//--> //--> //-->
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
~isPartOf:"Accounting and finance : journal of the Accounting Association of Australia and New Zealand"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Chen, Cathy W. S."
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Autocorrelation"
~type_genre:"Article in journal"
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
ARCH-Modell
Autocorrelation
Theorie
14
Theory
14
Volatility
14
Volatilität
14
ARCH model
7
Stochastic process
7
Stochastischer Prozess
7
Estimation
6
Forecasting model
6
Prognoseverfahren
6
Schätzung
6
Capital income
4
Kapitaleinkommen
4
Stochastic volatility
4
Time series analysis
4
Zeitreihenanalyse
4
Econometrics
3
Leverage effects
3
Long memory
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Option trading
3
Optionsgeschäft
3
Statistical distribution
3
Statistische Verteilung
3
Ökonometrie
3
Asymmetry
2
Autokorrelation
2
Börsenkurs
2
Capital market returns
2
Correlation
2
Derivat
2
Derivative
2
Economic forecast
2
Estimation theory
2
Financial econometrics
2
Finanzmarktökonometrie
2
Futures exchange
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
9
Language
All
English
Author
All
Chen, Cathy W. S.
McAleer, Michael
Lee, Lung-fei
15
Francq, Christian
12
Zakoïan, Jean-Michel
10
Ling, Shiqing
7
Sun, Yixiao
7
Teräsvirta, Timo
7
Bollerslev, Tim
5
Laurent, Sébastien
5
Li, Dong
5
Medeiros, Marcelo C.
5
Phillips, Peter C. B.
5
Rombouts, Jeroen V. K.
5
Sun, Yiguo
5
Wang, Hansheng
5
Zhu, Ke
5
Bauwens, Luc
4
Gupta, Abhimanyu
4
Hallin, Marc
4
Hwang, Jungbin
4
Paolella, Marc S.
4
Robinson, Peter M.
4
Andreou, Elena
3
Asai, Manabu
3
Catania, Leopoldo
3
Chan, Ngai Hang
3
Chen, Rong
3
Corradi, Valentina
3
Davis, Richard A.
3
Dijk, Dick van
3
Dufour, Jean-Marie
3
Gonçalves, Sílvia
3
Hafner, Christian M.
3
Hong, Yongmiao
3
Jin, Fei
3
Kapetanios, George
3
Kim, Donggyu
3
Koopman, Siem Jan
3
Li, Guodong
3
Lucas, André
3
more ...
less ...
Published in...
All
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
International journal of forecasting
Journal of econometrics
Journal of forecasting
7
Computational economics
5
The North American journal of economics and finance : a journal of financial economics studies
5
Econometric theory
4
Econometrics : open access journal
4
Journal of economic surveys
4
Econometric reviews
3
Energy economics
3
Finance research letters
3
Journal of risk and financial management : JRFM
3
International review of economics & finance : IREF
2
Risks : open access journal
2
The Japanese economic review : the journal of the Japanese Economic Association
2
Applied economics
1
Applied financial economics
1
Economia : revista da ANPEC
1
Economics letters
1
International Journal of Financial Studies : open access journal
1
International journal of finance & economics : IJFE
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of time series econometrics
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
The Korean economic review
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism economics : the business and finance of tourism and recreation
1
Tourism management : research, policies, practice
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
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:
2
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
3
Forecasting volatility with asymmetric smooth transition dynamic range models
Lin, Edward M. H.
;
Chen, Cathy W. S.
;
Gerlach, Richard
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10009581921
Saved in:
4
It pays to violate : how effective are the Basel accord penalties in encouraging risk management?
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
- In:
Accounting and finance : journal of the Accounting …
52
(
2012
)
1
,
pp. 95-116
Persistent link: https://www.econbiz.de/10009512724
Saved in:
5
Finite sample properties of the QMLE for the Log-ACD model : application to Australian stocks
Allen, David E.
;
Chan, Felix
;
McAleer, Michael
;
Peiris, …
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10003783798
Saved in:
6
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
7
A Portfolio Index GARCH model
Asai, Manabu
;
McAleer, Michael
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 449-461
Persistent link: https://www.econbiz.de/10003764112
Saved in:
8
On a threshold heteroscedastic model
Chen, Cathy W. S.
;
So, Mike Ka-pui
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 73-89
Persistent link: https://www.econbiz.de/10003283952
Saved in:
9
Stationarity and the existence of moments of a family of GARCH processes
Ling, Shiqing
;
McAleer, Michael
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 109-117
Persistent link: https://www.econbiz.de/10001634306
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->