//--> //--> //--> //-->
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:"Working paper"
~person:"Wei, Xiaopeng"
~subject:"Capital market returns"
~subject:"Commodity derivative"
~subject:"Hedging"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Capital market returns
Commodity derivative
Hedging
Volatility
54
Volatilität
54
ARCH model
19
ARCH-Modell
19
Estimation
17
Schätzung
17
Stochastic process
17
Stochastischer Prozess
17
Theorie
16
Theory
16
Forecasting model
11
Prognoseverfahren
11
Börsenkurs
10
Capital income
10
Kapitaleinkommen
10
Share price
10
USA
10
United States
10
Modellierung
9
Scientific modelling
9
Time series analysis
9
Welt
9
World
9
Zeitreihenanalyse
9
Risikomaß
8
Risk measure
8
Portfolio selection
7
Portfolio-Management
7
Rohstoffderivat
7
Kapitalmarktrendite
6
Oil price
6
Ölpreis
6
Spillover effect
5
Spillover-Effekt
5
Multivariate Analyse
4
Multivariate analysis
4
Preis
4
Price
4
more ...
less ...
Online availability
All
Free
7
Undetermined
1
Type of publication
All
Book / Working Paper
13
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
14
Author
All
McAleer, Michael
Wei, Xiaopeng
Chang, Chia-Lin
6
Manera, Matteo
6
Roengchai Tansuchat
5
Behmiri, Niaz Bashiri
3
Nicolini, Marcella
3
Hammoudeh, Shawkat
2
Martinet, Guillaume Gaetan
2
Valenti, Daniele
2
Vignati, Ilaria
2
Ahmadi, Maryam
1
Allen, David E.
1
Baillie, Richard
1
Baldi, Lucia
1
Białkowski, Je̜drzej
1
Burger, John D.
1
Dang, Huong
1
Guo, Hui
1
Hafner, Christian M.
1
Han, Young Wook
1
Joe͏̈ts, Marc
1
Khamkaew, Thanchanok
1
Kundu, Srikanta
1
Malik, Neha
1
Myers, Robert J.
1
Neely, Christopher J.
1
Nguyen, Hoang
1
Paul, Amartya
1
Peri, Massimo
1
Rai, Durgesh K.
1
Ray, Saon
1
Rebucci, Alessandro
1
Rzepkowski, Bronka
1
Sbuelz, Alessandro
1
Scharth, Marcel
1
Song, Jeongseok
1
Vandone, Daniela
1
Virbickaite, Audrone
1
Warnock, Francis E.
1
Warnock, Veronica C.
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
3
Published in...
All
Econometric reviews
Working paper
Econometric Institute research papers
33
Discussion paper / Tinbergen Institute
21
Energy economics
3
The North American journal of economics and finance : a journal of financial economics studies
3
Journal of econometrics
2
Applied economics
1
Applied financial economics
1
Computational economics
1
Documentos de Trabajo del ICAE
1
Econometrics : open access journal
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of risk and financial management : JRFM
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
KIER Working Papers
1
Risks : open access journal
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
The North American Journal of Economics and Finance
1
The journal of futures markets
1
Tinbergen Institute Discussion Paper 2018-005/III
1
Tinbergen Institute Discussion Paper 2018-052/III
1
Working Papers in Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Does the tail wag the dog? : evidence from fund flow to VIX ETFs and ETNs
Białkowski, Je̜drzej
;
Dang, Huong
;
Wei, Xiaopeng
-
2017
Persistent link: https://www.econbiz.de/10011886575
Saved in:
2
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
3
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
4
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
5
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
6
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:
7
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
8
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562953
Saved in:
9
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
10
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->