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~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~subject:"Germany"
~subject:"Schätzung"
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Germany
Schätzung
Volatility
10
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10
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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
Khamkaew, Thanchanok
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Lan Fen Chu
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Oya, Kosuke
1
Rea, Alethea
1
Rea, William
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Reale, Marco
1
Roengchai Tansuchat
1
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1
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1
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University of Canterbury / Dept. of Economics and Finance
Forschungsinstitut zur Zukunft der Arbeit
30
Institut für Weltwirtschaft
27
National Bureau of Economic Research
26
Federal Reserve Bank of St. Louis
22
Federal Reserve Bank of San Francisco
19
Zentrum für Europäische Wirtschaftsforschung
18
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
14
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13
University of Exeter / Department of Economics
13
Institute of Finance and Accounting <London>
12
National Institute of Economic and Social Research
12
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
11
Universitat Pompeu Fabra / Departament d'Economia i Empresa
11
Johns Hopkins University / Department of Economics
10
Technische Universität Bergakademie Freiberg / Fakultät für Wirtschaftswissenschaften
10
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
9
University of Glasgow / Department of Economics
9
Centre for Economic Performance
8
Institutt for Samfunnsøkonomi <Bergen, Norwegen>
8
Svenska Handelshögskolan <Helsinki>
8
Elinkeinoelämän Tutkimuslaitos
7
Friedrich-Schiller-Universität Jena
7
Helsingin Kauppakorkeakoulu
7
Springer Fachmedien Wiesbaden
7
Ekonomiska forskningsinstitutet <Stockholm>
6
Universität Augsburg / Institut für Volkswirtschaftslehre
6
European University Institute / Department of Economics
5
Georgetown University / Economics Department
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Research Seminar in International Economics
5
University of Connecticut / Department of Economics
5
University of Reading / Department of Economics
5
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5
African Economic Research Consortium
4
Center for the Study of Industrial Organisation
4
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
4
Edward Elgar Publishing
4
European Association of Agricultural Economists
4
Federal Reserve Bank of Cleveland
4
Institut für Wirtschaftswissenschaften <Wien>
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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
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:
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
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
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
6
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:
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