//--> //--> //--> //-->
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:"Econometric Institute research papers"
~subject:"Capital income"
~subject:"Scientific modelling"
~subject:"United States"
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
Capital income
Scientific modelling
United States
Volatility
72
Volatilität
72
ARCH model
36
ARCH-Modell
36
USA
22
Estimation
21
Schätzung
21
Spillover effect
21
Spillover-Effekt
21
Capital market returns
18
Kapitalmarktrendite
18
Forecasting model
12
Prognoseverfahren
12
Spot market
12
Spotmarkt
12
Welt
12
World
12
Börsenkurs
11
Commodity derivative
11
Oil price
11
Risikomaß
11
Risk measure
11
Rohstoffderivat
11
Share price
11
Ölpreis
11
Futures
10
Kapitaleinkommen
10
Stochastic process
10
Stochastischer Prozess
10
Time series analysis
10
Zeitreihenanalyse
10
Hedging
8
Portfolio selection
8
Portfolio-Management
8
Aktienindex
7
Index derivative
7
Indexderivat
7
Modellierung
7
more ...
less ...
Online availability
All
Free
35
Type of publication
All
Book / Working Paper
35
Type of publication (narrower categories)
All
Arbeitspapier
35
Graue Literatur
35
Non-commercial literature
35
Working Paper
35
Language
All
English
35
Author
All
McAleer, Michael
Chang, Chia-Lin
17
Asai, Manabu
9
Medeiros, Marcelo C.
4
Caporin, Massimiliano
3
Hsieh, Tai-Lin
3
Tansuchat, Roengchai
3
Bodeutsch, Denice
2
Franses, Philip Hans
2
Hammoudeh, Shawkat
2
Roengchai Tansuchat
2
Allen, David E.
1
Bannouh, Karim
1
Dijk, Dick van
1
Gupta, Rangan
1
Hammoudeh, Shawkat M.
1
Hsu, Hui-Kuang
1
Ilomäki, Jukka
1
Ishida, Isao
1
Jimenez-Martin, Juan-Angel
1
Laurila, Hannu
1
Liu, Tengdong
1
Malik, Farooq
1
Martens, Martin
1
Oya, Kosuke
1
Powell, Robert
1
Pérez Amaral, Teodosio
1
Radalj, Kim
1
Singh, Abhay Kumar
1
Tian, Jiarong
1
Wang, Chien-Hsun
1
Wang, Yanghuiting
1
Wang, Yu-Ann
1
Wiphatthanananthakul, Chatayan
1
Yuan, Yuan
1
Zuo, Guangdong
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Working paper
19
Discussion paper / Tinbergen Institute
17
Econometric reviews
6
Energy economics
3
Journal of econometrics
3
Journal of risk and financial management : JRFM
3
International review of economics & finance : IREF
2
Risks : open access journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
The econometrics journal
2
Applied financial economics
1
Econometrics : open access journal
1
International journal of forecasting
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Managerial finance
1
School of Accounting, Finance and Economics & FEMARC working paper series
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)
35
Showing
11
-
20
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
-
Revised: December 2016
Persistent link: https://www.econbiz.de/10011631784
Saved in:
12
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
13
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
Saved in:
14
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10010507684
Saved in:
15
The impact of China on stock return and volatility
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010354381
Saved in:
16
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
;
Radalj, Kim
-
2013
Persistent link: https://www.econbiz.de/10009781942
Saved in:
17
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
18
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
Saved in:
19
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
20
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009619368
Saved in:
First
Prev
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->