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~subject:"Produktivität"
~subject:"Volatilität"
~institution:"University of Canterbury / Dept. of Economics and Finance"
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Produktivität
Volatilität
Estimation
7
Schätzung
7
Volatility
6
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
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3
USA
3
United States
3
Spillover effect
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Spillover-Effekt
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Stochastic process
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Stochastischer Prozess
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Welt
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World
2
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Finanzkrise
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Hochfrequenzdaten (high frequency data)
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Index construction
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Indexberechnung
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Indonesia
1
Indonesien
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International tourism
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Internationaler Tourismus
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Islam
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English
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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
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1
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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
9
Ekonomiska forskningsinstitutet <Stockholm>
6
Federal Reserve Bank of San Francisco
5
University of Oxford / Institute of Economics and Statistics
5
Centre for Economic Policy Research
4
Deutsches Institut für Wirtschaftsforschung
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Organisation for Economic Co-operation and Development
4
USA / Bureau of Labor Statistics
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United States / Bureau of Labor Statistics
4
William Davidson Institute <Ann Arbor, Mich.>
4
Zentrum für Europäische Wirtschaftsforschung
4
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
Australian National University / Faculty of Economics and Commerce
2
Australien / Productivity Commission
2
Birkbeck College / Department of Economics
2
Brown University / Department of Economics
2
Centre for Quantitative Economics & Computing
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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How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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
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