//--> //--> //-->
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:"Volatility"
~isPartOf:"Working paper"
~person:"Asai, Manuabu"
~person:"Roengchai Tansuchat"
~type_genre:"Graue Literatur"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation
4
Schätzung
4
ARCH model
3
ARCH-Modell
3
Volatilität
3
Capital income
2
Commodity derivative
2
Kapitaleinkommen
2
Rohstoffderivat
2
Welt
2
World
2
1996-2009
1
1998-2009
1
Demand
1
Forecasting model
1
Indonesia
1
Indonesien
1
International tourism
1
Internationaler Tourismus
1
Malaysia
1
Modellierung
1
Nachfrage
1
Oil price
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Saisonkomponente
1
Scientific modelling
1
Seasonal component
1
Singapore
1
Singapur
1
Spillover effect
1
Spillover-Effekt
1
Thailand
1
Theorie
1
Theory
1
Time series analysis
1
USA
1
United States
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Asai, Manuabu
Roengchai Tansuchat
McAleer, Michael
13
Mumtaz, Haroon
11
Theodoridis, Konstantinos
5
Neely, Christopher J.
4
Chang, Chia-Lin
3
Escribano, Álvaro
3
Nguyen, Hoang
3
Österholm, Pär
3
Allen, David E.
2
Asai, Manabu
2
Blazsek, Szabolcs
2
Gourier, Elise
2
Kapetanios, George
2
Karlsson, Sune
2
Kiss, Tamás
2
Laurent, Sébastien
2
Licht, Adrian
2
Manera, Matteo
2
Scharth, Marcel
2
Tripier, Fabien
2
Valenti, Daniele
2
Alessandri, Piergiorgio
1
Baker, Scott
1
Baldi, Lucia
1
Bardgett, Chris
1
Bas, Maria
1
Bastianin, Andrea
1
Behmiri, Niaz Bashiri
1
Beine, Michel
1
Belke, Ansgar
1
Białkowski, Je̜drzej
1
Bloom, Nicholas
1
Bombarda, Pamela
1
Bowman, Robert G.
1
Caporin, Massimiliano
1
Carriero, Andrea
1
Cezar, Rafaël
1
Charles, Amélie
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Working paper
Econometric Institute research papers
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
2
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->