//--> //--> //--> //-->
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:"Chang, Chia-Lin"
~person:"Escribano, Álvaro"
~subject:"Scientific modelling"
~subject:"Stock index"
~subject:"Welt"
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
Volatility
Scientific modelling
Stock index
Welt
Estimation
20
Schätzung
20
ARCH model
7
ARCH-Modell
7
Time series analysis
7
Zeitreihenanalyse
7
Volatilität
6
Forecasting model
5
Prognoseverfahren
5
Taiwan
5
World
5
Cointegration
4
International tourism
4
Internationaler Tourismus
4
Kointegration
4
Theorie
4
Theory
4
USA
4
United States
4
Aktienindex
3
Demand
3
Economic indicator
3
Modellierung
3
Nachfrage
3
Oil price
3
Wirtschaftsindikator
3
Ölpreis
3
Commodity derivative
2
Factor analysis
2
Faktorenanalyse
2
Frühindikator
2
Index
2
Index number
2
Leading indicator
2
Markov Regime-Switching Models
2
Markov chain
2
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Book / Working Paper
12
Type of publication (narrower categories)
All
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Language
All
English
12
Author
All
Chang, Chia-Lin
Escribano, Álvaro
McAleer, Michael
20
Mumtaz, Haroon
13
Neely, Christopher J.
6
Kapetanios, George
5
Manera, Matteo
5
Theodoridis, Konstantinos
5
Fontagné, Lionel
4
Mignon, Valérie
4
Gaulier, Guillaume
3
Mayer, Thierry
3
Nguyen, Hoang
3
Owyang, Michael T.
3
Raunig, Burkhard
3
Valenti, Daniele
3
Österholm, Pär
3
Allen, David E.
2
Asai, Manabu
2
Bandyopadhyay, Subhayu
2
Benati, Luca
2
Blazsek, Szabolcs
2
Bloom, Nicholas
2
Coudert, Virginie
2
Crozet, Matthieu
2
Disdier, Anne-Célia
2
Erdemlioglu, Deniz
2
Gourier, Elise
2
Karlsson, Sune
2
Kiss, Tamás
2
Lahrèche-Révil, Amina
2
Laurent, Sébastien
2
Licht, Adrian
2
Lucas, Robert E.
2
Maranzano, Paolo
2
Morana, Claudio
2
Méjean, Isabelle
2
Orefice, Gianluca
2
Oxley, Les
2
Ravikumar, B.
2
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Working paper
Econometric Institute research papers
14
Discussion paper / Tinbergen Institute
4
Applied economics
2
International review of economics & finance : IREF
2
The North American journal of economics and finance : a journal of financial economics studies
2
International journal of forecasting
1
Risks : open access journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
Tourism economics : the business and finance of tourism and recreation
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012221928
Saved in:
2
Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
-
2020
Persistent link: https://www.econbiz.de/10012310604
Saved in:
3
European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María
;
Escribano, Álvaro
-
2020
Persistent link: https://www.econbiz.de/10012158754
Saved in:
4
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
5
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
6
Coercive journal self-citations, impact factor, journal Influence and article influence
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009723145
Saved in:
7
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
8
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:
9
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:
10
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669356
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->