//--> //--> //--> //-->
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:"Annals of financial economics"
~isPartOf:"Applied economics letters"
~isPartOf:"Econometric reviews"
~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~person:"Chevallier, Julien"
~person:"Lau, Chi Keung"
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
Volatility
38
Volatilität
38
ARCH model
16
ARCH-Modell
16
Estimation
10
Schätzung
10
Capital income
9
Commodity derivative
9
Kapitaleinkommen
9
Rohstoffderivat
9
Theorie
9
Theory
9
Börsenkurs
8
Share price
8
Stochastic process
8
Stochastischer Prozess
8
Oil price
6
Spillover effect
6
Spillover-Effekt
6
Ölpreis
6
Forecasting model
5
Prognoseverfahren
5
Time series analysis
5
USA
5
United States
5
Zeitreihenanalyse
5
Aktienmarkt
4
Erdöl
4
Greenhouse gas emissions
4
Markov chain
4
Markov-Kette
4
Multivariate Analyse
4
Multivariate analysis
4
Petroleum
4
Portfolio selection
4
Portfolio-Management
4
Stock market
4
Treibhausgas-Emissionen
4
Welt
4
World
4
more ...
less ...
Online availability
All
Undetermined
19
Type of publication
All
Article
37
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
38
Aufsatz in Zeitschrift
38
Bibliografie enthalten
2
Bibliography included
2
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
38
Author
All
McAleer, Michael
Chevallier, Julien
Lau, Chi Keung
Gupta, Rangan
27
Ma, Feng
26
Tiwari, Aviral Kumar
26
Bouri, Elie
23
Hammoudeh, Shawkat
18
Ji, Qiang
16
Wei, Yu
16
Lucey, Brian M.
15
Roubaud, David
15
Wang, Yudong
14
Shahzad, Syed Jawad Hussain
13
Yoon, Seong-min
12
Demirer, Rıza
11
Kang, Sang Hoon
11
Wen, Fenghua
11
Corbet, Shaen
10
Mensi, Walid
10
Lu, Xinjie
9
Sensoy, Ahmet
9
Wohar, Mark E.
9
Liang, Chao
8
Lin, Boqiang
8
Liu, Li
8
Molnár, Peter
8
Uddin, Mohammed Gazi Salah
8
Wu, Xinyu
8
Zhang, Yaojie
8
Gozgor, Giray
7
Lyócsa, Štefan
7
Pierdzioch, Christian
7
Sadorsky, Perry A.
7
Wang, Jiqian
7
Arouri, Mohamed
6
Asai, Manabu
6
Chang, Chia-Lin
6
Dai, Zhifeng
6
Das, Debojyoti
6
more ...
less ...
Published in...
All
Annals of financial economics
Applied economics letters
Econometric reviews
Energy economics
Finance research letters
Econometric Institute research papers
72
Discussion paper / Tinbergen Institute
53
Working paper
41
Econometric Institute Research Papers
11
Working Papers in Economics
11
KIER Working Papers
10
Tinbergen Institute Discussion Paper
10
Journal of econometrics
9
Research in international business and finance
9
International review of financial analysis
8
Documentos de Trabajo del ICAE
7
Journal of risk and financial management : JRFM
6
The North American journal of economics and finance : a journal of financial economics studies
6
Economic modelling
4
International review of economics & finance : IREF
4
Tinbergen Institute Discussion Papers
4
Applied economics
3
Econometrics : open access journal
3
Economics letters
3
Journal of Risk and Financial Management
3
Mathematics and Computers in Simulation (MATCOM)
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
The North American Journal of Economics and Finance
3
Working papers / School of Business, Edith Cowan University
3
Economics Papers from University Paris Dauphine
2
Emerging markets review
2
International journal of forecasting
2
Journal of economic surveys
2
Journal of international financial markets, institutions & money
2
Managerial finance
2
Risks : open access journal
2
The econometrics journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Tourism economics : the business and finance of tourism and recreation
2
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?
Wang, Jiqian
;
Guo, Xiaozhu
;
Tan, Xueping
;
Chevallier, Julien
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437106
Saved in:
2
Pricing carbon emissions in China
Chang, Chia-Lin
;
Mai, Te-Ke
;
McAleer, Michael
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011958479
Saved in:
3
Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets
Semeyutin, Artur
;
Gozgor, Giray
;
Lau, Chi Keung
;
Xu, Bing
- In:
Energy economics
104
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013364409
Saved in:
4
The impact of Baidu Index sentiment on the volatility of China's stock markets
Fang, Jianchun
;
Gozgor, Giray
;
Lau, Chi Keung
;
Lu, Zhou
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430747
Saved in:
5
The relationship between oil and financial markets in emerging economies : the significant role of Kazakhstan as the oil exporting country
Li, Haiping
;
Semeyutin, Artur
;
Lau, Chi Keung
;
Gozgor, Giray
- In:
Finance research letters
32
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430798
Saved in:
6
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
7
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
8
Asymmetric volatility in cryptocurrency markets : new evidence from smooth transition GARCH models
Cheikh, Nidhaleddine Ben
;
Zaied, Younes Ben
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012438388
Saved in:
9
Decoding the Australian electricity market : New evidence from three-regime hidden semi-Markov model
Apergēs, Nikolaos
;
Gozgor, Giray
;
Lau, Chi Keung
; …
- In:
Energy economics
78
(
2019
),
pp. 129-142
Persistent link: https://www.econbiz.de/10012159895
Saved in:
10
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->