//--> //--> //--> //-->
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
~accessRights:"free"
~person:"Fagiolo, Giorgio"
~person:"McAleer, Michael"
~subject:"ARCH model"
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: economics
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Theorie
68
Volatility
62
Volatilität
59
Theory
57
Welt
53
World
49
ARCH-Modell
39
Eigenfactor
32
Schätzung
31
Zeitreihenanalyse
31
Research assessment measures
30
USA
30
United States
30
Capital market returns
29
Kapitalmarktrendite
29
Estimation
28
Time series analysis
28
Prognoseverfahren
26
Risikomaß
26
Forecasting model
25
Risk measure
25
STAR
25
Bibliometrie
24
Bibliometrics
23
Netzwerk
23
Portfolio selection
22
Portfolio-Management
22
C3PO
21
Finanzkrise
21
PI-BETA
21
h-index
21
Agentenbasierte Modellierung
20
IFI
20
Article Influence
19
Financial crisis
19
Spillover effect
19
Spillover-Effekt
19
Internationale Wirtschaftsbeziehungen
18
Taiwan
18
more ...
less ...
Online availability
All
Free
Undetermined
6
Type of publication
All
Book / Working Paper
37
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
36
Graue Literatur
36
Non-commercial literature
36
Working Paper
36
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
38
Author
All
Fagiolo, Giorgio
McAleer, Michael
Gupta, Rangan
25
Teräsvirta, Timo
22
Conrad, Christian
16
Caporale, Guglielmo Maria
15
Chang, Chia-Lin
14
Hafner, Christian M.
13
Rahbek, Anders
12
Rombouts, Jeroen V. K.
11
Shephard, Neil G.
11
Sheppard, Kevin
11
Weber, Enzo
10
Audrino, Francesco
9
Herwartz, Helmut
9
Meitz, Mika
9
Miller, Stephen M.
9
Silvennoinen, Annastiina
9
Zagaglia, Paolo
9
Allen, David E.
8
Asai, Manabu
8
Bauwens, Luc
8
Bouri, Elie
8
Fang, Wen-shwo
8
Saikkonen, Pentti
8
Salisu, Afees A.
8
Trojani, Fabio
8
Billio, Monica
7
Caporin, Massimiliano
7
Harvey, Andrew C.
7
Mittnik, Stefan
7
Xu, Yongdeng
7
Andersen, Torben
6
Christoffersen, Peter F.
6
Engle, Robert F.
6
Karanasos, Menelaos
6
Nielsen, Morten Ørregaard
6
Pedersen, Rasmus Søndergaard
6
Polasek, Wolfgang
6
Spagnolo, Nicola
6
Wu, Jianbin
6
more ...
less ...
Published in...
All
Econometric Institute research papers
21
Working paper
14
Economia : revista da ANPEC
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An event study of Chinese tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011785180
Saved in:
2
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
3
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: April 2017
Persistent link: https://www.econbiz.de/10011659228
Saved in:
4
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
5
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
6
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
7
The correct egularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668132
Saved in:
8
The fiction of full BEKK
Chang, Chia-Lin
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011823320
Saved in:
9
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
10
Volatility spillovers for spot, futures, and ETF prices in Energy and Agriculture
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541148
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->