//--> //--> //--> //-->
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"
~language:"ell"
~language:"eng"
~language:"grc"
~language:"hrv"
~language:"nld"
~language:"srp"
~person:"McAleer, Michael"
~subject:"EU countries"
~subject:"Estimation"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Collection of articles written by one author"
~type_genre:"Forschungsbericht"
~type_genre:"Sammlung"
~type_genre:"Übersichtsarbeit"
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:
Narrow search
Delete all filters
| 21 applied filters
Year of publication
From:
To:
Subject
All
EU countries
Estimation
Theorie
Time series analysis
USA
United States
Volatility
Volatilität
27
ARCH model
13
ARCH-Modell
13
Zeitreihenanalyse
13
Stochastic process
12
Stochastischer Prozess
12
Theory
12
Börsenkurs
10
Schätzung
10
Share price
10
Welt
9
World
9
Capital market returns
8
Kapitalmarktrendite
8
Capital income
7
Kapitaleinkommen
7
Spillover effect
7
Spillover-Effekt
7
Asymmetry
6
Forecasting model
6
Prognoseverfahren
6
Commodity derivative
4
Estimation theory
4
Financial crisis
4
Finanzkrise
4
Leverage effects
4
Rohstoffderivat
4
Schätztheorie
4
Stochastic volatility
4
leverage
4
China
3
Correlation
3
Korrelation
3
Long memory
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
more ...
less ...
Online availability
All
Undetermined
Free
22
Type of publication
All
Article
35
Type of publication (narrower categories)
All
Article in journal
Aufsatz im Buch
Collection of articles written by one author
Forschungsbericht
Sammlung
Übersichtsarbeit
Aufsatz in Zeitschrift
35
Collection of articles of several authors
1
Sammelwerk
1
Language
All
Modern Greek (1453-)
English
Ancient Greek (to 1453)
Croatian
Dutch
Serbian
Author
All
McAleer, Michael
Gupta, Rangan
303
Tiwari, Aviral Kumar
117
Bahmani-Oskooee, Mohsen
110
Bouri, Elie
108
Ma, Feng
102
Gil-Alaña, Luis A.
101
Tsionas, Efthymios G.
98
Apergēs, Nikolaos
88
Wohar, Mark E.
88
Hammoudeh, Shawkat
82
Zaremba, Adam
71
Balcilar, Mehmet
70
Lee, Chien-chiang
67
Wang, Yudong
67
Xuan Vinh Vo
66
Shahbaz, Muhammad
62
Mensi, Walid
61
Salisu, Afees A.
61
Shahzad, Syed Jawad Hussain
61
Cheng, T. C. E.
59
Zhang, Yaojie
57
Fabozzi, Frank J.
56
Kang, Sang Hoon
56
Serletis, Apostolos
55
Caporale, Guglielmo Maria
54
Ji, Qiang
53
Demirer, Rıza
52
Jawadi, Fredj
52
Wang, Leonard F. S.
51
Zhang, Wei
51
Kumbhakar, Subal
50
Laporte, Gilbert
50
Belke, Ansgar
49
Lau, Chi Keung
49
Lucey, Brian M.
47
Pierdzioch, Christian
47
Ryu, Doojin
47
Wang, Shouyang
47
Dolgui, Alexandre
46
Hassan, M. Kabir
46
more ...
less ...
Published in...
All
Journal of econometrics
6
Applied economics
4
Annals of financial economics
3
Econometric reviews
3
Econometrics : open access journal
3
International review of economics & finance : IREF
3
Applied economics letters
1
Computational economics
1
Economic modelling
1
Economics letters
1
Energy economics
1
Finance research letters
1
International journal of economic theory
1
International journal of forecasting
1
Journal of time series econometrics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
2
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
3
Zero-inflated poisson regression models : aplications in the sciences and social sciences
Truong, Buu-chau
;
Pho, Kim-Hung
;
Dinh, Cong-chanh
; …
- In:
Annals of financial economics
16
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012656863
Saved in:
4
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
5
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:
6
Predicting cases and deaths in Europe from Covid-19 tests and country populations
Allen, David E.
;
McAleer, Michael
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012643030
Saved in:
7
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
8
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
- In:
Applied economics
51
(
2019
)
30
,
pp. 3212-3235
Persistent link: https://www.econbiz.de/10012196823
Saved in:
9
The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin
;
McAleer, Michael
- In:
Finance research letters
28
(
2019
),
pp. 11-19
Persistent link: https://www.econbiz.de/10012384032
Saved in:
10
Tourism stocks in times of crisis : an econometric investigation of unexpected nonmacroeconomic factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
- In:
Journal of travel research : a quarterly publication of …
58
(
2019
)
3
,
pp. 459-479
Persistent link: https://www.econbiz.de/10011983320
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->