//--> //--> //-->
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:"International journal of forecasting"
~person:"Ploeg, Frederick van der"
~subject:"ARCH model"
~subject:"Hedging"
~subject:"volatility"
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
ARCH model
Hedging
volatility
Volatility
2
Volatilität
2
ARCH-Modell
1
Capital income
1
Co-volatility
1
Commodity derivative
1
Commodity markets
1
Estimation
1
Forecasting
1
Forecasting model
1
Geopolitical risks
1
Geopolitics
1
Geopolitik
1
Gold
1
Jumps
1
Kapitaleinkommen
1
Leverage effects
1
Prognoseverfahren
1
Realized covariance
1
Rohstoffderivat
1
Schätzung
1
Spillover effect
1
Spillover effects
1
Spillover-Effekt
1
Theorie
1
Theory
1
Welt
1
World
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
McAleer, Michael
Ploeg, Frederick van der
Ma, Feng
3
Wang, Yudong
3
Zhang, Yaojie
3
Catania, Leopoldo
2
Chen, Cathy W. S.
2
Cipollini, Fabrizio
2
Gallo, Giampiero M.
2
Gerlach, Richard
2
Gupta, Rangan
2
Lyócsa, Štefan
2
Rombouts, Jeroen V. K.
2
Ruiz, Esther
2
Taylor, James W.
2
Wahab, M. I. M.
2
Wu, Chongfeng
2
Almeida, Daniel de
1
Amendola, Alessandra
1
Asai, Manabu
1
Awartani, Basel M. A.
1
Bagnato, Luca
1
Bams, Dennis
1
Bauwens, Luc
1
Becker, Ralf
1
Blanchard, Gildas
1
Boudt, Kris
1
Braione, Manuela
1
Breitung, Jörg
1
Brownlees, Christian
1
Buncic, Daniel
1
Candila, Vincenzo
1
Chen, Langnan
1
Chen, Qian
1
Clements, Adam
1
Corradi, Valentina
1
Croux, Christophe
1
Daníelsson, Jón
1
Doolan, M. B.
1
Fiszeder, Piotr
1
Franses, Philip Hans
1
Fu, Jin-Yu
1
more ...
less ...
Published in...
All
International journal of forecasting
Econometric Institute research papers
40
Discussion paper / Tinbergen Institute
25
Working paper
17
Econometric Institute Research Papers
10
KIER Working Papers
6
Working Papers in Economics
6
Journal of risk and financial management : JRFM
4
The North American journal of economics and finance : a journal of financial economics studies
4
Tinbergen Institute Discussion Paper
4
Econometric reviews
3
Econometrics : open access journal
3
Energy economics
3
OxCarre Working Papers
3
Working papers / School of Business, Edith Cowan University
3
DNB Working Papers
2
Documentos de Trabajo del ICAE
2
International review of economics & finance : IREF
2
Journal of Risk and Financial Management
2
Risks : open access journal
2
Tinbergen Institute Discussion Papers
2
"Marco Fanno" Working Papers
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
1
Annual Review of Economics
1
Applied economics
1
Computational economics
1
Contributions to economic analysis
1
Discussion paper / Institute of Social and Economic Research
1
Econometric theory
1
Economics Working Papers / Department of Economics, European University Institute
1
Economics letters
1
Finance research letters
1
International Journal of Financial Studies : open access journal
1
Journal of econometrics
1
Journal of economic surveys
1
OxCarre research paper / Oxford Centre for the Analysis of Resource Rich Economies, Department of Economics, University of Oxford
1
Quantifying consumer preferences
1
Risks
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->