//--> //--> //-->
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
source:"econis"
subject:"Kapitaleinkommen"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"McAleer, Michael"
~person:"Mensi, Walid"
~subject:"ARCH-Modell"
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:"Estimation"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
ARCH-Modell
Estimation
11
Schätzung
11
Volatility
9
Volatilität
9
Spillover effect
5
Spillover-Effekt
5
ARCH model
4
Hedging
4
Börsenkurs
3
Capital income
3
Portfolio selection
3
Portfolio-Management
3
Share price
3
Theorie
3
Theory
3
Aktienindex
2
Aktienmarkt
2
Commodity derivative
2
Forecasting model
2
Leverage effects
2
Multivariate stochastic volatility
2
Oil price
2
Prognoseverfahren
2
Risiko
2
Risikomanagement
2
Risikomaß
2
Risk
2
Risk management
2
Risk measure
2
Rohstoffderivat
2
Stochastic process
2
Stochastischer Prozess
2
Stock index
2
Stock market
2
Stock markets
2
Time series analysis
2
USA
2
United States
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
McAleer, Michael
Mensi, Walid
Todorov, Viktor
8
Gupta, Rangan
7
Bollerslev, Tim
5
Zakoïan, Jean-Michel
5
Francq, Christian
4
Xiu, Dacheng
4
Andersen, Torben
3
Dai, Zhifeng
3
Hau, Liya
3
Kim, Donggyu
3
Paolella, Marc S.
3
Rombouts, Jeroen V. K.
3
Tauchen, George Eugene
3
Yang, Chunpeng
3
Zhou, Liyun
3
Zhu, Huiming
3
Andreou, Elena
2
Asai, Manabu
2
Aït-Sahalia, Yacine
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Cho, Hoon
2
Fan, Jianqing
2
Hamori, Shigeyuki
2
Ji, Qiang
2
Jung, Hojin
2
Kang, Sang Hoon
2
Kim, Dong H.
2
Kim, Jong-Min
2
Kong, Xin-Bing
2
Li, Jia
2
Li, Yingying
2
Liu, Fang
2
Meddahi, Nour
2
Mo, Guoli
2
Nonejad, Nima
2
Patton, Andrew J.
2
Pelger, Markus
2
more ...
less ...
Published in...
All
Journal of econometrics
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
17
Working paper
12
Discussion paper / Tinbergen Institute
8
Econometric reviews
2
International review of economics & finance : IREF
2
Journal of risk and financial management : JRFM
2
Risks : open access journal
2
Australian economic papers
1
Econometrics : open access journal
1
Economies : open access journal
1
Energy economics
1
International journal of emerging markets
1
International journal of forecasting
1
Journal of international financial markets, institutions & money
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
2
Risk spillovers and portfolio management between developed and BRICS stock markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Kang, Sang Hoon
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 133-155
Persistent link: https://www.econbiz.de/10011878945
Saved in:
3
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
4
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
5
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->