//--> //--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper"
~person:"Gallo, Giampiero M."
~person:"Qiao, Gaoxiu"
~subject:"Prognoseverfahren"
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
Prognoseverfahren
Volatility
50
Volatilität
50
ARCH model
22
ARCH-Modell
22
Estimation
16
Schätzung
16
Forecasting model
14
Börsenkurs
12
Capital income
12
Kapitaleinkommen
12
Share price
12
Theorie
11
Theory
11
Stochastic process
10
Stochastischer Prozess
10
Portfolio selection
9
Portfolio-Management
9
Risikomaß
9
Risk measure
9
Welt
9
World
9
Commodity derivative
8
Modellierung
8
Rohstoffderivat
8
Scientific modelling
8
Time series analysis
8
Zeitreihenanalyse
8
Oil price
7
Spillover effect
7
Spillover-Effekt
7
USA
7
United States
7
Ölpreis
7
Derivat
5
Derivative
5
Hedging
5
Risikoprämie
5
Risk premium
5
Capital market returns
4
more ...
less ...
Online availability
All
Free
7
Undetermined
3
Type of publication
All
Book / Working Paper
10
Article
4
Type of publication (narrower categories)
All
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
14
Author
All
McAleer, Michael
Gallo, Giampiero M.
Qiao, Gaoxiu
Gupta, Rangan
5
Allen, David E.
3
Asai, Manabu
3
Caporin, Massimiliano
3
Dai, Zhifeng
3
Guo, Hui
3
Medeiros, Marcelo C.
3
Pierdzioch, Christian
3
Pérez Amaral, Teodosio
3
Raunig, Burkhard
3
Wohar, Mark E.
3
Wu, Xinyu
3
Zhang, Yaojie
3
Chang, Chia-Lin
2
Jimenez-Martin, Juan-Angel
2
Karlsson, Sune
2
Kok Haur Ng
2
Li, Weiping
2
Liu, Li
2
Neely, Christopher J.
2
Nonejad, Nima
2
Scharth, Marcel
2
Skiadopoulos, George
2
Tiwari, Aviral Kumar
2
Österholm, Pär
2
Al-Jarrah, Idries Mohammad Wanas
1
Al-Yahyaee, Khamis Hamed
1
Alañón Pardo, Ángel
1
Anjum, Hassan
1
Asai, Manuabu
1
Awartani, Basel
1
Azibi, Jamel
1
Bannouh, Karim
1
Bellos, Sotirios K.
1
Berger, Helge
1
Bianconi, Marcelo
1
Blazsek, Szabolcs
1
Brailsford, Timothy J.
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
2
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Working paper
Econometric Institute research papers
12
Discussion paper / Tinbergen Institute
6
International journal of forecasting
4
EUI working paper / ECO
2
International review of economics & finance : IREF
2
Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The journal of futures markets
2
Working papers
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics
1
Applied economics letters
1
DISIA working paper
1
Econometric reviews
1
Econometrics : open access journal
1
Economic modelling
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International review of financial analysis
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of risk and financial management : JRFM
1
NBER Working Paper
1
NBER working paper series
1
Quantitative finance
1
Risks : open access journal
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technological forecasting & social change : an international journal
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
VIX forecasting based on GARCH-type model with observable dynamic jumps : a new perspective
Qiao, Gaoxiu
;
Yang, Jiyu
;
Li, Weiping
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012632195
Saved in:
2
Improving volatility forecasting based on Chinese volatility index information : evidence from CSI 300 index and futures markets
Qiao, Gaoxiu
;
Teng, Yuxin
;
Li, Weiping
;
Liu, Wenwen
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 133-151
Persistent link: https://www.econbiz.de/10012269160
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
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
5
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
6
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
7
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695591
Saved in:
8
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
9
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
10
VIX forecasting and variance risk premium : a new GARCH approach
Liu, Qiang
;
Guo, Shuxin
;
Qiao, Gaoxiu
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 314-322
Persistent link: https://www.econbiz.de/10011540131
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->