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~isPartOf:"Applied Economics Letters"
~isPartOf:"Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Energy economics"
~subject:"Efficient market hypothesis"
~subject:"Volatilität"
~type:"book"
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Efficient market hypothesis
Volatilität
Theorie
133
Theory
133
Time series analysis
47
Zeitreihenanalyse
47
USA
45
United States
45
Forecasting model
38
Prognoseverfahren
38
Volatility
35
Mathematical programming
30
Mathematische Optimierung
30
Welt
30
World
30
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29
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Bayes-Statistik
28
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28
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26
Schätztheorie
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25
Lagerhaltungsmodell
25
Estimation
24
Schätzung
24
Netherlands
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Niederlande
22
Capital market returns
21
Kapitalmarktrendite
21
Lagermanagement
18
Stochastic process
18
Stochastischer Prozess
18
Warehouse management
18
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Tourenplanung
17
Vehicle routing problem
17
Scheduling problem
16
Scheduling-Verfahren
16
Spillover effect
16
Spillover-Effekt
16
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Free
34
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625
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Arbeitspapier
32
Working Paper
32
Graue Literatur
28
Non-commercial literature
28
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English
35
Author
All
McAleer, Michael
26
Chang, Chia-Lin
14
Asai, Manabu
4
Dijk, Dick van
4
Hsieh, Tai-Lin
3
Wang, Yu-Ann
3
Allen, David E.
2
Hafner, Christian M.
2
Lambertides, Neophytos
2
Martens, Martin
2
Powell, Robert
2
Savva, Christos S.
2
Singh, Abhay Kumar
2
Zopiatis, Anastasios
2
Anh The Vo
1
Bannouh, Karim
1
Caporin, Massimiliano
1
Chen, Jinghui
1
Dowling, Michael M.
1
Duc Hong Vo
1
Enninful, Kwesi
1
Guo, Xu
1
Gupta, Rangan
1
Hammoudeh, Shawkat M.
1
Herwartz, Helmut
1
Higashi, Masato
1
Ilomäki, Jukka
1
Kobayashi, Masahito
1
Laurila, Hannu
1
Li, Yiying
1
Liu, Chia-Ping
1
Loening, Josef L.
1
Medeiros, Marcelo C.
1
Omet, Ghassan
1
Osborn, Denise R.
1
Pooter, Michiel de
1
Sensier, Marianne
1
Tan Ngoc Vu
1
Tian, Jiarong
1
Wang, Chien-Hsun
1
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Econometrisch Instituut <Rotterdam>
4
Published in...
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Applied Economics Letters
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
Econometric Institute research papers
Energy economics
Working paper
157
Discussion paper / Centre for Economic Policy Research
138
CREATES research paper
102
Finance and economics discussion series
89
Discussion papers / CEPR
66
Economics and finance working paper series
62
Cambridge working papers in economics
50
Department of Economics working paper series
48
NBER working paper series
45
Working papers
40
NBER Working Paper
38
Working paper / National Bureau of Economic Research, Inc.
35
Fisher College of Business working paper series
33
Working Paper
33
Meddelanden från Svenska Handelshögskolan
32
Working paper series
30
Discussion paper
29
SFB 649 discussion paper
29
Working paper series / European Central Bank
29
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
28
CESifo working papers
26
Discussion paper / Department of Economics, University of California San Diego
26
Discussion paper series / IZA
26
Economics working paper
26
SpringerLink / Bücher
26
Discussion papers in economics
25
EUI working paper / ECO
24
CFS working paper series
23
Discussion papers in economics, finance and international competitiveness
23
Economics / Discussion papers : the open-access, open-assessment e-journal
23
Cardiff economics working papers
22
Kiel Working Paper
22
Working papers in economics
22
Kiel working paper
20
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
18
Discussion paper series / School of Economics and Finance, the University of Hong Kong
18
Economics discussion papers
18
Umeå economic studies
18
Working papers / University of Connecticut, Department of Economics
18
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ECONIS (ZBW)
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1
Tourism stocks in times of crises : an econometric investigation of unexpected non-macroeconomic factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668137
Saved in:
2
The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
Saved in:
3
Tourism stocks in times of crises : an econometric investigation of non-macro factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2016
Persistent link: https://www.econbiz.de/10011823329
Saved in:
4
Connecting VIX and stock index ETF
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
Saved in:
5
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
6
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
7
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
8
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
-
2016
Persistent link: https://www.econbiz.de/10011432790
Saved in:
9
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
-
2016
Persistent link: https://www.econbiz.de/10011432792
Saved in:
10
How are VIX and stock index ETF related?
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011447222
Saved in:
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