//--> //--> //--> //-->
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:"Applied economics"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Econometrics : open access journal"
~language:"eng"
~language:"fin"
~language:"ita"
~language:"lit"
~language:"slv"
~person:"McAleer, Michael"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Fallstudie"
~type_genre:"Government document"
~type_genre:"Konferenzschrift"
~type_genre:"Non-commercial literature"
~type_genre:"Statistik"
~type_genre:"Thesis"
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
| 17 applied filters
Year of publication
From:
To:
Subject
All
Volatility
77
Volatilität
77
ARCH model
64
ARCH-Modell
64
Estimation
43
Schätzung
43
USA
40
United States
40
Welt
38
World
38
Time series analysis
36
Zeitreihenanalyse
36
Forecasting model
33
Prognoseverfahren
33
Theorie
29
Theory
29
Capital market returns
28
Kapitalmarktrendite
28
Risikomaß
27
Risk measure
27
Portfolio selection
26
Portfolio-Management
26
Spillover effect
26
Spillover-Effekt
26
Bibliometrics
21
Bibliometrie
21
Taiwan
20
Stochastic process
19
Stochastischer Prozess
19
Modellierung
17
Scientific modelling
17
Spot market
16
Spotmarkt
16
Basel Accord
15
Basler Akkord
15
Börsenkurs
15
Commodity derivative
15
Rohstoffderivat
15
Share price
15
Fachzeitschrift
13
more ...
less ...
Online availability
All
Free
240
Undetermined
8
Type of publication
All
Book / Working Paper
239
Article
19
Type of publication (narrower categories)
All
Article in journal
Aufsatzsammlung
Fallstudie
Government document
Konferenzschrift
Non-commercial literature
Statistik
Thesis
Arbeitspapier
239
Graue Literatur
239
Working Paper
239
Aufsatz in Zeitschrift
19
Language
All
English
Finnish
Italian
Lithuanian
Slovenian
Author
All
McAleer, Michael
Franses, Philip Hans
119
Chang, Chia-Lin
112
Bahmani-Oskooee, Mohsen
56
Dekker, Rommert
51
Gil-Alaña, Luis A.
37
Huisman, Dennis
37
Gupta, Rangan
32
Moosa, Imad A.
32
Narayan, Paresh Kumar
32
Wong, Wing Keung
28
Allen, David E.
27
Heuvel, Wilco van den
26
Chang, Tsangyao
25
Barros, Carlos Pestana
24
Knapp, Sabine
24
Mulder, Henry Martyn
24
Paap, Richard
24
Apergēs, Nikolaos
22
Asai, Manabu
22
Hammoudeh, Shawkat
22
Taylor, Mark P.
22
Heij, Christiaan
21
Mixon, Franklin G.
21
Tiwari, Aviral Kumar
20
Dollevoet, Twan
19
Salim, Ruhul A.
19
Wohar, Mark E.
19
Brent, Robert J.
18
Cebula, Richard J.
18
Dijk, Dick van
18
Dijk, Herman K. van
18
Groenen, Patrick J. F.
18
Lee, Chien-chiang
18
Roca, Eduardo
18
Wagelmans, Albert P. M.
18
Devadoss, Stephen
17
Goel, Rajeev K.
17
Jawadi, Fredj
17
Madden, Gary
17
more ...
less ...
Published in...
All
Applied economics
Econometric Institute research papers
Econometrics : open access journal
Discussion paper / Tinbergen Institute
136
Working paper
121
Journal of economic surveys
26
Journal of econometrics
22
Econometric reviews
21
Journal of risk and financial management : JRFM
21
Annals of financial economics
17
Working papers in quantitative economics and econometrics
14
School of Accounting, Finance and Economics & FEMARC working paper series
13
Discussion paper / Institute of Social and Economic Research
12
International review of economics & finance : IREF
9
Energy economics
7
Risks : open access journal
7
The North American journal of economics and finance : a journal of financial economics studies
7
Econometric theory
6
International journal of forecasting
6
Applied financial economics
5
Journal of forecasting
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Tourism economics : the business and finance of tourism and recreation
5
Working papers in economics and econometrics
5
Discussion papers / Institute of Social and Economic Research
4
Economics letters
4
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
4
Tourism management : research, policies, practice
4
Journal of applied econometrics
3
Managerial finance
3
Discussion paper / Center for Economic Research, Tilburg University
2
Finance research letters
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of macroeconomics
2
Journal of time series econometrics
2
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
2
The econometrics journal
2
The economic journal : the journal of the Royal Economic Society
2
The economic record : er
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
more ...
less ...
Source
All
ECONIS (ZBW)
258
Showing
71
-
80
of
258
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
71
Asymptotic theory for extended asymmetric multivariate GARCH processes
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011541171
Saved in:
72
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:
73
A cointegration analysis of agricultural, energy and bio-fuel spot and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2016
Persistent link: https://www.econbiz.de/10011500264
Saved in:
74
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Chien-Hsun
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500282
Saved in:
75
An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2016
Persistent link: https://www.econbiz.de/10011477211
Saved in:
76
Estimating and forecasting generalized fractional long memory stochastic volatility models
Peiris, Shelton
;
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011500273
Saved in:
77
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:
78
Industrial penetration and internet intensity
Chang, Chia-Lin
;
McAleer, Michael
;
Wu, Yu-Chieh
-
2016
-
Revised: April, 2016
Persistent link: https://www.econbiz.de/10011500268
Saved in:
79
Joint and cross-border patents as proxies for international technology diffusion
Chang, Chia-Lin
;
McAleer, Michael
;
Tang, Ju-Ting
-
2016
-
Revised: December 2016
Persistent link: https://www.econbiz.de/10011631778
Saved in:
80
Management science, economics and finance : a connection
Chang, Chia-Lin
;
McAleer, Michael
;
Wong, Wing Keung
-
2016
Persistent link: https://www.econbiz.de/10011541142
Saved in:
First
Prev
4
5
6
7
8
9
10
11
12
13
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->