//--> //--> //-->
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"
~language:"afr"
~language:"eng"
~language:"hrv"
~language:"nld"
~language:"sqi"
~person:"McAleer, Michael"
~person:"Thisse, Jacques-François"
~subject:"Commodity derivative"
~subject:"Lieferkette"
~subject:"Risk measure"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"United States"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Sammlung"
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
| 23 applied filters
Year of publication
From:
To:
Subject
All
Commodity derivative
Lieferkette
Risk measure
Theorie
Time series analysis
USA
United States
Unternehmenserfolg
Volatility
Welt
Rohstoffderivat
3
Erdöl
2
Estimation
2
Petroleum
2
Risikoprämie
2
Risk premium
2
Schätzung
2
Theory
2
1986-1999
1
1992-2004
1
ARCH model
1
ARCH-Modell
1
Allocative efficiency
1
Allokationseffizienz
1
Asia-Pacific region
1
Asiatisch-pazifischer Raum
1
Correlation
1
Currency derivative
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Großbritannien
1
Korrelation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
NE-Metall
1
Non-ferrous metal
1
United Kingdom
1
Volatilität
1
Währungsderivat
1
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
Collection of articles written by one author
Handbuch
Sammlung
Aufsatz in Zeitschrift
5
Language
All
Afrikaans
English
Croatian
Dutch
Albanian
Author
All
McAleer, Michael
Thisse, Jacques-François
Madura, Jeff
14
McMillan, David G.
12
Hamori, Shigeyuki
7
Akhigbe, Aigbe O.
6
Brooks, Robert
6
Satchell, Stephen
6
Speight, Alan E. H.
6
Caporale, Guglielmo Maria
5
Chelley-Steeley, Patricia L.
5
Darrat, Ali F.
5
Fabozzi, Frank J.
5
Goel, Rajeev K.
5
Hassan, M. Kabir
5
Payne, James E.
5
Taylor, Mark P.
5
Wohar, Mark E.
5
Ajayi, Richard A.
4
Becchetti, Leonardo
4
Chatrath, Arjun
4
Faff, Robert W.
4
Gandar, John M.
4
Gil-Alaña, Luis A.
4
Hasan, Iftekhar
4
Hwang, Soosung
4
Lien, Da-hsiang Donald
4
MacDonald, Ronald
4
Mehdian, Seyed M.
4
Moosa, Imad A.
4
Peel, David
4
Poshakwale, Sunil S.
4
Power, David M.
4
Prakash, Arun J.
4
Serletis, Apostolos
4
Shaffer, Sherrill
4
Switzer, Lorne N.
4
Zuber, Richard A.
4
Adrangi, Bahram
3
Asai, Manabu
3
Barkoulas, John T.
3
more ...
less ...
Published in...
All
Applied financial economics
Econometric Institute research papers
157
Working paper
101
Discussion paper / Tinbergen Institute
94
CORE discussion paper : DP
49
Discussion paper / Centre for Economic Policy Research
42
Econometric reviews
18
Journal of econometrics
17
Journal of urban economics
17
Journal of economic surveys
15
Journal of risk and financial management : JRFM
13
Working papers in quantitative economics and econometrics
13
CORE discussion papers : DP
12
Discussion paper / Institute of Social and Economic Research
12
European economic review : EER
9
School of Accounting, Finance and Economics & FEMARC working paper series
9
Working papers in economics and econometrics
9
International economic review
8
International review of economics & finance : IREF
8
Journal of regional science
8
Applied economics
7
Discussion papers / CEPR
7
Economics letters
7
Regional science & urban economics
7
The Japanese economic review : the journal of the Japanese Economic Association
7
The North American journal of economics and finance : a journal of financial economics studies
7
Energy economics
6
The journal of industrial economics
6
Annals of financial economics
5
Econometrics : open access journal
5
International journal of industrial organization
5
Journal of forecasting
5
Journal of public economics
5
Nota di lavoro / Fondazione Eni Enrico Mattei
5
Risks : open access journal
5
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
5
Econometric theory
4
International journal of economic theory
4
International journal of forecasting
4
Tourism economics : the business and finance of tourism and recreation
4
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
2
Pricing of non-ferrous metals futures on the London metal exchange
Watkins, Clinton
;
McAleer, Michael
- In:
Applied financial economics
16
(
2006
)
12
,
pp. 853-880
Persistent link: https://www.econbiz.de/10003377835
Saved in:
3
Efficient estimation and testing of oil futures contracts in a mutual offset system
McAleer, Michael
;
Sequeira, John M.
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 953-962
Persistent link: https://www.econbiz.de/10002195488
Saved in:
4
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:
5
Testing the risk premium and cost-of-carry hypotheses for currency futures contracts
Sequeira, John M.
;
McAleer, Michael
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 277-289
Persistent link: https://www.econbiz.de/10001526288
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->