Canterbury / Dept. of Economics and Finance
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
27
Institut für Weltwirtschaft
6
Forschungsinstitut zur Zukunft der Arbeit
5
Ekonomiska forskningsinstitutet <Stockholm>
4
National Bureau of Economic Research
4
Australian National University / Faculty of Economics and Commerce
3
Banque de France / Direction des Etudes Economiques et de la Recherche
3
Birkbeck College / Department of Economics
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Institute of European Finance <Bangor, Gwynedd>
3
Internationaler Währungsfonds / Research Department
3
Kansantaloustieteen Laitos <Tampere>
3
Rodney L. White Center for Financial Research
3
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
3
Centre for Analytical Finance <Århus>
2
Chambre de commerce et d'industrie de Paris
2
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Federal Reserve System / Division of Research and Statistics
2
Institut für Höhere Studien
2
Panepistēmio Kypru / Department of Economics
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Trinity College Dublin / Department of Economics
2
Umeå universitet
2
University of New England / Department of Econometrics
2
University of Strathclyde / Department of Economics
2
University of York / Department of Economics and Related Studies
2
Université de Montréal / Département de sciences économiques
2
Universiṭat Bar-Ilan / Department of Economics
2
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
2
Bangladesch / National Accounting Wing
1
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
1
Berliner Handels- und Frankfurter Bank
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
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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:
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