//--> //--> //--> //-->
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:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~subject:"Elektrizitätswirtschaft"
~subject:"Schätzung"
~subject:"Volatilität"
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: Business Economics
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Elektrizitätswirtschaft
Schätzung
Volatilität
Volatility
10
ARCH model
6
ARCH-Modell
6
Estimation
6
Forecasting model
6
Neuseeland
6
New Zealand
6
Prognoseverfahren
6
Theorie
6
Theory
6
Welt
6
World
6
Capital income
5
Kapitaleinkommen
5
Time series analysis
5
Zeitreihenanalyse
5
Bibliometrics
4
Bibliometrie
4
Börsenkurs
4
Modellierung
4
Scientific modelling
4
Share price
4
USA
4
United States
4
Electric power industry
3
Experiment
3
Incomplete market
3
Market power
3
Marktmacht
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Portfolio selection
3
Portfolio-Management
3
Risikomaß
3
Risk measure
3
Spillover effect
3
Spillover-Effekt
3
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Language
All
English
Author
All
McAleer, Michael
9
Chang, Chia-Lin
3
Chen, Chi-chung
2
Evans, Lewis T.
2
Hammoudeh, Shawkat
2
Hogan, Seamus D.
2
Jackson, Peter R.
2
Khamkaew, Thanchanok
2
Roengchai Tansuchat
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chen, Ping-yu
1
Etebari, Ahmad
1
Guthrie, Graeme A.
1
Ishida, Isao
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
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
32
Federal Reserve Bank of St. Louis
29
Forschungsinstitut zur Zukunft der Arbeit
28
Federal Reserve Bank of San Francisco
22
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
18
Institut für Weltwirtschaft
18
Svenska Handelshögskolan <Helsinki>
16
Institute of Finance and Accounting <London>
15
University of Exeter / Department of Economics
13
Johns Hopkins University / Department of Economics
10
National Institute of Economic and Social Research
10
Universitat Pompeu Fabra / Departament d'Economia i Empresa
10
Institutt for Samfunnsøkonomi <Bergen, Norwegen>
9
University of Glasgow / Department of Economics
9
Ekonomiska forskningsinstitutet <Stockholm>
7
Elinkeinoelämän Tutkimuslaitos
6
School of Economics and Finance <Brisbane>
6
African Economic Research Consortium
5
European University Institute / Department of Economics
5
Rodney L. White Center for Financial Research
5
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
5
University of Connecticut / Department of Economics
5
Center for the Study of Industrial Organisation
4
Centre for Economic Performance
4
Econometrisch Instituut <Rotterdam>
4
Federal Reserve Bank of Boston
4
Federal Reserve Bank of Cleveland
4
Institut for Nationaløkonomi <Kopenhagen>
4
Institut für Wirtschaftswissenschaften <Wien>
4
Institut national de la statistique et des études économiques <Frankreich> / Direction des études et synthèses économiques
4
Nationaløkonomiske Instituttet <Århus>
4
Research Seminar in International Economics
4
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
4
School of Accounting, Economics and Finance <Geelong>
4
School of Accounting, Finance and Economics <Perth, Western Australia>
4
School of Finance and Business Economics <Perth, Western Australia>
4
Universität <Münster, Westfalen> / Lehrstuhl für Betriebswirtschaftslehre, insbesondere Finanzierung
4
Universität Augsburg / Institut für Volkswirtschaftslehre
4
Zentrum für Europäische Wirtschaftsforschung
4
more ...
less ...
Published in...
All
Working paper
14
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
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
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:
4
An examination of Frank Wolak's model of market power and its application to the New Zealand electricty market
Evans, Lewis T.
;
Guthrie, Graeme A.
-
2011
Persistent link: https://www.econbiz.de/10009012216
Saved in:
5
A critique of Wolak's evaluation of the NZ electricity market : the incentive to exercise market power with elastic demand and transmission loss
Hogan, Seamus D.
;
Jackson, Peter R.
-
2011
Persistent link: https://www.econbiz.de/10009012218
Saved in:
6
A critique of Wolak's evaluation of the NZ electricity market : introduction and overview
Evans, Lewis T.
;
Hogan, Seamus D.
;
Jackson, Peter R.
-
2011
Persistent link: https://www.econbiz.de/10009012224
Saved in:
7
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:
8
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:
9
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->