//--> //--> //--> //-->
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
~institution:"The Wharton Financial Institutions Center"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~language:"fra"
~language:"vie"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Volatility
USA
71
United States
71
Theorie
55
Theory
55
Welt
18
World
18
Estimation
17
Schätzung
17
Volatilität
16
Bank
15
Börsengang
12
Capital income
12
Initial public offering
12
Kapitaleinkommen
12
Börsenkurs
11
Share price
11
Credit risk
10
Forecasting model
10
Kreditrisiko
10
Prognoseverfahren
10
ARCH model
9
ARCH-Modell
9
Risikomanagement
9
Risk management
9
Insurance
8
Neuseeland
8
New Zealand
8
Takeover
8
Versicherung
8
Übernahme
8
Financial sector
7
Finanzsektor
7
Modellierung
7
Portfolio selection
7
Portfolio-Management
7
Scientific modelling
7
Securities trading
7
Time series analysis
7
Wertpapierhandel
7
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
16
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
Conference proceedings
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Language
All
English
French
Vietnamese
Author
All
McAleer, Michael
9
Diebold, Francis X.
4
Chang, Chia-Lin
3
Andersen, Torben
2
Bollerslev, Tim
2
Chen, Chi-chung
2
Hammoudeh, Shawkat
2
Roengchai Tansuchat
2
Anderson, Torben G.
1
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chen, Ping-yu
1
Christoffersen, Peter F.
1
Etebari, Ahmad
1
Ishida, Isao
1
Khamkaew, Thanchanok
1
Lan Fen Chu
1
Malik, Farooq
1
Medeiros, Marcelo C.
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Scarrott, Carl
1
Wisniewski, Tomasz Piotr
1
Yuan, Yuan
1
more ...
less ...
Institution
All
The Wharton Financial Institutions Center
University of Canterbury / Dept. of Economics and Finance
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
National Bureau of Economic Research
19
Centre for Analytical Finance <Århus>
16
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
Centre for Growth and Business Cycle Research <Manchester>
10
Internationaler Währungsfonds / Research Department
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
European University Institute / Department of Economics
9
Institut für Weltwirtschaft
9
Federal Reserve Bank of New York
8
International Monetary Fund
8
Rodney L. White Center for Financial Research
8
Ekonomiska forskningsinstitutet <Stockholm>
7
Institute of Finance and Accounting <London>
6
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve Bank of San Francisco
5
Federal Reserve System / Division of Research and Statistics
5
Massachusetts Institute of Technology / Department of Economics
5
Center for Economic Research <Tilburg>
4
Econometrisch Instituut <Rotterdam>
4
Federal Reserve System / Board of Governors
4
Instituto Valenciano de Investigaciones Económicas
4
Inter-American Development Bank / Office of the Chief Economist
4
Nuffield College
4
School of Accounting, Economics and Finance <Geelong>
4
William Davidson Institute <Ann Arbor, Mich.>
4
Australian National University / Faculty of Economics and Commerce
3
Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung
3
Brown University / Department of Economics
3
Centre for International Economic Studies
3
Erasmus Research Institute of Management
3
Federal Reserve Bank of Cleveland
3
Forschungsinstitut zur Zukunft der Arbeit
3
Internationaler Währungsfonds / Western Hemisphere Department
3
Kansantaloustieteen Laitos <Tampere>
3
more ...
less ...
Published in...
All
Working paper
11
Working papers / Financial Institutions Center
5
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
3
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:
4
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
5
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
6
Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
7
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
8
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
Saved in:
9
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
Saved in:
10
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->