//--> //--> //--> //-->
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:"edz"
~isPartOf:"Applied financial economics"
~isPartOf:"Econometric Institute research papers"
~source:"econis"
~subject:"Hedging"
~subject:"Wechselkurs"
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:"ARCH-Modell"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Hedging
Wechselkurs
ARCH model
170
ARCH-Modell
170
Volatility
100
Volatilität
100
Estimation
42
Schätzung
42
Theorie
29
Theory
29
Capital income
28
Forecasting model
28
Kapitaleinkommen
28
Prognoseverfahren
28
Time series analysis
25
Zeitreihenanalyse
25
USA
24
United States
24
Aktienmarkt
22
Stock market
22
Exchange rate
18
Börsenkurs
16
Share price
16
Spillover effect
15
Spillover-Effekt
15
Aktienindex
13
Stock index
13
Großbritannien
12
United Kingdom
12
Welt
12
World
12
Commodity derivative
11
Modellierung
11
Multivariate Analyse
11
Multivariate analysis
11
Risikomaß
11
Risk measure
11
Rohstoffderivat
11
Scientific modelling
11
Capital market returns
10
Kapitalmarktrendite
10
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Article
19
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
26
Author
All
McAleer, Michael
7
Chang, Chia-Lin
5
Dijk, Dick van
2
Akgül, Işıl
1
Andrikopulos, Andreas A.
1
Antonakakis, Nikolaos
1
Asai, Manabu
1
Chiu, Chien-liang
1
Chuang, I.-yuan
1
Darby, Julia
1
Franses, Philip Hans
1
Garg, S.
1
Hafner, Christian M.
1
Hammoudeh, Shawkat M.
1
Hamori, Shigeyuki
1
Hsu, Hui-kuang
1
Hu, Michael Y.
1
Hung, Jui-cheng
1
Hyder, Zulfiqar
1
Jiang, Christine X.
1
Kapopoulos, Panayotis T.
1
Kougepsakis, Konstantinos
1
Laopodis, Nikiforos
1
Lee, Hsiang-tai
1
Lee, Mingchih
1
Lee, Pei-hsuan
1
Lien, Da-hsiang Donald
1
Lu, Jin-ray
1
Lucas, André
1
McKenzie, Michael D.
1
Mitchell, Heather
1
Munandar, Haris
1
Peiris, Shelton
1
Pervaiz, Muhammad Khalid
1
Roengchai Tansuchat
1
Rossi, Eduardo
1
Samitas, Aristeidis
1
Sayyan, Hülya
1
Shah, Muhammad Kashif Ali
1
Siokis, Fotios
1
more ...
less ...
Published in...
All
Applied financial economics
Econometric Institute research papers
Energy economics
30
Economic modelling
26
The journal of futures markets
24
Applied economics
23
Journal of international financial markets, institutions & money
21
Finance research letters
20
International review of financial analysis
19
Research in international business and finance
18
The North American journal of economics and finance : a journal of financial economics studies
16
International Journal of Energy Economics and Policy : IJEEP
14
International journal of economics and financial issues : IJEFI
14
International review of economics & finance : IREF
14
Discussion paper / Tinbergen Institute
13
Journal of empirical finance
13
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
12
Applied economics letters
11
Journal of forecasting
11
Journal of international money and finance
11
Journal of risk and financial management : JRFM
10
International journal of economics and finance
9
The European journal of finance
9
CBN journal of applied statistics
8
Cogent economics & finance
8
International journal of finance & economics : IJFE
8
Working paper
8
International journal of forecasting
7
Journal of banking & finance
7
Journal of multinational financial management
7
Macroeconomics and finance in emerging market economies
7
The empirical economics letters : a monthly international journal of economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Asia-Pacific financial markets
6
CESifo working papers
6
Computational economics
6
Financial innovation : FIN
6
Global business review
6
Journal of applied econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
more ...
less ...
Source
All
ArchiDok
ECONIS (ZBW)
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
2
Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China
Chang, Chia-Lin
;
McAleer, Michael
;
Tian, Jiarong
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541151
Saved in:
3
Estimating and forecasting generalized fractional long memory stochastic volatility models
Peiris, Shelton
;
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011500273
Saved in:
4
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10010360672
Saved in:
5
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
6
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat M.
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987666
Saved in:
7
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910516
Saved in:
8
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
9
Volatility transmission across currencies and stock markets : GIIPS in crisis
Andrikopulos, Andreas A.
;
Samitas, Aristeidis
; …
- In:
Applied financial economics
24
(
2014
)
19/21
,
pp. 1261-1283
Persistent link: https://www.econbiz.de/10010460183
Saved in:
10
Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->