• Go to main content.
  • Go to search.
  • For Media
EN / DE
IFW-Logo IFW-Logo
  • Topics
    • War against Ukraine
      • Overview page
      • Ukraine Support Tracker
    • International Trade
      • Overview page
      • Kiel Trade Indicator
    • The Corona Crisis
    • Economic Outlook
      • Overview page
      • Outlook Redirect
    • Climate and Energy
    • Refugees in Europe
    • Tension within the European Union
    • Economic Policy in Germany
    • All Topics
  • Experts
  • Publications
  • Institute
    • About the Kiel Institute
      • Overview page
      • Organization
      • History
      • Club of Economic Science
      • Partners & Networks
      • Support us
    • Research Centers
      • Overview page
      • Business Cycles and Growth
      • Global Commons and Climate Policy
      • Global Cooperation and Social Cohesion
      • Innovation and International Competition
      • International Development
      • International Finance and Macroeconomics
      • International Trade and Investment
      • Trade Policy
    • Initiatives
      • Overview page
      • Kiel Centre for Globalization
      • Kiel Institute Africa Initiative
      • Kiel Institute China Initiative
    • Career & Education
      • Overview page
      • Job Vacancies
      • Education
      • Advanced Studies Program
      • Equal Opportunity
    • Events
      • Overview page
      • International Business Cycle Forum
      • Forum on Globalization and Industrialization
      • Global Solutions Summit
      • Conferences
      • Prizes and Awards
      • Seminars & Workshops
      • Kiel Institute Summer School
  • For Media
EN / DE
  • Facebook
  • Twitter
  • Xing
  • LinkedIn
  • YouTube

5 Results

Suchfilter

  • Topics

    • Financial Markets (3)
    • USA (2)
  • Publication Type

    • Working Paper (3)
    • Journal Article (2)
  • Research

    • International Macroeconomics (5)
    • Macroeconomic Research (5)
  • Experts

    • Friedrich Wagner (5)
    • Matthias Raddant (4)
    • Simone Alfarano (1)
    • Thomas Lux (1)
  • Publication Series

    • Kiel Working Papers (3)
  • Last Month Last Year Select Period
    to

Sort by

  • Relevance
  • Date

Aktive Filter

  • Experts: Friedrich Wagner
  • Remove all filters
  1. Working Paper

    Multivariate GARCH for a large number of stocks

    Kiel Working Papers
    09/2016
    Download
    Matthias Raddant, Friedrich Wagner

    The problems related to the application of multivariate GARCH models to a market with a large number of stocks are solved by restricting the...

  2. Journal Article

    Phase transition in the S&P stock market

    Economic Interaction and Coordination
    11/2016
    Download
    Matthias Raddant, Friedrich Wagner

    We analyze the returns of stocks contained in the Standard & Poor’s 500 index from 1987 until 2011. We use covariance matrices of the firms’...

  3. Journal Article

    Time Variation of Higher Moments in Financial Markets with Heterogeneous Agents: An Analytical Approach

    Journal of Economic Dynamics and Control
    01/2008
    Simone Alfarano, Thomas Lux, Friedrich Wagner

    A growing body of recent literature allows for heterogenous trading strategies and limited rationality of agents in behavioral models of...

  4. Working Paper

    Phase Transition in the S&P Stock Market

    Kiel Working Papers
    06/2013
    Download
    Matthias Raddant, Friedrich Wagner

    We analyze the stock prices of the S&P market from 1987 to 2012 with the covariance matrix of the firm returns determined in time windows of...

  5. Working Paper

    Transitions in the Stock Markets of the US, UK, and Germany

    Kiel Working Papers
    12/2014
    Download
    Matthias Raddant, Friedrich Wagner

    In this paper we analyze transitions in the stock markets of the US, the UK, and Germany. For all this markets we find that while the markets...

Selected Publication Series

Cover image Kiel working paper

Kiel Working Papers

Cover image Kiel Policy Brief

Kiel Policy Briefs

Cover image Kieler Konjunkturberichte

Kiel Institute Economic Outlook

Cover image Kiel Focus

Kiel Focus

Cover image Review of World Economics

Review of World Economics

 

To Top

Connect

  • Experts
  • Job Vacancies
  • Media

Our Topics

Subject dossiers compile selected publications and articles by our experts on current economic policy topics as well as related projects and events.

Overview Subject Dossiers

Overview

  • About the Kiel Institute
  • Research Centers
  • Publications
  • Education
  • Events
Kiel Institute for
the World Economy
Kiellinie 66 | 24105 Kiel
Give us a call T +49 431 8814-1 Send us an e-mail E E-Mail Address protected. Please enable Javascript.

  • Facebook
  • Twitter
  • Xing
  • LinkedIn
  • YouTube
Logo of the Leibniz Association
  • Legal Notice
  • Privacy
  • eAccessibility