//--> //--> //--> //-->
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
person:"McAleer, Michael"
~accessRights:"restricted"
~person:"Hafner, Christian M."
~subject:"Scientific modelling"
~subject:"Stochastic process"
~subject:"United States"
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
Scientific modelling
Stochastic process
United States
Volatility
43
Volatilität
33
ARCH model
17
ARCH-Modell
17
Time series analysis
15
Zeitreihenanalyse
15
Theorie
14
Theory
14
Stochastischer Prozess
13
Börsenkurs
10
Share price
10
Estimation
9
Schätzung
9
Asymmetry
8
Capital income
8
Capital market returns
8
Kapitaleinkommen
8
Kapitalmarktrendite
8
Stochastic volatility
7
Spillover effect
6
Spillover-Effekt
6
Forecasting model
5
Prognoseverfahren
5
EGARCH
4
Futures
4
Leverage effects
4
leverage
4
Commodity derivative
3
Long memory
3
Modellierung
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Multivariate stochastic volatility
3
Options
3
Risk management
3
Rohstoffderivat
3
Welt
3
World
3
more ...
less ...
Online availability
All
Undetermined
Free
84
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
McAleer, Michael
Hafner, Christian M.
Gupta, Rangan
38
Cui, Zhenyu
15
Chan, Joshua
14
Escobar, Marcos
14
Bahmani-Oskooee, Mohsen
12
Marcellino, Massimiliano
12
Todorov, Viktor
12
Bouri, Elie
11
Ma, Feng
11
Wang, Xingchun
11
Kang, Sang Hoon
10
Kim, Jeong-Hoon
10
Balcilar, Mehmet
9
Carriero, Andrea
9
Clark, Todd E.
9
Nguyen, Duy
9
Wohar, Mark E.
9
Fernández-Villaverde, Jesús
8
Guerrón-Quintana, Pablo A.
8
He, Xin-Jiang
8
Kirkby, J. Lars
8
Mumtaz, Haroon
8
Rodriguez, Gabriel
8
Alòs, Elisa
7
Andersen, Torben
7
Fabozzi, Frank J.
7
Gatheral, Jim
7
Giglio, Stefano
7
Kelly, Bryan T.
7
Li, Chenxu
7
Li, Jia
7
Mensi, Walid
7
Pierdzioch, Christian
7
Rubio-Ramírez, Juan Francisco
7
Salisu, Afees A.
7
Tauchen, George Eugene
7
Tiwari, Aviral Kumar
7
Xuan Vinh Vo
7
Asai, Manabu
6
more ...
less ...
Published in...
All
Journal of econometrics
5
Econometric reviews
2
Econometrics : open access journal
2
Economics letters
1
Finance research letters
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 212-227
Persistent link: https://www.econbiz.de/10013441647
Saved in:
2
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 589-603
Persistent link: https://www.econbiz.de/10012499104
Saved in:
3
The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin
;
McAleer, Michael
- In:
Finance research letters
28
(
2019
),
pp. 11-19
Persistent link: https://www.econbiz.de/10012384032
Saved in:
4
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
5
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
6
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
7
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
8
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1247-1255
Persistent link: https://www.econbiz.de/10011622143
Saved in:
9
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
10
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->