//--> //--> //-->
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:"Engle, Robert F."
~person:"Roubaud, David"
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
Volatility
5
Volatilität
5
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Share price
3
Spillover effect
3
Spillover-Effekt
3
Aktienmarkt
2
Capital income
2
Kapitaleinkommen
2
Stock market
2
Time series analysis
2
Zeitreihenanalyse
2
BEKK
1
Bio
1
Bitcoin
1
COVID-19
1
Capital market returns
1
Cointegration
1
Coronavirus
1
Critical metals
1
DBEKK
1
ESDC
1
Emerging economies
1
Estimation
1
GFC
1
Großbritannien
1
Kapitalmarktrendite
1
Kointegration
1
Kritische Metalle
1
Multivariate Analyse
1
Multivariate analysis
1
Rare earth metals
1
Schock
1
Schwellenländer
1
Schätzung
1
Shock
1
Spillover index
1
State space model
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
McAleer, Michael
Chiarella, Carl
Clements, Adam
Engle, Robert F.
Roubaud, David
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
Nguyen, Duc Khuong
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
Elyasiani, Elyas
2
Fameliti, Stavroula P.
2
Fernandez-Perez, Adrian
2
Feuerriegel, Stefan
2
Fonseca, José da
2
Frijns, Bart
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
Energy economics
13
Discussion paper / Department of Economics, University of California San Diego
12
Journal of econometrics
12
Econometric Institute Research Papers
11
Finance research letters
11
Working Papers in Economics
11
KIER Working Papers
10
Tinbergen Institute Discussion Paper
10
The North American journal of economics and finance : a journal of financial economics studies
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Documentos de Trabajo del ICAE
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
Econometrics : open access journal
5
International review of financial analysis
5
Journal of banking & finance
5
Journal of risk and financial management : JRFM
5
NBER working paper series
5
Working paper / National Bureau of Economic Research, Inc.
5
International review of economics & finance : IREF
4
Tinbergen Institute Discussion Papers
4
Economic modelling
3
International journal of theoretical and applied finance
3
Journal of Risk and Financial Management
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Mathematics and Computers in Simulation (MATCOM)
3
NBER Working Paper
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
Working paper series / University of Zurich, Department of Economics
3
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Integration between emerging market equity and global markets : is it fundamental or noisy? : evidence from wavelet denoised volatility spillover analysis in time and frequency dom...
Jena, Sangram Keshari
;
Tiwari, Aviral Kumar
;
Abakah, …
- In:
Applied economics
55
(
2023
)
12
,
pp. 1312-1327
Persistent link: https://www.econbiz.de/10013554892
Saved in:
2
Rare earth and allied sectors in stock markets : extreme dependence of return and volatility
Bouri, Elie
;
Kanjilal, Kakali
;
Ghosh, Sajal
;
Roubaud, David
- In:
Applied economics
53
(
2021
)
49
,
pp. 5710-5730
Persistent link: https://www.econbiz.de/10012626945
Saved in:
3
Spillovers between Bitcoin and other assets during bear and bull markets
Bouri, Elie
;
Das, Mahamitra
;
Gupta, Rangan
;
Roubaud, David
- In:
Applied economics
50
(
2018
)
55
,
pp. 5935-5949
Persistent link: https://www.econbiz.de/10012062940
Saved in:
4
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:
5
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...
//-->