//--> //--> //--> //-->
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"
~isPartOf:"Accounting and finance : journal of the Accounting Association of Australia and New Zealand"
~isPartOf:"Econometric reviews"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Al-Jarrah, Idries Mohammad Wanas"
~person:"Jawadi, Fredj"
~subject:"ARCH model"
~subject:"Forecasting model"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Forecasting model
Volatility
24
Volatilität
24
ARCH-Modell
11
Theorie
10
Theory
10
Estimation
9
Schätzung
9
Stochastic process
8
Stochastischer Prozess
8
Prognoseverfahren
6
Time series analysis
6
Zeitreihenanalyse
6
Risk management
5
Börsenkurs
4
Multivariate Analyse
4
Multivariate analysis
4
Portfolio selection
4
Portfolio-Management
4
Risikomanagement
4
Risikomaß
4
Risk measure
4
Share price
4
Capital income
3
Correlation
3
Hedging
3
Kapitaleinkommen
3
Korrelation
3
Modellierung
3
Options
3
Scientific modelling
3
USA
3
United States
3
Aktienindex
2
Asymmetry
2
Commodity derivative
2
Derivat
2
Derivative
2
Estimation theory
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
McAleer, Michael
Al-Jarrah, Idries Mohammad Wanas
Jawadi, Fredj
Gupta, Rangan
7
Kang, Sang Hoon
5
Mensi, Walid
5
Wu, Xinyu
4
Asai, Manabu
3
Caporin, Massimiliano
3
Chang, Chia-Lin
3
Dai, Zhifeng
3
Hammoudeh, Shawkat
3
Pierdzioch, Christian
3
Qiao, Gaoxiu
3
Teräsvirta, Timo
3
Wohar, Mark E.
3
Zhang, Yaojie
3
Al-Yahyaee, Khamis Hamed
2
Allen, David E.
2
Bordignon, Silvano
2
Chan, Felix
2
Jiang, Yong
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Kok Haur Ng
2
Li, Weiping
2
Lin, Ling
2
Liu, Li
2
Nonejad, Nima
2
Powell, Robert
2
Salisu, Afees A.
2
Su, Xianfang
2
Tiwari, Aviral Kumar
2
Xuan Vinh Vo
2
Zhuang, Xintian
2
Al Rababa'a, Abdel Razzaq
1
Alañón Pardo, Ángel
1
Alexander, Carol
1
Alghalith, Moawia
1
more ...
less ...
Published in...
All
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
Econometric reviews
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
45
Discussion paper / Tinbergen Institute
27
Working paper
24
International review of economics & finance : IREF
4
Applied economics
3
Econometrics : open access journal
3
Energy economics
3
Journal of risk and financial management : JRFM
3
Computational economics
2
Journal of econometrics
2
Journal of economic surveys
2
Risks : open access journal
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Working papers series in theoretical and applied economics
2
Contributions to economic analysis
1
Decision making and risk/return optimization in financial economics
1
Discussion paper / Institute of Social and Economic Research
1
Document de travail
1
Econometric theory
1
Economic modelling
1
Economics letters
1
Finance research letters
1
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
1
Quantifying consumer preferences
1
Review of quantitative finance and accounting
1
Risk management decisions and value under uncertainty
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The Korean economic review
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
2
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
3
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
4
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
5
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:
6
The impact of jumps and leverage in forecasting covolatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 638-650
Persistent link: https://www.econbiz.de/10011795307
Saved in:
7
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
8
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
9
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 519-534
Persistent link: https://www.econbiz.de/10010367563
Saved in:
10
It pays to violate : how effective are the Basel accord penalties in encouraging risk management?
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
- In:
Accounting and finance : journal of the Accounting …
52
(
2012
)
1
,
pp. 95-116
Persistent link: https://www.econbiz.de/10009512724
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->