//--> //--> //--> //-->
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."
~subject:"Börsenkurs"
~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
Börsenkurs
Prognoseverfahren
Volatility
46
Volatilität
46
ARCH model
19
ARCH-Modell
19
Estimation
15
Schätzung
15
Forecasting model
11
Capital income
10
Kapitaleinkommen
10
Stochastic process
10
Stochastischer Prozess
10
Theorie
10
Theory
10
Portfolio selection
9
Portfolio-Management
9
Risikomaß
9
Risk measure
9
Share price
9
Welt
9
World
9
Commodity derivative
8
Modellierung
8
Rohstoffderivat
8
Scientific modelling
8
Oil price
7
Spillover effect
7
Spillover-Effekt
7
Time series analysis
7
USA
7
United States
7
Zeitreihenanalyse
7
Ölpreis
7
Derivat
5
Derivative
5
Hedging
5
Capital market returns
4
Financial crisis
4
Finanzkrise
4
more ...
less ...
Online availability
All
Free
13
Undetermined
1
Type of publication
All
Book / Working Paper
17
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
20
Author
All
McAleer, Michael
Gallo, Giampiero M.
Neely, Christopher J.
9
Gupta, Rangan
8
Chang, Chia-Lin
5
Guo, Hui
5
Raunig, Burkhard
5
Dai, Zhifeng
4
Kang, Sang Hoon
4
Qiao, Gaoxiu
4
Allen, David E.
3
Asai, Manabu
3
Caporin, Massimiliano
3
Hammoudeh, Shawkat
3
Manera, Matteo
3
Medeiros, Marcelo C.
3
Mensi, Walid
3
Pierdzioch, Christian
3
Pérez Amaral, Teodosio
3
Skiadopoulos, George
3
Wohar, Mark E.
3
Wu, Xinyu
3
Xuan Vinh Vo
3
Zhang, Yaojie
3
Baker, Scott
2
Baldi, Lucia
2
Bastianin, Andrea
2
Bianconi, Marcelo
2
Białkowski, Je̜drzej
2
Bloom, Nicholas
2
Chiang, Thomas C.
2
Cho, Hoon
2
Davis, Steven J.
2
Erdemlioglu, Deniz
2
Gao, Yang
2
Gourier, Elise
2
Hau, Liya
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jimenez-Martin, Juan-Angel
2
Jung, Hojin
2
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
3
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Working paper
Econometric Institute research papers
21
Discussion paper / Tinbergen Institute
17
International journal of forecasting
4
Journal of econometrics
4
Econometric reviews
3
International review of economics & finance : IREF
3
Working papers
3
EUI working paper / ECO
2
Econometrics : open access journal
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk and financial management : JRFM
2
Risks : open access journal
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics
1
Australian economic papers
1
DISIA working paper
1
Economic modelling
1
Economics letters
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Managerial finance
1
NBER Working Paper
1
NBER working paper series
1
Quantitative finance
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
The European journal of finance
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The econometrics journal
1
The journal of futures markets
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
1
Working paper / National Bureau of Economic Research, Inc.
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
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
Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10009771105
Saved in:
6
The impact of China on stock returns and volatility in the Taiwan tourism industry
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010188543
Saved in:
7
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
Saved in:
8
Volatility spillovers from the Chinese stock market to economic neighbours
Allena, David E.
;
Amrama, Ron
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413631
Saved in:
9
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:
10
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->