//--> //--> //-->
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 financial economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"The econometrics journal"
~isPartOf:"Tinbergen Institute Discussion Paper"
~subject:"Share price"
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
Share price
Volatility
23
Volatilität
20
Stochastic process
10
Stochastischer Prozess
10
Theorie
9
Theory
9
Estimation
6
Schätzung
6
ARCH-Modell
5
Börsenkurs
5
Time series analysis
5
USA
5
United States
5
Zeitreihenanalyse
5
volatility
5
ARCH model
4
Multivariate Analyse
4
Multivariate analysis
4
Correlation
3
Korrelation
3
Modellierung
3
Scientific modelling
3
Asymmetry
2
Energy
2
Estimation theory
2
Financial market
2
Finanzkrise
2
Finanzmarkt
2
Hongkong
2
Japan
2
Luftverschmutzung
2
Preis
2
Pricing Chinese carbon emissions
2
Schätztheorie
2
Wechselkurs
2
Welt
2
risk management
2
1982-2003
1
1982-2004
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
McAleer, Michael
Gupta, Rangan
3
Spagnolo, Nicola
3
Ardia, David
2
Asai, Manabu
2
Chang, Bisharat Hussain
2
Choudhry, Taufiq
2
Demirer, Rıza
2
Galbraith, John W.
2
Hoogerheide, Lennart F.
2
Kearney, Colm
2
Lazar, Emese
2
Maasoumi, Esfandiar
2
Salman, Asma
2
Taylor, Stephen
2
Wong, Wing Keung
2
Abdul Razzaq, Muthanna G.
1
Abdymomunov, Azamat
1
Adam, Christopher M.
1
Adebayo, Tomiwa Sunday
1
Adrangi, Bahram
1
Akadiri, Seyi
1
Alexakis, Christos A.
1
Alexander, Carol
1
Alghalith, Moawia
1
Ali, Faek Menla
1
Ali-Rind, Asad
1
Aliyu, Rano
1
Ammann, Manuel
1
Anderson, Randy I.
1
Andersson, Magnus
1
Andreou, Panayiotis C.
1
Angelidis, Timotheos
1
Anyfantaki, Sofia
1
Aradhyula, Satheesh V.
1
Arfaoui, Nadia
1
Arin, Kerim Peren
1
Arnold, Ivo J. M.
1
Avino, Davide
1
Awartani, B.
1
more ...
less ...
Published in...
All
Annals of financial economics
Applied financial economics
Econometric reviews
Economics letters
The econometrics journal
Tinbergen Institute Discussion Paper
Discussion paper / Tinbergen Institute
11
Econometric Institute research papers
11
Working paper
7
Journal of econometrics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Econometrics : open access journal
1
International review of economics & finance : IREF
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk and financial management : JRFM
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Managerial finance
1
Risks : open access journal
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
Realized volatility and long memory : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10003761209
Saved in:
4
Non-trading day effects in asymmetric conditional and stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 113-123
Persistent link: https://www.econbiz.de/10003451750
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->