//--> //--> //-->
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 financial economics"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Nota di lavoro / Fondazione Eni Enrico Mattei"
~person:"McAleer, Michael"
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: subject:"conditional heteroskedasticity"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
5
ARCH-Modell
5
Commodity derivative
2
Oil price
2
Rohstoffderivat
2
Spillover effect
2
Spillover-Effekt
2
Volatility
2
Volatilität
2
Ölpreis
2
Asymmetry
1
Australia
1
Australien
1
Biofuel
1
Biokraftstoff
1
Börsenkurs
1
Capital income
1
China
1
Cholesky-GARCH
1
Correlation
1
Crude oil futures
1
Day-night realized volatility
1
Day-night returns
1
Day-night volume
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Erdgas
1
Erdgasmarkt
1
Erdöl
1
Estimation
1
Ethanol futures
1
Forecast
1
Index futures
1
Index-Futures
1
Intra-day prices and returns
1
Japan
1
Kapitaleinkommen
1
Korrelation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
4
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
5
Author
All
McAleer, Michael
Ma, Feng
6
Malik, Farooq
5
Caporin, Massimiliano
4
Hammoudeh, Shawkat
4
Brooks, Robert
3
Chen, Wang
3
Engle, Robert F.
3
Hamori, Shigeyuki
3
Horváth, Lajos
3
Huang, Dengshi
3
Kumar, Dilip
3
Li, Steven
3
Manera, Matteo
3
McMillan, David G.
3
Paolella, Marc S.
3
Speight, Alan E. H.
3
Teräsvirta, Timo
3
Wang, Jiqian
3
Wang, Lu
3
Yang, Lu
3
Ajmi, Ahdi Noomen
2
Chang, Kuang-Liang
2
Chen, Yi-Hsuan
2
Chen, Yi-ting
2
Chiang, Min-Hsien
2
Chiu, Chien-Liang
2
Choudhry, Taufiq
2
Corredor, Pilar
2
Degiannakis, Stavros
2
Dijk, Dick van
2
Ewing, Bradley T.
2
Fleming, Jeff
2
Francq, Christian
2
Franses, Philip Hans
2
Ghysels, Eric
2
Gupta, Rangan
2
Haas, Markus
2
Hafner, Christian M.
2
Ho, Kin-Yip
2
more ...
less ...
Published in...
All
Applied financial economics
International review of economics & finance : IREF
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Nota di lavoro / Fondazione Eni Enrico Mattei
Econometric Institute research papers
59
Discussion paper / Tinbergen Institute
32
Working paper
29
Discussion paper / Institute of Social and Economic Research
6
Econometrics : open access journal
4
Journal of economic surveys
4
Journal of risk and financial management : JRFM
4
Econometric reviews
3
Econometric theory
3
Energy economics
3
Journal of Risk and Financial Management
3
The North American journal of economics and finance : a journal of financial economics studies
3
Tinbergen Institute Discussion Paper
3
Working Papers in Economics
3
Documentos de Trabajo del ICAE
2
Finance research letters
2
International journal of forecasting
2
Journal of econometrics
2
Journal of forecasting
2
Tinbergen Institute Discussion Papers
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics
1
Computational economics
1
Contributions to economic analysis
1
Contributions to financial econometrics : theoretical and practical issues
1
Econometric Institute Research Papers
1
Economia : revista da ANPEC
1
Economics letters
1
International Journal of Financial Studies : open access journal
1
Journal of applied econometrics
1
Journal of time series econometrics
1
KIER Working Papers
1
Papers in efficiency, effectiveness and international competitiveness
1
Quantifying consumer preferences
1
Risks : open access journal
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
2
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 159-175
Persistent link: https://www.econbiz.de/10011740133
Saved in:
3
Dynamic asymmetric GARCH
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 385-412
Persistent link: https://www.econbiz.de/10003354083
Saved in:
4
Modelling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro
;
Manera, Matteo
;
McAleer, Michael
-
2004
Persistent link: https://www.econbiz.de/10002127352
Saved in:
5
Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers
Chan, Felix
;
McAleer, Michael
- In:
Applied financial economics
13
(
2003
)
8
,
pp. 581-592
Persistent link: https://www.econbiz.de/10001770826
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->