//--> //--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]"
~person:"Caporin, Massimiliano"
~person:"Chang, Chia-Lin"
~person:"Gouriéroux, Christian"
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
Volatility
48
Volatilität
48
ARCH model
23
ARCH-Modell
23
Spillover effect
16
Spillover-Effekt
16
USA
12
United States
12
Estimation
10
Oil price
10
Schätzung
10
Spot market
10
Spotmarkt
10
Ölpreis
10
Capital market returns
9
Commodity derivative
9
Kapitalmarktrendite
9
Rohstoffderivat
9
Capital income
8
Kapitaleinkommen
8
Futures
7
Index derivative
7
Indexderivat
7
Theorie
7
Theory
7
Risikomaß
6
Risk measure
6
Stochastic process
6
Stochastischer Prozess
6
Welt
6
World
6
Hedging
5
Statistical distribution
5
Statistische Verteilung
5
Time series analysis
5
Zeitreihenanalyse
5
Aktienindex
4
Börsenkurs
4
Derivat
4
Derivative
4
more ...
less ...
Online availability
All
Free
37
Undetermined
7
Type of publication
All
Book / Working Paper
37
Article
11
Type of publication (narrower categories)
All
Arbeitspapier
37
Graue Literatur
37
Non-commercial literature
37
Working Paper
37
Article in journal
10
Aufsatz in Zeitschrift
10
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
48
Author
All
Caporin, Massimiliano
Chang, Chia-Lin
Gouriéroux, Christian
McAleer, Michael
81
Bollerslev, Tim
19
Todorov, Viktor
17
Asai, Manabu
15
Tauchen, George Eugene
15
Andersen, Torben
12
Aït-Sahalia, Yacine
11
Meddahi, Nour
8
Xiu, Dacheng
8
Li, Jia
7
Mykland, Per A.
7
Patton, Andrew J.
7
Tansuchat, Roengchai
7
Cavaliere, Giuseppe
6
Dijk, Dick van
6
Ghysels, Eric
6
Kim, Donggyu
6
Medeiros, Marcelo C.
6
Shephard, Neil G.
6
Gallant, A. Ronald
5
Hafner, Christian M.
5
Hallin, Marc
5
Jasiak, Joann
5
Li, Yingying
5
Taylor, Robert
5
Zhou, Hao
5
Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Chen, Chi-chung
4
Francq, Christian
4
Linton, Oliver
4
Maheu, John M.
4
Park, Joon Y.
4
Rahbek, Anders
4
Renault, Eric
4
Renò, Roberto
4
Yu, Jun
4
more ...
less ...
Published in...
All
Journal of econometrics
Econometric Institute research papers
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
Discussion paper / Tinbergen Institute
23
Working paper
17
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
The North American journal of economics and finance : a journal of financial economics studies
6
Tinbergen Institute Discussion Paper
6
Energy economics
5
International review of economics & finance : IREF
5
KIER Working Papers
5
Working Papers in Economics
5
Econometric Institute Research Papers
4
Econometric reviews
4
Working papers
4
Working papers on finance
4
Documentos de Trabajo del ICAE
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of risk and financial management : JRFM
3
SAFE working paper
3
Série des documents de travail
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Applied economics
2
CREATES research paper
2
Journal of empirical finance
2
The European journal of finance
2
The North American Journal of Economics and Finance
2
Tinbergen Institute Discussion Papers
2
"Marco Fanno" Working Papers
1
Annals of financial economics
1
Ca Foscari University of Venice Working Paper
1
Econometric Reviews
1
Econometrics
1
Econometrics : open access journal
1
Economics Papers from University Paris Dauphine
1
Economics letters
1
Finance research letters
1
International Journal of Financial Studies : open access journal
1
Journal of Risk and Financial Management
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic surveys
1
more ...
less ...
Source
All
ECONIS (ZBW)
48
Showing
1
-
10
of
48
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
3
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
4
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
5
Connecting VIX and stock index ETF
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
Saved in:
6
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
7
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
Saved in:
8
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011432792
Saved in:
9
Volatility spillovers for spot, futures, and ETF prices in Energy and Agriculture
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541148
Saved in:
10
Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China
Chang, Chia-Lin
;
McAleer, Michael
;
Tian, Jiarong
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541151
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->