//--> //--> //-->
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:"restricted"
~isPartOf:"International journal of forecasting"
~person:"McAleer, Michael"
~person:"Paolella, Marc S."
~subject:"ARCH-Modell"
~subject:"Stochastic process"
~subject:"United States"
~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:"conditional heteroskedasticity"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Stochastic process
United States
Welt
ARCH model
1
Capital income
1
Co-volatility
1
Commodity derivative
1
Commodity markets
1
Estimation
1
Forecasting
1
Forecasting model
1
Geopolitical risks
1
Geopolitics
1
Geopolitik
1
Gold
1
Jumps
1
Kapitaleinkommen
1
Leverage effects
1
Prognoseverfahren
1
Realized covariance
1
Rohstoffderivat
1
Schätzung
1
Spillover effect
1
Spillover effects
1
Spillover-Effekt
1
Volatility
1
Volatilität
1
World
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
McAleer, Michael
Paolella, Marc S.
Wang, Yudong
4
Zhang, Yaojie
4
Catania, Leopoldo
3
Ma, Feng
3
Ruiz, Esther
3
Alexander, Carol
2
Cipollini, Fabrizio
2
Gallo, Giampiero M.
2
Gupta, Rangan
2
He, Mengxi
2
Lazar, Emese
2
Lucas, André
2
Lyócsa, Štefan
2
Meng, Xiaochun
2
Wahab, M. I. M.
2
Wu, Chongfeng
2
Almeida, Daniel de
1
Amendola, Alessandra
1
Ardia, David
1
Asai, Manabu
1
Bagnato, Luca
1
Bams, Dennis
1
Bauwens, Luc
1
Becker, Ralf
1
Bianchi, Michele Leonardo
1
Blanchard, Gildas
1
Blasques, Francisco
1
Bluteau, Keven
1
Boudt, Kris
1
Braione, Manuela
1
Breitung, Jörg
1
Brownlees, Christian
1
Buncic, Daniel
1
Candila, Vincenzo
1
Cardós, Manuel
1
Chen, Langnan
1
Clements, Adam
1
Croux, Christophe
1
De Luca, Giovanni
1
Dimitrakopoulos, Stefanos
1
more ...
less ...
Published in...
All
International journal of forecasting
Econometrics : open access journal
3
International review of economics & finance : IREF
3
Journal of econometrics
3
Research paper series / Swiss Finance Institute
2
Swiss Finance Institute Research Paper
2
Annals of financial economics
1
Applied economics
1
Computational economics
1
Econometric reviews
1
Economics letters
1
Energy economics
1
Finance research letters
1
Journal of banking & finance
1
Journal of time series econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->