//--> //--> //-->
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 reviews"
~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~person:"Al-Yahyaee, Khamis Hamed"
~person:"Chevallier, Julien"
~person:"Lyócsa, Štefan"
~subject:"Time series analysis"
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
Time series analysis
Volatility
38
Volatilität
38
ARCH model
13
ARCH-Modell
13
Theorie
12
Theory
12
Börsenkurs
8
Commodity derivative
8
Estimation
8
Oil price
8
Rohstoffderivat
8
Schätzung
8
Share price
8
Stochastic process
8
Stochastischer Prozess
8
Zeitreihenanalyse
8
Ölpreis
8
Capital income
7
Kapitaleinkommen
7
USA
7
United States
7
Forecasting model
5
Prognoseverfahren
5
Aktienmarkt
4
Erdöl
4
Multivariate Analyse
4
Multivariate analysis
4
Petroleum
4
Stock market
4
Exchange rate
3
Financial market
3
Finanzmarkt
3
Greenhouse gas emissions
3
Natural gas
3
Realized volatility
3
Spillover effect
3
Spillover-Effekt
3
Treibhausgas-Emissionen
3
Volatility forecasting
3
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
7
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
8
Author
All
McAleer, Michael
Al-Yahyaee, Khamis Hamed
Chevallier, Julien
Lyócsa, Štefan
Gupta, Rangan
5
Cavaliere, Giuseppe
3
Hammoudeh, Shawkat
3
Ji, Qiang
3
Klein, Tony
3
Ma, Feng
3
Taylor, Robert
3
Teräsvirta, Timo
3
Tiwari, Aviral Kumar
3
Wang, Yudong
3
Wohar, Mark E.
3
Yoon, Seong-min
3
Aye, Goodness C.
2
Balcilar, Mehmet
2
Cajueiro, Daniel Oliveira
2
Caporale, Guglielmo Maria
2
Gil-Alaña, Luis A.
2
Hong, Yongmiao
2
Jawadi, Fredj
2
Liu, Li
2
Maasoumi, Esfandiar
2
Mensi, Walid
2
Nguyen, Duc Khuong
2
Niu, Mengyi
2
Phillips, Peter C. B.
2
Pierdzioch, Christian
2
Qu, Hui
2
Sensoy, Ahmet
2
Tabak, Benjamin Miranda
2
Tamvakis, Michael
2
Walther, Thomas
2
Wang, Shouyang
2
Zhang, Dayong
2
Zhang, Yue-jun
2
Çepni, Oğuzhan
2
Akyildirim, Erdinc
1
Al-Freedi, Ajab
1
Alam, Md. Samsul
1
more ...
less ...
Published in...
All
Econometric reviews
Energy economics
Finance research letters
Discussion paper / Tinbergen Institute
12
Econometric Institute research papers
10
Working paper
6
International review of economics & finance : IREF
4
Journal of econometrics
4
Applied economics
2
International journal of forecasting
2
Computational economics
1
Econometrics : open access journal
1
Economics letters
1
Finance a úvěr
1
Managerial finance
1
Risks : open access journal
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The North American journal of economics and finance : a journal of financial economics studies
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
Tinbergen Institute Discussion Paper 2017-105/III
1
Tinbergen Institute Discussion Paper 2018-005/III
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
FX market volatility modelling : can we use low-frequency data?
Lyócsa, Štefan
;
Plíhal, Tomáš
;
Výrost, Tomáš
- In:
Finance research letters
40
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820071
Saved in:
2
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
3
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets : an asymmetric multifractal detrended fluctuation analysis
Mensi, Walid
;
Lee, Yun Jung
;
Al-Yahyaee, Khamis Hamed
; …
- In:
Finance research letters
31
(
2019
),
pp. 19-25
Persistent link: https://www.econbiz.de/10012420970
Saved in:
4
Efficiency, multifractality, and the long-memory property of the Bitcoin market : a comparative analysis with stock, currency, and gold markets
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Yoon, Seong-min
- In:
Finance research letters
27
(
2018
),
pp. 228-234
Persistent link: https://www.econbiz.de/10012006868
Saved in:
5
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
6
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Saved in:
7
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:
8
Special issue: Realized volatility and long memory
Maasoumi, Esfandiar
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003761206
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->