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~institution:"Australien / Productivity Commission"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Produktivität"
~subject:"Volatilität"
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Produktivität
Volatilität
Estimation
9
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Volatility
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3
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3
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McAleer, Michael
4
Asai, Manabu
1
Barnes, Paula
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Ishida, Isao
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Lan Fen Chu
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McClure, Andrew
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Rea, Alethea
1
Rea, William
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Reale, Marco
1
Roengchai Tansuchat
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Australien / Productivity Commission
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
215
OECD
20
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Forschungsinstitut zur Zukunft der Arbeit
11
Institut für Weltwirtschaft
9
World Bank
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Ekonomiska forskningsinstitutet <Stockholm>
6
Federal Reserve Bank of San Francisco
5
University of Oxford / Institute of Economics and Statistics
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Centre for Economic Policy Research
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Deutsches Institut für Wirtschaftsforschung
4
Gottfried Wilhelm Leibniz Universität Hannover
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Organisation for Economic Co-operation and Development
4
USA / Bureau of Labor Statistics
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United States / Bureau of Labor Statistics
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William Davidson Institute <Ann Arbor, Mich.>
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Zentrum für Europäische Wirtschaftsforschung
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Centre for Analytical Finance <Århus>
3
Centre for Economic Performance
3
European University Institute / Department of Economics
3
Federal Reserve Bank of New York
3
Federal Reserve Bank of Richmond
3
Institut für Agrarentwicklung in Mittel- und Osteuropa
3
International Study Group on Exports and Productivity
3
Internationaler Währungsfonds / Research Department
3
Kansantaloustieteen Laitos <Tampere>
3
Russische SFSR / Ministerstvo Vysšego i Srednego Special'nogo Obrazovanija
3
Springer Fachmedien Wiesbaden
3
Suntory-Toyota International Centre for Economics and Related Disciplines
3
Trinity College Dublin / Department of Economics
3
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
3
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2
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2
Brown University / Department of Economics
2
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2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
2
Conference on Research in Income and Wealth
2
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Working paper
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Productivity Comission staff working paper
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ECONIS (ZBW)
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1
The new economy? : A new look at Australia's productivity performance ; staff research paper
Parham, Dean J.
-
1999
Persistent link: https://www.econbiz.de/10001390017
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2
Investments on intangible assets and Australia's productivity growth
Barnes, Paula
;
McClure, Andrew
-
2009
Persistent link: https://www.econbiz.de/10003841819
Saved in:
3
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
4
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:
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
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
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:
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