//--> //--> //--> //-->
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:"Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück"
~isPartOf:"Discussion paper series / Research Institute for Economics and Business Administration, Kobe University"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Economica"
~isPartOf:"Games and economic behavior"
~isPartOf:"Journal of economics & business"
~isPartOf:"Journal of international economics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~isPartOf:"Working paper / Foerder Institute for Economic Research"
~isPartOf:"Working paper series / University of Zurich, Department of Economics"
~isPartOf:"Working paper"
~isPartOf:"Working papers in economics"
~person:"Allouch, Nizar"
~person:"Alós-Ferrer, Carlos"
~person:"Camacho, Carmen"
~person:"Chatelain, Jean-Bernard"
~person:"Dickhaut, John W."
~person:"Heckman, James J."
~person:"Karanassou, Marika"
~person:"McAleer, Michael"
~person:"Mumtaz, Haroon"
~person:"Zilcha, Itzhak"
~source:"econis"
~subject:"Scientific modelling"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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: economics
Narrow search
Delete all filters
| 28 applied filters
Year of publication
From:
To:
Subject
All
Scientific modelling
Theorie
106
Theory
106
Estimation
64
Schätzung
64
Volatility
59
Volatilität
59
Welt
38
World
38
VAR model
35
VAR-Modell
35
Forecasting model
32
Prognoseverfahren
32
Schock
32
Shock
32
USA
32
United States
32
ARCH model
31
ARCH-Modell
31
Stochastic process
27
Stochastischer Prozess
27
Geldpolitik
25
Monetary policy
25
Risikomaß
23
Risk measure
23
Time series analysis
23
Zeitreihenanalyse
23
Financial crisis
18
Finanzkrise
18
Bibliometrics
17
Bibliometrie
17
Börsenkurs
17
Risiko
17
Risk
17
Share price
17
Modellierung
16
Experiment
14
Business cycle
13
Dynamic equilibrium
13
Dynamisches Gleichgewicht
13
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
16
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
Aufsatz in Zeitschrift
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Language
All
English
16
Author
All
Allouch, Nizar
Alós-Ferrer, Carlos
Camacho, Carmen
Chatelain, Jean-Bernard
Dickhaut, John W.
Heckman, James J.
Karanassou, Marika
McAleer, Michael
Mumtaz, Haroon
Zilcha, Itzhak
Caporin, Massimiliano
8
Chang, Chia-Lin
3
Baillie, Richard
2
Bodnar, Olha
2
Castle, Jennifer
2
Hey, John Denis
2
Kozbur, Damian
2
Oxley, Les
2
Qin, Xiaochuan
2
Reid, W. Robert
2
Abhyankar, Abhay
1
Abrego, Lisandro E.
1
Allen, David E.
1
Anderson, Barry
1
Anthoff, David
1
Asai, Manabu
1
Atkeson, Andrew
1
Blanford, Geoffrey J.
1
Blazsek, Szabolcs
1
Borgonovo, Emanuele
1
Bosetti, Valentina
1
Brock, William A.
1
Calonaci, Fabio
1
Chan, Felix
1
Christensen, Peter Ove
1
Cole, Stephen J.
1
Conte, Anna
1
Dai, Meixing
1
Delle Monache, Davide
1
Dzemski, Andreas
1
Eriksson, Viktor
1
Escribano, Álvaro
1
Faria e Castro, Miguel
1
Franses, Philip Hans
1
Galeotti, Marzio
1
Gillingham, Kenneth
1
Golinski, Adam
1
Gonçalves, Ricardo
1
Greene, Clinton A.
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
5
Published in...
All
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
Discussion papers in economics
Economica
Games and economic behavior
Journal of economics & business
Journal of international economics
Macroeconomic dynamics
School of Accounting, Finance and Economics & FEMARC working paper series
Working paper / Foerder Institute for Economic Research
Working paper series / University of Zurich, Department of Economics
Working paper
Working papers in economics
Working papers in economics and econometrics
2
Discussion paper / Tinbergen Institute
1
Discussion paper series / IZA
1
Econometric Institute research papers
1
International review of economics & finance : IREF
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
2
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
3
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
4
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
5
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
6
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
7
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760500
Saved in:
8
Moment restriction-based econometric methods : an overview
Kunitomo, Naoto
;
McAleer, Michael
;
Nishiyama, Yoshihiko
-
2010
Persistent link: https://www.econbiz.de/10008760515
Saved in:
9
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
10
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->