//--> //--> //-->
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:"Working paper"
~person:"Chan, Joshua"
~person:"Kaeck, Andreas"
~person:"Pérez Amaral, Teodosio"
~subject:"Scientific modelling"
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
Scientific modelling
Volatility
40
Volatilität
40
ARCH model
16
ARCH-Modell
16
Estimation
13
Schätzung
13
Forecasting model
10
Prognoseverfahren
10
Stochastic process
10
Stochastischer Prozess
10
Capital income
9
Kapitaleinkommen
9
Theorie
9
Theory
9
Welt
9
World
9
Risikomaß
8
Risk measure
8
Börsenkurs
7
Commodity derivative
7
Modellierung
7
Portfolio selection
7
Portfolio-Management
7
Rohstoffderivat
7
Share price
7
USA
7
United States
7
Oil price
6
Time series analysis
6
Zeitreihenanalyse
6
Ölpreis
6
Spillover effect
5
Spillover-Effekt
5
Capital market returns
4
Kapitalmarktrendite
4
Preis
4
Price
4
Derivat
3
Derivative
3
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
7
Author
All
McAleer, Michael
Chan, Joshua
Kaeck, Andreas
Pérez Amaral, Teodosio
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Asai, Manabu
1
Hammoudeh, Shawkat
1
Jimenez-Martin, Juan-Angel
1
Roengchai Tansuchat
1
Wiphatthanananthakul, Chatayan
1
Yuan, Yuan
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
2
Published in...
All
Working paper
Econometric Institute research papers
7
Econometric reviews
4
CAMA working paper series
2
Discussion paper / Tinbergen Institute
1
Econometrics : open access journal
1
International review of economics & finance : IREF
1
Journal of economic dynamics & control
1
Review of finance : journal of the European Finance Association
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
2
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:
3
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
4
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
5
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:
6
A simple expected volatility (SEV) index : application to SET50 Index Options
McAleer, Michael
;
Wiphatthanananthakul, Chatayan
-
2010
Persistent link: https://www.econbiz.de/10008670007
Saved in:
7
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->