//--> //--> //-->
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:"Econometric Institute research papers"
~isPartOf:"Economic modelling"
~isPartOf:"Working paper"
~person:"Allen, David E."
~type:"book"
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:"ARCH model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
4
ARCH-Modell
4
Capital market returns
3
Kapitalmarktrendite
3
Time series analysis
3
Zeitreihenanalyse
3
Großbritannien
2
Multivariate Analyse
2
Multivariate analysis
2
Schock
2
Shock
2
Spillover effect
2
Spillover-Effekt
2
USA
2
United Kingdom
2
United States
2
Volatility
2
Volatilität
2
2002-2012
1
Australia
1
Australien
1
Börsenkurs
1
China
1
Japan
1
Share price
1
South Korea
1
Südkorea
1
VAR model
1
VAR-Modell
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
4
Author
All
Allen, David E.
McAleer, Michael
88
Chang, Chia-Lin
37
Caporin, Massimiliano
13
Asai, Manabu
10
Chen, Chi-chung
10
Hafner, Christian M.
9
Roengchai Tansuchat
7
Manera, Matteo
6
Tansuchat, Roengchai
6
Pérez Amaral, Teodosio
5
Chen, Ping-yu
4
Franses, Philip Hans
4
Lan Fen Chu
4
Chan, Felix
3
Christiansen, Charlotte
3
Guo, Hui
3
Herwartz, Helmut
3
Jimenez-Martin, Juan-Angel
3
Martinet, Guillaume Gaetan
3
Morana, Claudio
3
Neely, Christopher J.
3
Nicolini, Marcella
3
Powell, Robert
3
Singh, Abhay Kumar
3
Yuan, Yuan
3
Baillie, Richard
2
Dijk, Dick van
2
Escribano, Álvaro
2
Hammoudeh, Shawkat M.
2
Hsu, Hui-kuang
2
Jiménez-Martín, Juan-Ángel
2
Khamkaew, Thanchanok
2
Lanne, Markku
2
Maasoumi, Esfandiar
2
Medeiros, Marcelo C.
2
Saikkonen, Pentti
2
Vignati, Ilaria
2
Antoniou, Antonios
1
Awartani, Basel
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Economic modelling
Working paper
Discussion paper / Tinbergen Institute
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Discussion paper / UTAS, School of Economics and Finance
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Theoretical and empirical differences between diagonal and full BEKK for risk management
Allen, David E.
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011734887
Saved in:
2
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2016
Persistent link: https://www.econbiz.de/10011823323
Saved in:
3
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
4
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->