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~institution:"Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung"
~institution:"Chambre de commerce et d'industrie de Paris"
~institution:"Econometrisch Instituut <Rotterdam>"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Volatility"
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Volatility
Volatilität
28
Estimation
8
Schätzung
8
Capital income
7
Kapitaleinkommen
7
ARCH model
6
ARCH-Modell
6
Stochastic process
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28
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McAleer, Michael
9
Crouhy, Michel
5
Bensoussan, Alain
3
Chang, Chia-Lin
3
Galai, Dan
3
Rockinger, Michael
3
Chen, Chi-chung
2
Dijk, Dick van
2
Hafner, Christian M.
2
Hammoudeh, Shawkat
2
Roengchai Tansuchat
2
Solnik, Bruno
2
Angelini, Paolo
1
Asai, Manabu
1
Białkowski, Je̜drzej
1
Boucrelle, Cyril
1
Caporin, Massimiliano
1
Chen, Ping-yu
1
Dumas, Bernard
1
Etebari, Ahmad
1
Fleming, Jeff
1
Grande, Giuseppe
1
Herwartz, Helmut
1
Hördahl, Peter
1
Ishida, Isao
1
Khamkaew, Thanchanok
1
Lan Fen Chu
1
Le Fur, Yann
1
Levy, Aviram
1
Longin, François M.
1
Malik, Farooq
1
Medeiros, Marcelo C.
1
Osborn, Denise R.
1
Oya, Kosuke
1
Packer, Frank
1
Penetta, Fabio
1
Perli, Roberto
1
Pooter, Michiel de
1
Rea, Alethea
1
Rea, William
1
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Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
Chambre de commerce et d'industrie de Paris
Econometrisch Instituut <Rotterdam>
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
494
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Centre for Analytical Finance <Århus>
19
World Bank
18
International Monetary Fund
17
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
European University Institute / Department of Economics
11
Internationaler Währungsfonds / Research Department
11
Centre for Growth and Business Cycle Research <Manchester>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
10
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Federal Reserve Bank of New York
8
Rodney L. White Center for Financial Research
8
Instituto Valenciano de Investigaciones Económicas
7
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Finance and Accounting <London>
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve System / Division of Research and Statistics
5
Massachusetts Institute of Technology / Department of Economics
5
The Wharton Financial Institutions Center
5
Center for Economic Research <Tilburg>
4
Europäische Kommission / Generaldirektion Wissenschaft, Forschung und Entwicklung
4
Federal Reserve System / Board of Governors
4
Inter-American Development Bank / Office of the Chief Economist
4
Nuffield College
4
School of Accounting, Economics and Finance <Geelong>
4
Springer Fachmedien Wiesbaden
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
William Davidson Institute <Ann Arbor, Mich.>
4
Australian National University / Faculty of Economics and Commerce
3
Banco Central do Brasil
3
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Working paper
11
Les cahiers de recherche / HEC Paris
9
Econometric Institute research papers
4
BIS papers / Bank for International Settlements, Monetary and Economic Department
2
BIS quarterly review : international banking and financial market developments
2
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ECONIS (ZBW)
28
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1
Volatility stirs, markets unshaken
In:
BIS quarterly review : international banking and …
(
2014
),
pp. 1-11
Persistent link: https://www.econbiz.de/10010426184
Saved in:
2
Policy measures and reduced short-term risks buoyed markets
In:
BIS quarterly review : international banking and …
(
2012
),
pp. 1-10
Persistent link: https://www.econbiz.de/10009685873
Saved in:
3
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:
4
Understanding asset prices : an overview ; 2006 Autumn Meeting of Central Banks Economists
Hördahl, Peter
;
Packer, Frank
-
2007
Persistent link: https://www.econbiz.de/10003462349
Saved in:
5
The recent behaviour of financial market volatility
Penetta, Fabio
;
Angelini, Paolo
;
Grande, Giuseppe
; …
-
2006
Persistent link: https://www.econbiz.de/10003373298
Saved in:
6
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:
7
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:
8
Testing for changes in volatility in heteroskedastic time series - a further examination
Pooter, Michiel de
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002239756
Saved in:
9
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:
10
Simple approximations for option pricing under mean reversion and stochastic volatility
Hafner, Christian M.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001784022
Saved in:
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