//--> //--> //--> //-->
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:"Journal of monetary economics"
~person:"Bekaert, Geert"
~person:"Caballero, Ricardo J."
~person:"Wohar, Mark E."
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
16
Volatilität
16
Theorie
9
Theory
9
Stochastic process
7
Stochastischer Prozess
7
Estimation
4
Multivariate Analyse
4
Multivariate analysis
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Financial market
3
Finanzmarkt
3
Time series analysis
3
USA
3
United States
3
Zeitreihenanalyse
3
Bubbles
2
Börsenkurs
2
Capital mobility
2
Correlation
2
Estimation theory
2
Financial crisis
2
Finanzkrise
2
Immobilienmarkt
2
Kapitalmobilität
2
Korrelation
2
Modellierung
2
Real estate market
2
Risiko
2
Risk
2
Schätztheorie
2
Scientific modelling
2
Share price
2
Spekulationsblase
2
1982-2004
1
1999-2007
1
Aktienindex
1
Aktienmarkt
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
15
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Bibliografie enthalten
2
Bibliography included
2
Collection of articles of several authors
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
16
Author
All
McAleer, Michael
Bekaert, Geert
Caballero, Ricardo J.
Wohar, Mark E.
Asai, Manabu
6
Maasoumi, Esfandiar
6
Cavaliere, Giuseppe
4
Taylor, Robert
4
Devereux, Michael B.
3
Engel, Charles
3
Teräsvirta, Timo
3
Aghion, Philippe
2
Anatolyev, Stanislav
2
Bordignon, Silvano
2
Caporin, Massimiliano
2
Chan, Joshua
2
Comin, Diego
2
Den Haan, Wouter J.
2
Ellison, Martin
2
Evans, Martin D. D.
2
Fogli, Alessandra
2
Gourio, François
2
Gouriéroux, Christian
2
Groshen, Erica L.
2
Hoti, Suhejla
2
Iacoviello, Matteo
2
Jawadi, Fredj
2
Koopman, Siem Jan
2
Krishnamurthy, Arvind
2
Lyons, Richard K.
2
Medeiros, Marcelo C.
2
Mele, Antonio
2
Meyer, Renate
2
Mumtaz, Haroon
2
Ohanian, Lee E.
2
Perri, Fabrizio
2
Phillips, Peter C. B.
2
Rabin, Bess
2
Raffo, Andrea
2
Rens, Thijs van
2
Schwert, George William
2
Yu, Jun
2
more ...
less ...
Published in...
All
Econometric reviews
Journal of monetary economics
Econometric Institute research papers
72
Discussion paper / Tinbergen Institute
53
Working paper
40
Working paper / National Bureau of Economic Research, Inc.
16
NBER Working Paper
14
NBER working paper series
14
The North American journal of economics and finance : a journal of financial economics studies
12
Econometric Institute Research Papers
11
Journal of econometrics
11
Working Papers in Economics
11
Energy economics
10
KIER Working Papers
10
Tinbergen Institute Discussion Paper
10
Documentos de Trabajo del ICAE
7
International review of economics & finance : IREF
7
Discussion papers / CEPR
6
Massachusetts Institute of Technology Department of Economics working paper series : working paper
6
Journal of risk and financial management : JRFM
5
IDB Working Paper
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Tinbergen Institute Discussion Papers
4
Working paper / Inter-American Development Bank, Research Department
4
Working paper series / European Central Bank
4
Applied economics
3
Discussion paper / Centre for Economic Policy Research
3
Econometrics : open access journal
3
Finance research letters
3
Journal of Risk and Financial Management
3
Journal of international financial markets, institutions & money
3
Journal of international money and finance
3
Mathematics and Computers in Simulation (MATCOM)
3
Netspar Discussion 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 European journal of finance
3
The North American Journal of Economics and Finance
3
Working papers / School of Business, Edith Cowan University
3
Applied financial economics
2
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
2
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:
3
The impact of jumps and leverage in forecasting covolatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 638-650
Persistent link: https://www.econbiz.de/10011795307
Saved in:
4
Risk, uncertainty and monetary policy
Bekaert, Geert
;
Hoerova, Marie
;
Lo Duca, Marco
- In:
Journal of monetary economics
60
(
2013
)
7
,
pp. 771-788
Persistent link: https://www.econbiz.de/10010253070
Saved in:
5
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:
6
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:
7
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
Saved in:
8
Special issue: Realized volatility and long memory
Maasoumi, Esfandiar
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003761206
Saved in:
9
Realized volatility and long memory : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10003761209
Saved in:
10
Realized volatility : a review
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 10-45
Persistent link: https://www.econbiz.de/10003761211
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->