//--> //--> //--> //-->
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"
~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
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Stochastic process
United States
Welt
ARCH model
21
Volatility
17
Volatilität
17
Estimation
8
Schätzung
8
Stochastischer Prozess
7
Theorie
7
Theory
7
Börsenkurs
6
Share price
6
Statistical distribution
6
Statistische Verteilung
6
Asymmetry
5
Capital income
5
Forecasting model
5
GARCH
5
Kapitaleinkommen
5
Prognoseverfahren
5
Spillover effect
5
Spillover-Effekt
5
Time series analysis
5
Zeitreihenanalyse
5
Capital market returns
4
Kapitalmarktrendite
4
Multivariate Analyse
4
Multivariate analysis
4
Risikomaß
4
Risk measure
4
Commodity derivative
3
Estimation theory
3
Rohstoffderivat
3
Schätztheorie
3
asymmetry
3
leverage
3
Biofuel
2
Biokraftstoff
2
CCC
2
Correlation
2
more ...
less ...
Online availability
All
Undetermined
Free
165
Type of publication
All
Article
19
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
21
Author
All
McAleer, Michael
Paolella, Marc S.
Ma, Feng
57
Gupta, Rangan
36
Zhang, Yaojie
29
Bouri, Elie
28
Tiwari, Aviral Kumar
23
Liang, Chao
21
Wang, Yudong
20
Serletis, Apostolos
19
Wu, Xinyu
19
Kumar, Dilip
17
Wei, Yu
17
Xuan Vinh Vo
16
Hammoudeh, Shawkat
15
Kang, Sang Hoon
15
Jawadi, Fredj
14
Huang, Zhuo
13
Lu, Xinjie
12
Lucey, Brian M.
12
Mensi, Walid
12
Nonejad, Nima
12
Francq, Christian
11
Herwartz, Helmut
11
Lau, Chi Keung
11
Li, Yan
11
Liu, Jing
11
Molnár, Peter
11
Shi, Yanlin
11
Wang, Jiqian
11
Wang, Lu
11
Yoon, Seong-min
11
Corbet, Shaen
10
Degiannakis, Stavros
10
Floros, Christos
10
Hafner, Christian M.
10
Hamori, Shigeyuki
10
Ji, Qiang
10
Lee, Chien-chiang
10
Wen, Fenghua
10
Brooks, Robert
9
more ...
less ...
Published in...
All
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
International journal of forecasting
1
Journal of banking & finance
1
Journal of time series econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Density and risk prediction with non-Gaussian COMFORT models
Paolella, Marc S.
;
Polak, Pawel
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014442390
Saved in:
2
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:
3
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
4
A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of banking & finance
125
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012819586
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
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:
7
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
8
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:
9
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
10
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->