//--> //--> //--> //-->
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:"Kapitalmarktrendite"
~subject:"Stochastischer Prozess"
~subject:"United States"
~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
Kapitalmarktrendite
Stochastischer Prozess
United States
Volatility
72
Volatilität
72
ARCH model
59
ARCH-Modell
59
Estimation
38
Schätzung
38
USA
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
62
Type of publication
All
Book / Working Paper
62
Type of publication (narrower categories)
All
Article in journal
Non-commercial literature
Arbeitspapier
62
Graue Literatur
62
Working Paper
62
Language
All
Valencian
English
Author
All
McAleer, Michael
Chang, Chia-Lin
25
Asai, Manabu
11
Franses, Philip Hans
9
Dijk, Herman K. van
6
Paap, Richard
6
Allen, David E.
5
Hammoudeh, Shawkat
5
Dekker, Rommert
4
Ilomäki, Jukka
4
Laurila, Hannu
4
Ravazzolo, Francesco
4
Singh, Abhay Kumar
4
Wong, Wing Keung
4
Bijwaard, Govert
3
Caporin, Massimiliano
3
Dijk, Dick van
3
Hooi Hooi Lean
3
Hsieh, Tai-Lin
3
Medeiros, Marcelo C.
3
Frenk, Johannes G.
2
Heij, Christiaan
2
Jaarsveld, Willem van
2
Kobayashi, Masahito
2
Lambertides, Neophytos
2
Martinet, Guillaume Gaetan
2
Nicolai, R. P.
2
Powell, Robert
2
Satō, Kiyotaka
2
Savva, Christos S.
2
Tansuchat, Roengchai
2
Wang, Yu-Ann
2
Zhang, Zhaoyong
2
Zopiatis, Anastasios
2
Aree Wiboonpongse
1
Bannouh, Karim
1
Barros, Ana
1
Bruijn, Bert de
1
Chaovanapoonphol, Yaovarate
1
Chen, Jinghui
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Discussion paper / Tinbergen Institute
43
Working paper
25
Journal of econometrics
10
Econometric reviews
8
Journal of risk and financial management : JRFM
5
Applied economics
3
Econometrics : open access journal
3
International review of economics & finance : IREF
3
Risks : open access journal
3
Discussion paper / Institute of Social and Economic Research
2
Economics letters
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
The econometrics journal
2
Working papers in quantitative economics and econometrics
2
Applied financial economics
1
Bulletin of economic research
1
Computational economics
1
Energy economics
1
Finance research letters
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
Journal of time series econometrics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Managerial finance
1
Studi e quaderni
1
The Japanese economic review : the journal of the Japanese Economic Association
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
more ...
less ...
Source
All
ECONIS (ZBW)
62
Showing
1
-
10
of
62
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
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
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:
6
Market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
-
Revised: June 2018
Persistent link: https://www.econbiz.de/10011915058
Saved in:
7
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:
8
Simple market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011863543
Saved in:
9
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:
10
The correct egularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668132
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->