//--> //--> //-->
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:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"The Manchester School"
~person:"Brülhart, Marius"
~person:"Chang, Chia-Lin"
~subject:"Modellierung"
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
EU-Staaten
Volatility
Modellierung
Estimation
20
Schätzung
20
ARCH model
9
ARCH-Modell
9
Volatilität
8
Welt
8
World
8
Commodity derivative
5
International tourism
5
Internationaler Tourismus
5
Rohstoffderivat
5
Taiwan
5
Oil price
4
Ölpreis
4
Economic indicator
3
Forecasting model
3
Prognoseverfahren
3
Scientific modelling
3
Time series analysis
3
USA
3
United States
3
Wirtschaftsindikator
3
Zeitreihenanalyse
3
1990-2008
2
1997-2008
2
Cointegration
2
Demand
2
Economic growth
2
Factor analysis
2
Faktorenanalyse
2
Financial crisis
2
Finanzkrise
2
Index
2
Index number
2
Kointegration
2
Monetary indicator
2
Monetärer Indikator
2
Nachfrage
2
more ...
less ...
Online availability
All
Free
9
Type of publication
All
Book / Working Paper
9
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
10
Author
All
Brülhart, Marius
Chang, Chia-Lin
McAleer, Michael
23
Asai, Manabu
6
Medeiros, Marcelo C.
4
Tansuchat, Roengchai
4
Chen, Chi-chung
2
Martinet, Guillaume Gaetan
2
Paap, Richard
2
Ravazzolo, Francesco
2
Arestis, Philip
1
Bahmani-Oskooee, Mohsen
1
Bannouh, Karim
1
Barrios Cobos, Salvador
1
Blake, Neil
1
Boer, Paul M. C. de
1
Camehl, Annika
1
Caporin, Massimiliano
1
Chan, Felix
1
Chen, Ping-Yu
1
Chu, LanFen
1
Dijk, Dick van
1
Dijk, Herman K. van
1
Elliott, Robert J. R.
1
Evans, Lynne
1
Ferreira, Alex
1
Ferreira, Giuliano de Queiroz
1
Franses, Philip Hans
1
Ginsburgh, Victor
1
Gonçalves, Fernanda
1
Groen, Jan J. J.
1
Guo, Na
1
Hafner, Christian M.
1
Henry, S. G. B.
1
Ishida, Isao
1
Jimenez-Martin, Juan-Angel
1
Kenç, Turalay
1
Kneller, Richard
1
Liu, Jingshan
1
Liu, Yandi
1
more ...
less ...
Published in...
All
Econometric Institute research papers
The Manchester School
Working paper
5
Cahiers de recherches économiques
4
HWWA discussion paper
4
Discussion paper / Tinbergen Institute
3
Research papers / Leverhulme Centre for Research on Globalisation and Economic Policy
3
International review of economics & finance : IREF
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper series
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of forecasting
1
Intégration économique européenne ; 1
1
Multidisciplinary economics : the birth of a new economics faculty in the Netherlands
1
Regional science & urban economics
1
Risks : open access journal
1
The Korean economic review
1
The world economy : the leading journal on international economic relations
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
2
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
3
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
4
Conditional correlations and volatility spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
5
How accurate are government forecasts of economic fundamentals? The case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003877073
Saved in:
6
Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877105
Saved in:
7
Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877109
Saved in:
8
Modelling long memory volatility in agricultural commodity futures returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003909568
Saved in:
9
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:
10
A tale of two cycles : co-fluctuations between UK regions and the Euro zone
Barrios Cobos, Salvador
;
Brülhart, Marius
;
Elliott, …
- In:
The Manchester School
71
(
2003
)
3
,
pp. 265-292
Persistent link: https://www.econbiz.de/10001769967
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->