//--> //--> //-->
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
subject:"Asymmetrische Information"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
~subject:"Volatilität"
~type:"book"
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:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Asymmetrische Information
Volatilität
Theorie
23
Theory
23
ARCH model
10
ARCH-Modell
10
Time series analysis
10
Zeitreihenanalyse
10
Volatility
9
Forecasting model
5
Prognoseverfahren
5
Modellierung
4
Scientific modelling
4
Stochastic process
4
Stochastischer Prozess
4
Commodity derivative
3
Correlation
3
Estimation
3
Korrelation
3
Rohstoffderivat
3
Schätzung
3
Statistical test
3
Statistischer Test
3
Capital income
2
Econometric model
2
Frühindikator
2
Kapitaleinkommen
2
Leading indicator
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Oil price
2
Robust statistics
2
Robustes Verfahren
2
Statistical method
2
Statistische Methode
2
USA
2
United States
2
Ökonometrisches Modell
2
Ölpreis
2
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Language
All
English
9
Author
All
McAleer, Michael
Mumtaz, Haroon
9
Härdle, Wolfgang
8
Nguyen, Hoang
5
Herwartz, Helmut
4
Gauthier, Stéphane
3
Gärtner, Dennis
3
Karlsson, Sune
3
Neely, Christopher J.
3
Nyholm, Ken
3
Ravikumar, B.
3
Razin, Asaf
3
Spokojnyj, Vladimir G.
3
Tsadḳah, Efrayim
3
Wen, Yi
3
Yuen, Chi-Wa
3
Alessandri, Piergiorgio
2
Asai, Manabu
2
Bühler, Stefan
2
Chang, Chia-Lin
2
Christiansen, Charlotte
2
Danau, Daniel
2
Fengler, Matthias R.
2
Grammig, Joachim
2
Hafner, Christian M.
2
Horst, Ulrich
2
Kapetanios, George
2
Lando, Henrik Dan
2
Laroque, Guy
2
Laurent, Sébastien
2
Minh-Ngoc Tran
2
Piccolo, Salvatore
2
Platen, Eckhard
2
Roengchai Tansuchat
2
Sartori, Elia
2
Schmidt, Peter
2
Schmutzler, Armin
2
Steen Mikkelsen, Inge
2
Teyssière, Gilles
2
Theodoridis, Konstantinos
2
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Working paper
Discussion paper / Tinbergen Institute
8
Econometric Institute research papers
6
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
2
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
3
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
4
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:
5
Testing the Box-Cox parameter for an integrated process
Huang, Jian
;
Kobayashi, Masahito
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760495
Saved in:
6
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
7
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
8
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
9
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->