//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
institution:"Agricultural and Applied Economics Association - AAEA"
~institution:"London School of Economics and Political Science"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"ARCH model"
~subject:"Modellierung"
~type_genre:"Graue Literatur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Modellierung
Volatility
12
Volatilität
12
Estimation
6
Schätzung
6
ARCH-Modell
5
Capital income
4
Kapitaleinkommen
4
USA
4
United States
4
Börsenkurs
3
Commodity derivative
3
Rohstoffderivat
3
Share price
3
Welt
3
World
3
Forecasting model
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Scientific modelling
2
Spillover effect
2
Spillover-Effekt
2
Stochastic process
2
Stochastischer Prozess
2
1933-2007
1
1989-2007
1
1994-2009
1
1995-2009
1
2000-2010
1
2001-2011
1
2003-2008
1
Algorithm
1
Algorithmus
1
Asia
1
Asien
1
Behavioral economics
1
Düngemittel
1
Edelmetall
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
5
Non-commercial literature
5
Working Paper
5
Language
All
English
5
Author
All
McAleer, Michael
4
Chang, Chia-Lin
2
Chen, Chi-chung
2
Chen, Ping-yu
1
Hammoudeh, Shawkat
1
Lan Fen Chu
1
Penzer, Jeremy
1
Roengchai Tansuchat
1
Wang, Mingjin
1
Yao, Qiwei
1
Yuan, Yuan
1
more ...
less ...
Institution
All
Agricultural and Applied Economics Association - AAEA
London School of Economics and Political Science
University of Canterbury / Dept. of Economics and Finance
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
4
Ekonomiska forskningsinstitutet <Stockholm>
3
Brown University / Department of Economics
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Instituto Valenciano de Investigaciones Económicas
2
National Bureau of Economic Research
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Business Information Centre <Toronto>
1
Center for Economic Research <Tilburg>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of San Francisco
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Rodney L. White Center for Financial Research
1
School of Accounting, Economics and Finance <Geelong>
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
School of Economics and Finance <Brisbane>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Svenska Handelshögskolan <Helsinki>
1
The Wharton Financial Institutions Center
1
University of Strathclyde / Department of Economics
1
Universität Bremen / Fachbereich Wirtschaftswissenschaft
1
Universität Trier
1
Université de Genève / Institut de hautes études internationales
1
Université de Montréal / Département de sciences économiques
1
Westfälische Wilhelms-Universität Münster
1
Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
William Davidson Institute <Ann Arbor, Mich.>
1
more ...
less ...
Published in...
All
Working paper
4
Research reports / LSE
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Approximating volatilities by asymmetric power GARCH function
Penzer, Jeremy
(
contributor
);
Wang, Mingjin
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075165
Saved in:
3
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
4
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
5
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->