//--> //--> //--> //-->
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:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"The economic journal : the journal of the Royal Economic Society"
~language:"eng"
~language:"ita"
~language:"lit"
~language:"vie"
~person:"Kleijnen, Jack P. C."
~person:"McAleer, Michael"
~subject:"Auslandsinvestition"
~subject:"Börsenkurs"
~subject:"Supply chain"
~subject:"Theory"
~subject:"Wirkungsanalyse"
~subject:"World"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
~type_genre:"Fallstudie"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Konferenzbeitrag"
~type_genre:"Non-commercial literature"
~type_genre:"Statistik"
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
| 24 applied filters
Year of publication
From:
To:
Subject
All
Auslandsinvestition
Börsenkurs
Supply chain
Theory
Wirkungsanalyse
World
Zeitreihenanalyse
Theorie
92
Simulation
61
Volatility
53
Volatilität
50
Stochastic process
31
Stochastischer Prozess
31
ARCH model
30
ARCH-Modell
30
Capital market returns
23
Kapitalmarktrendite
23
Bootstrap approach
22
Bootstrap-Verfahren
22
Mathematical programming
21
Mathematische Optimierung
21
Welt
21
Estimation
19
Schätzung
19
Spillover effect
19
Spillover-Effekt
19
Time series analysis
19
Monte Carlo simulation
16
Monte-Carlo-Simulation
16
Share price
16
Experiment
15
Forecasting model
15
Prognoseverfahren
15
Estimation theory
14
Schätztheorie
14
Taiwan
14
USA
14
United States
14
Risikomaß
13
Risk measure
13
China
12
Financial crisis
12
Finanzkrise
12
more ...
less ...
Online availability
All
Free
103
Type of publication
All
Book / Working Paper
136
Article
2
Type of publication (narrower categories)
All
Article in journal
Aufsatzsammlung
Fallstudie
Government document
Graue Literatur
Konferenzbeitrag
Non-commercial literature
Statistik
Arbeitspapier
139
Working Paper
139
Aufsatz in Zeitschrift
2
Language
All
English
Italian
Lithuanian
Vietnamese
Author
All
Kleijnen, Jack P. C.
McAleer, Michael
Koopman, Siem Jan
141
Nijkamp, Peter
130
Verhoef, Erik T.
117
Lucas, André
95
Brink, René van den
83
Laan, Gerard van der
75
Dijk, Herman K. van
74
Talman, Dolf
72
Borm, Peter
70
Tijs, Stef
66
Bergh, Jeroen C. J. M. van den
65
Rietveld, Piet
62
Dur, Robert A. J.
54
Groot, Henri L. F. de
45
Vries, Casper G. de
43
Janssen, Maarten C. W.
40
Hommes, Cars H.
38
Brânzei, Rodica
36
Herings, Peter Jean-Jacques
35
Teulings, Coen N.
35
Yang, Zaifu
35
Dijk, Dick van
34
Francois, Joseph F.
34
Blasques, Francisco
33
Bos, Charles S.
33
Hamers, Herbert
33
Winden, Frans A. A. M. van
33
Boone, Jan
32
Hertog, Dirk den
32
Swank, Otto H.
32
Kort, Peter M.
31
Franses, Philip Hans
30
Ours, Jan C. van
30
Hinloopen, Jeroen
28
Houba, Harold
28
Sonnemans, Joep
28
Huizinga, Harry
27
Perotti, Enrico C.
27
more ...
less ...
Institution
All
Center for Economic Research <Tilburg>
9
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
Discussion paper / Tinbergen Institute
The economic journal : the journal of the Royal Economic Society
Econometric Institute research papers
98
Working paper
72
Econometric reviews
15
Journal of econometrics
13
Journal of economic surveys
11
Working papers in quantitative economics and econometrics
11
Discussion paper / Institute of Social and Economic Research
10
Journal of risk and financial management : JRFM
10
Applied economics
7
International review of economics & finance : IREF
6
School of Accounting, Finance and Economics & FEMARC working paper series
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Annals of financial economics
4
Discussion papers / Institute of Social and Economic Research
4
Econometric theory
4
Econometrics : open access journal
4
Risks : open access journal
4
FEW / Tilburg University, Katholieke Universiteit Brabant
3
International journal of forecasting
3
Journal of applied econometrics
3
Journal of forecasting
3
Journal of the Operational Research Society : OR
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
The North American journal of economics and finance : a journal of financial economics studies
3
Working papers in economics and econometrics
3
Applied financial economics
2
Economics letters
2
European journal of operational research : EJOR
2
INFORMS journal on computing : JOC
2
KBI
2
The econometrics journal
2
The review of economics and statistics
2
Tourism economics : the business and finance of tourism and recreation
2
Tourism management : research, policies, practice
2
Applied economics letters
1
Computational economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
138
Showing
71
-
80
of
138
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
71
Leverage and feedback effects on multifactor wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724148
Saved in:
72
Market integration dynamics and asymptotic price convergence in distribution
García-Hiernaux, Alfredo
;
Guerrero, David E.
;
McAleer, …
-
2013
Persistent link: https://www.econbiz.de/10010191280
Saved in:
73
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009765832
Saved in:
74
Modelling 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/10009724819
Saved in:
75
A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009765843
Saved in:
76
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/10009767005
Saved in:
77
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2013
Persistent link: https://www.econbiz.de/10009784942
Saved in:
78
Return-volatility relationship : insights from linear and non-linear quantile regression
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009724826
Saved in:
79
Robust estimation and forecasting of the capital asset pricing model
Bian, Guorui
;
McAleer, Michael
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10009724796
Saved in:
80
Simulation-optimization via kriging and bootstrapping : a survey
Kleijnen, Jack P. C.
-
2013
-
Revision of CentER DP 2011-064
Persistent link: https://www.econbiz.de/10010228792
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...
//-->