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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:"Portfolio-Management"
~subject:"Prognoseverfahren"
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Search: subject_exact:"Volatility"
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Portfolio-Management
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
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5
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5
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5
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15
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15
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15
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2
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2
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English
17
Author
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McAleer, Michael
Gallo, Giampiero M.
Hammoudeh, Shawkat
7
Gupta, Rangan
6
Chang, Chia-Lin
5
Allen, David E.
4
Asai, Manabu
4
Caporin, Massimiliano
4
Kang, Sang Hoon
4
Mensi, Walid
4
Pérez Amaral, Teodosio
4
Dai, Zhifeng
3
Guo, Hui
3
Medeiros, Marcelo C.
3
Pierdzioch, Christian
3
Qiao, Gaoxiu
3
Raunig, Burkhard
3
Wohar, Mark E.
3
Wu, Xinyu
3
Zhang, Yaojie
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Jimenez-Martin, Juan-Angel
2
Karlsson, Sune
2
Kok Haur Ng
2
Li, Weiping
2
Liu, Li
2
Malik, Farooq
2
Neely, Christopher J.
2
Nguyen, Hoang
2
Nonejad, Nima
2
Scharth, Marcel
2
Skiadopoulos, George
2
Tiwari, Aviral Kumar
2
Virbickaite, Audrone
2
Österholm, Pär
2
Al-Maadid, Alanoud
1
Alañón Pardo, Ángel
1
Anjum, Hassan
1
Asai, Manuabu
1
Awartani, Basel
1
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University of Canterbury / Dept. of Economics and Finance
3
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The North American journal of economics and finance : a journal of financial economics studies
Working paper
Econometric Institute research papers
18
Discussion paper / Tinbergen Institute
8
International journal of forecasting
4
EUI working paper / ECO
2
Energy economics
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 quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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1
The journal of futures markets
1
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ECONIS (ZBW)
17
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1
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17
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date (oldest first)
1
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
2
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562953
Saved in:
3
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
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
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
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