//--> //--> //-->
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:"Econometric reviews"
~isPartOf:"Energy economics"
~person:"Fernandes, Marcelo"
~subject:"USA"
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
USA
Volatility
19
Volatilität
19
Theorie
9
Theory
9
Stochastic process
8
Stochastischer Prozess
8
ARCH model
6
ARCH-Modell
6
Capital income
4
Estimation
4
Kapitaleinkommen
4
Multivariate Analyse
4
Multivariate analysis
4
Schätzung
4
Time series analysis
4
United States
4
Zeitreihenanalyse
4
Börsenkurs
3
Commodity derivative
3
Rohstoffderivat
3
Share price
3
Aktienindex
2
Correlation
2
Estimation theory
2
Financial market
2
Finanzmarkt
2
Hedging
2
Korrelation
2
Modellierung
2
Oil price
2
Portfolio selection
2
Portfolio-Management
2
Risk
2
Schätztheorie
2
Scientific modelling
2
Stock index
2
Ölpreis
2
1982-2004
1
1999-2007
1
more ...
less ...
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
Fernandes, Marcelo
Gupta, Rangan
4
Ma, Feng
3
Sadorsky, Perry A.
3
Albulescu, Claudiu Tiberiu
2
Asai, Manabu
2
Bordignon, Silvano
2
Pierdzioch, Christian
2
Çepni, Oğuzhan
2
Ajmi, Ahdi Noomen
1
AlSalman, Zeina
1
Alsalman, Zeina
1
Assefa, Tibebe Abebe
1
Bandi, Federico M.
1
Barabanov, Nikita
1
Bastianin, Andrea
1
Bjursell, Johan
1
Bonato, Matteo
1
Bouri, Elie
1
Cai, Yifei
1
Caporin, Massimiliano
1
Chan, David
1
Chang, Bisharat Hussain
1
Chen, Yixiang
1
Chevallier, Julien
1
Corsi, Fulvio
1
Dellaportas, Petros
1
Demirer, Rıza
1
Denison, David G. T.
1
Derindag, Omer Faruk
1
Dias, José G.
1
Doyle, Joseph J.
1
Du, Xiaodong
1
Etienne, Xiaoli Liao
1
Ewing, Bradley T.
1
Fleming, Jeff
1
Fong, Wai-mun
1
Gardebroek, Cornelis
1
Gentle, James E.
1
more ...
less ...
Published in...
All
Annals of financial economics
Econometric reviews
Energy economics
Econometric Institute research papers
22
Discussion paper / Tinbergen Institute
8
Working paper
7
Applied financial economics
1
Journal of econometrics
1
Journal of risk and financial management : JRFM
1
Managerial finance
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The econometrics journal
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
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
2
Nonparametric entropy-based tests of independence between stochastic processes
Fernandes, Marcelo
;
Néri, Breno de Andrade Pinheiro
- In:
Econometric reviews
29
(
2010
)
3
,
pp. 276-306
Persistent link: https://www.econbiz.de/10003965134
Saved in:
3
Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
4
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->