//--> //--> //-->
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
isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"International journal of economics and finance"
~isPartOf:"NBER Working Paper"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
~subject:"EU countries"
~subject:"Spillover effect"
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:"Estimation"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Capital income
EU countries
Spillover effect
Estimation
26
Schätzung
26
Volatility
13
Volatilität
13
ARCH model
9
ARCH-Modell
9
Forecasting model
9
Prognoseverfahren
9
Welt
8
World
8
USA
6
United States
6
International tourism
5
Internationaler Tourismus
5
Modellierung
5
Scientific modelling
5
Stochastic process
5
Stochastischer Prozess
5
Taiwan
5
Time series analysis
5
Zeitreihenanalyse
5
Demand
4
Kapitaleinkommen
4
Nachfrage
4
Börsenkurs
3
Capital market returns
3
Economic indicator
3
Kapitalmarktrendite
3
Risikomaß
3
Risk measure
3
Share price
3
Thailand
3
Theorie
3
Theory
3
Wirtschaftsindikator
3
1996-2009
2
Aktienindex
2
Commodity derivative
2
Exchange rate risk
2
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
6
Author
All
McAleer, Michael
Bohl, Martin T.
11
Białkowski, Je̜drzej
5
Campbell, John Y.
5
Ge̜bka, Bartosz
5
Serwa, Dobromił
5
Guo, Hui
4
Keller, Wolfgang
4
Chang, Chia-Lin
3
Chinn, Menzie David
3
Diebold, Francis X.
3
Goldberg, Linda S.
3
Henke, Harald
3
Jaffe, Adam B.
3
Kaufmann, Sylvia
3
Lettau, Martin
3
Ludvigson, Sydney C.
3
Piton, Sophie
3
Rangvid, Jesper
3
Savickas, Robert
3
Scharler, Johann
3
Stambaugh, Robert F.
3
Acharya, Viral V.
2
Ajevskis, Viktors
2
Andersen, Torben G.
2
Ang, Andrew
2
Baraldi, Anna Laura
2
Bollerslev, Tim
2
Borowski, Krzysztof
2
Buch, Claudia M.
2
Chen, Jiangrui
2
Chen, Joseph
2
Cohen, Jeffrey P.
2
Coughlin, Cletus Charles
2
Crespo Cuaresma, Jesús
2
Guidolin, Massimo
2
Hassan, Tarek A.
2
Hodrick, Robert J.
2
Hong, Harrison G.
2
Hornbeck, Richard
2
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
2
Published in...
All
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
International journal of economics and finance
NBER Working Paper
Working paper
Discussion paper / Tinbergen Institute
6
Econometric Institute research papers
5
International review of economics & finance : IREF
2
Risks : open access journal
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Economies : open access journal
1
International journal of forecasting
1
Journal of econometrics
1
Journal of risk and financial management : JRFM
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
2
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
3
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
4
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:
5
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->