//--> //--> //--> //-->
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:"Working paper"
~person:"Clements, Adam"
~person:"Engle, Robert F."
~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_exact:"Volatility"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
42
Volatilität
42
ARCH model
17
ARCH-Modell
17
Estimation
14
Schätzung
14
Forecasting model
10
Prognoseverfahren
10
Stochastic process
10
Stochastischer Prozess
10
Theorie
10
Theory
10
Capital income
9
Kapitaleinkommen
9
Welt
9
World
9
Commodity derivative
8
Risikomaß
8
Risk measure
8
Rohstoffderivat
8
USA
8
United States
8
Börsenkurs
7
Modellierung
7
Portfolio selection
7
Portfolio-Management
7
Scientific modelling
7
Share price
7
Time series analysis
7
Zeitreihenanalyse
7
Oil price
6
Ölpreis
6
Spillover effect
5
Spillover-Effekt
5
Capital market returns
4
Kapitalmarktrendite
4
Preis
4
Price
4
Derivat
3
Derivative
3
more ...
less ...
Online availability
All
Free
25
Type of publication
All
Book / Working Paper
40
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
40
Graue Literatur
40
Non-commercial literature
40
Working Paper
40
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
42
Author
All
Clements, Adam
Engle, Robert F.
McAleer, Michael
Neely, Christopher J.
15
Chang, Chia-Lin
14
Mumtaz, Haroon
14
Manera, Matteo
13
Guo, Hui
9
McMillan, David G.
9
Asai, Manabu
7
Raunig, Burkhard
7
Christiansen, Charlotte
6
Nguyen, Hoang
6
Skiadopoulos, George
6
Kapetanios, George
5
Mignon, Valérie
5
Roengchai Tansuchat
5
Speight, Alan E. H.
5
Theodoridis, Konstantinos
5
Allen, David E.
4
Bloom, Nicholas
4
Chelley-Steeley, Patricia L.
4
Chen, Chi-chung
4
Escribano, Álvaro
4
Hammoudeh, Shawkat
4
Karlsson, Sune
4
Laurent, Sébastien
4
Rebucci, Alessandro
4
Savickas, Robert
4
Wen, Yi
4
Yu, Jun
4
Österholm, Pär
4
Baker, Scott
3
Bastianin, Andrea
3
Behmiri, Niaz Bashiri
3
Blazsek, Szabolcs
3
Caporin, Massimiliano
3
Davis, Steven J.
3
Erdemlioglu, Deniz
3
Héricourt, Jérôme
3
Lahaye, Jérôme
3
Medeiros, Marcelo C.
3
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
9
Published in...
All
Applied financial economics
Working paper
Econometric Institute research papers
72
Discussion paper / Tinbergen Institute
53
NCER working paper series
23
Econometric reviews
13
Discussion paper / Department of Economics, University of California San Diego
12
Journal of econometrics
12
Econometric Institute Research Papers
11
Working Papers in Economics
11
KIER Working Papers
10
Tinbergen Institute Discussion Paper
10
The North American journal of economics and finance : a journal of financial economics studies
8
Documentos de Trabajo del ICAE
7
Energy economics
6
International journal of forecasting
6
NCER Working Paper Series
6
Econometrics : open access journal
5
Journal of banking & finance
5
Journal of risk and financial management : JRFM
5
NBER working paper series
5
Working paper / National Bureau of Economic Research, Inc.
5
International review of economics & finance : IREF
4
Tinbergen Institute Discussion Papers
4
Journal of Risk and Financial Management
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Mathematics and Computers in Simulation (MATCOM)
3
NBER Working Paper
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
The North American Journal of Economics and Finance
3
Working paper series / University of Zurich, Department of Economics
3
Working papers / School of Business, Edith Cowan University
3
Applied economics
2
Discussion paper series
2
Discussion papers in economics, finance and international competitiveness
2
Econometrics Working Papers Archive
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance research letters
2
Journal of economic surveys
2
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
1
-
10
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Machine news and volatility : the Dow Jones industrial average and the TRNA sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010242810
Saved in:
2
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
3
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
4
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
5
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
6
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
7
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
8
Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10009771105
Saved in:
9
Modeling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10009701639
Saved in:
10
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701646
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->