//--> //--> //-->
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:"Applied economics"
~person:"Chiarella, Carl"
~person:"Clements, Adam"
~person:"Elyasiani, Elyas"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
4
Volatilität
4
Time series analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Aktienindex
1
BEKK
1
Bio
1
Börsenkurs
1
Capital income
1
Capital market returns
1
Cointegration
1
DBEKK
1
ESDC
1
Estimation
1
GFC
1
Großbritannien
1
Index
1
Index construction
1
Index futures
1
Index number
1
Index-Futures
1
Indexberechnung
1
Kapitaleinkommen
1
Kapitalmarktrendite
1
Kointegration
1
Multivariate Analyse
1
Multivariate analysis
1
Option pricing theory
1
Option trading
1
Optionsgeschäft
1
Optionspreistheorie
1
Physical skewness
1
Risiko
1
Risikoprämie
1
Risk
1
Risk premium
1
Schock
1
Schätzung
1
more ...
less ...
Online availability
All
Undetermined
4
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
Chiarella, Carl
Clements, Adam
Elyasiani, Elyas
Ma, Feng
7
Zhang, Yaojie
6
Tiwari, Aviral Kumar
5
Umar, Zaghum
5
Yoon, Seong-min
5
Zhu, Huiming
5
Bahmani-Oskooee, Mohsen
4
Goutte, Stéphane
4
Gubareva, Mariya
4
Gupta, Rangan
4
Jawadi, Fredj
4
Kim, Jong-Min
4
Sosvilla-Rivero, Simón
4
García, Philip
3
Hammoudeh, Shawkat
3
Hernandez, Jose Arreola
3
Liang, Chao
3
Nguyen, Duc Khuong
3
Roubaud, David
3
Zheng, Xian
3
Abakah, Emmanuel Joel Aikins
2
Agbola, Frank Wogbe
2
Allen, David E.
2
Apergēs, Nikolaos
2
Balcilar, Mehmet
2
Balli, Faruk
2
Balli, Hatice Ozer
2
Bollen, Bernard
2
Bouri, Elie
2
Cheffou, Abdoulkarim Idi
2
Chiu, Chien-liang
2
Clements, Kenneth W.
2
Coronado, Semei
2
Dempsey, Michael
2
Dowling, Michael
2
Fameliti, Stavroula P.
2
Fernandez-Perez, Adrian
2
Feuerriegel, Stefan
2
Fonseca, José da
2
more ...
less ...
Published in...
All
Applied economics
Econometric Institute research papers
72
Discussion paper / Tinbergen Institute
53
Working paper
40
NCER working paper series
23
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
20
Econometric reviews
13
Econometric Institute Research Papers
11
Working Papers in Economics
11
KIER Working Papers
10
Tinbergen Institute Discussion Paper
10
Journal of econometrics
9
The North American journal of economics and finance : a journal of financial economics studies
8
Documentos de Trabajo del ICAE
7
Energy economics
7
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
7
International journal of forecasting
6
NCER Working Paper Series
6
Journal of banking & finance
5
Journal of risk and financial management : JRFM
5
Econometrics : open access journal
4
International review of economics & finance : IREF
4
Tinbergen Institute Discussion Papers
4
International journal of theoretical and applied finance
3
Journal of Risk and Financial Management
3
Mathematics and Computers in Simulation (MATCOM)
3
Quantitative Finance Research Centre Research Paper
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
The North American Journal of Economics and Finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Working papers / School of Business, Edith Cowan University
3
Advances in Pacific Basin financial markets
2
Applied financial economics
2
Asia-Pacific financial markets
2
Discussion papers in economics, finance and international competitiveness
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance research letters
2
Journal of economic surveys
2
Journal of forecasting
2
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The skewness index : uncovering the relationship with volatility and market returns
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
53
(
2021
)
31
,
pp. 3619-3635
Persistent link: https://www.econbiz.de/10012589497
Saved in:
2
The use of option prices to assess the skewness risk premium
Elyasiani, Elyas
;
Gambarelli, Luca
;
Muzzioli, Silvia
- In:
Applied economics
52
(
2020
)
55
,
pp. 6057-6074
Persistent link: https://www.econbiz.de/10012308429
Saved in:
3
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
4
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->