//--> //--> //-->
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"
~person:"Artis, Michael J."
~person:"Chang, Chia-Lin"
~person:"Döpke, Jörg"
~person:"Engle, Robert F."
~person:"Pesaran, M. Hashem"
~source:"econis"
~subject:"Modellierung"
~subject:"Schock"
~type_genre:"Working Paper"
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
| 12 applied filters
Year of publication
From:
To:
Subject
All
EU-Staaten
Volatility
Modellierung
Schock
Estimation
19
Schätzung
19
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
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Language
All
English
9
Author
All
Artis, Michael J.
Chang, Chia-Lin
Döpke, Jörg
Engle, Robert F.
Pesaran, M. Hashem
McAleer, Michael
24
Asai, Manabu
6
Medeiros, Marcelo C.
4
Tansuchat, Roengchai
4
Chen, Chi-chung
2
Martinet, Guillaume Gaetan
2
Paap, Richard
2
Ravazzolo, Francesco
2
Bannouh, Karim
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
Franses, Philip Hans
1
Groen, Jan J. J.
1
Hafner, Christian M.
1
Hammoudeh, Shawkat
1
Ishida, Isao
1
Jimenez-Martin, Juan-Angel
1
Martens, Martin
1
Oxley, Les
1
Oya, Kosuke
1
Pérez Amaral, Teodosio
1
Roengchai Tansuchat
1
Thompson, Mark A.
1
Verbeek, Marno
1
Wiphatthanananthakul, Chatayan
1
Yuan, Yuan
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Kieler Arbeitspapiere
13
CESifo working papers
8
Discussion paper / Centre for Economic Policy Research
8
Kiel working paper
8
Working paper / National Bureau of Economic Research, Inc.
6
Working paper
5
Cambridge working papers in economics
4
Discussion paper / Tinbergen Institute
3
Discussion paper / Deutsche Bundesbank
2
ERF working papers series
2
SERC discussion paper
2
Working paper series / European Central Bank
2
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
2
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
DEP discussion papers : macroeconomics and finance series
1
DNB working paper
1
Discussion paper series
1
Discussion paper series / IZA
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
EUI working paper / ECO
1
EUI working paper / RSC
1
Working paper series / Czech National Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
9
of
9
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->