//--> //--> //--> //-->
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"
~language:"cat"
~language:"eng"
~person:"McAleer, Michael"
~subject:"ARCH model"
~subject:"Kapitalmarktrendite"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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
| 9 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Kapitalmarktrendite
Stochastischer Prozess
Volatility
72
Volatilität
72
ARCH-Modell
59
Estimation
38
Schätzung
38
USA
38
United States
38
Welt
38
World
38
Forecasting model
33
Prognoseverfahren
33
Time series analysis
30
Zeitreihenanalyse
30
Risikomaß
27
Risk measure
27
Capital market returns
26
Portfolio selection
25
Portfolio-Management
25
Spillover effect
25
Spillover-Effekt
25
Theorie
25
Theory
25
Bibliometrics
20
Bibliometrie
20
Taiwan
20
Modellierung
16
Scientific modelling
16
Spot market
16
Spotmarkt
16
Stochastic process
16
Basel Accord
15
Basler Akkord
15
Commodity derivative
15
Rohstoffderivat
15
Börsenkurs
12
Fachzeitschrift
12
Financial crisis
12
more ...
less ...
Online availability
All
Free
84
Type of publication
All
Book / Working Paper
84
Type of publication (narrower categories)
All
Article in journal
Non-commercial literature
Arbeitspapier
84
Graue Literatur
84
Working Paper
84
Language
All
Valencian
English
Author
All
McAleer, Michael
Chang, Chia-Lin
39
Asai, Manabu
14
Caporin, Massimiliano
9
Chen, Chi-chung
6
Tansuchat, Roengchai
6
Hafner, Christian M.
5
Franses, Philip Hans
4
Ilomäki, Jukka
4
Laurila, Hannu
4
Pérez Amaral, Teodosio
4
Allen, David E.
3
Dekker, Rommert
3
Hooi Hooi Lean
3
Wang, Yu-Ann
3
Wong, Wing Keung
3
Chan, Felix
2
Chen, Ping-yu
2
Dijk, Dick van
2
Dijk, Herman K. van
2
Frenk, Johannes G.
2
Hammoudeh, Shawkat M.
2
Herwartz, Helmut
2
Hsieh, Tai-Lin
2
Hsu, Hui-Kuang
2
Jimenez-Martin, Juan-Angel
2
Jiménez-Martín, Juan-Ángel
2
Kobayashi, Masahito
2
Lambertides, Neophytos
2
Lan Fen Chu
2
Maasoumi, Esfandiar
2
Martinet, Guillaume Gaetan
2
Medeiros, Marcelo C.
2
Nicolai, R. P.
2
Pooter, Michiel de
2
Powell, Robert
2
Roengchai Tansuchat
2
Savva, Christos S.
2
Singh, Abhay Kumar
2
Yuan, Yuan
2
more ...
less ...
Published in...
All
Econometric Institute research papers
Discussion paper / Tinbergen Institute
48
Working paper
41
Econometric reviews
8
Journal of econometrics
8
Discussion paper / Institute of Social and Economic Research
5
Journal of risk and financial management : JRFM
5
Econometrics : open access journal
4
Energy economics
4
Journal of economic surveys
4
Econometric theory
3
International review of economics & finance : IREF
3
The North American journal of economics and finance : a journal of financial economics studies
3
Finance research letters
2
International journal of forecasting
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Journal of time series econometrics
2
Risks : open access journal
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The econometrics journal
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics
1
Applied financial economics
1
Computational economics
1
Economia : revista da ANPEC
1
Economics letters
1
International Journal of Financial Studies : open access journal
1
Journal of applied econometrics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Managerial finance
1
Nota di lavoro / Fondazione Eni Enrico Mattei
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The Korean economic review
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism economics : the business and finance of tourism and recreation
1
Tourism management : research, policies, practice
1
Working paper / Graduate Institute of International Studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
84
Showing
1
-
10
of
84
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
2
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
3
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
4
An event study of Chinese tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011785180
Saved in:
5
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
6
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
7
Market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
-
Revised: June 2018
Persistent link: https://www.econbiz.de/10011915058
Saved in:
8
Market timing with moving averages for fossil fuel and renewable energy stocks
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920543
Saved in:
9
Simple market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011863543
Saved in:
10
Connecting VIX and stock index ETF
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->