//--> //--> //--> //-->
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:"deu"
~language:"eng"
~language:"hun"
~language:"pol"
~source:"econis"
~subject:"Arbeitsmarkt"
~subject:"Spillover-Effekt"
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:"volatility"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Arbeitsmarkt
Spillover-Effekt
Volatility
82
Volatilität
82
ARCH model
42
ARCH-Modell
42
USA
25
United States
25
Estimation
22
Schätzung
22
Spillover effect
22
Capital market returns
20
Kapitalmarktrendite
20
Börsenkurs
14
Share price
14
Capital income
13
Kapitaleinkommen
13
Stochastic process
13
Stochastischer Prozess
13
Welt
13
World
13
Forecasting model
12
Prognoseverfahren
12
Spot market
12
Spotmarkt
12
Time series analysis
12
Zeitreihenanalyse
12
Commodity derivative
11
Oil price
11
Risikomaß
11
Risk measure
11
Rohstoffderivat
11
Ölpreis
11
Futures
10
Theorie
9
Theory
9
Hedging
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Portfolio selection
8
Portfolio-Management
8
more ...
less ...
Online availability
All
Free
22
Type of publication
All
Book / Working Paper
22
Type of publication (narrower categories)
All
Arbeitspapier
22
Graue Literatur
22
Non-commercial literature
22
Working Paper
22
Language
All
German
English
Hungarian
Polish
Author
All
McAleer, Michael
22
Chang, Chia-Lin
16
Tansuchat, Roengchai
4
Wang, Yu-Ann
3
Allen, David E.
2
Asai, Manabu
1
Caporin, Massimiliano
1
Chang, Chia-Ling
1
Chen, Jinghui
1
Hakim, Abdul
1
Hammoudeh, Shawkat M.
1
Hsu, Hui-kuang
1
Khamkaew, Tanchanok
1
Khamkaew, Thanchanok
1
Kobayashi, Masahito
1
Li, Yiying
1
Liu, Chia-Ping
1
Powell, Robert
1
Pérez Amaral, Teodosio
1
Radalj, Kim
1
Singh, Abhay Kumar
1
Tian, Jiarong
1
Wang, Chien-Hsun
1
Wang, Yanghuiting
1
Yuan, Yuan
1
Zuo, Guangdong
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Energy economics
116
Discussion paper series / IZA
98
International review of financial analysis
75
The North American journal of economics and finance : a journal of financial economics studies
74
International review of economics & finance : IREF
63
Finance research letters
62
Research in international business and finance
57
Applied economics
51
Economic modelling
50
IZA Discussion Paper
47
CESifo working papers
43
Working paper
41
NBER working paper series
39
Journal of international financial markets, institutions & money
35
Journal of risk and financial management : JRFM
35
Labour economics : official journal of the European Association of Labour Economists
33
NBER Working Paper
33
Applied economics letters
28
Discussion paper / Centre for Economic Policy Research
26
Working paper / National Bureau of Economic Research, Inc.
25
Discussion paper / Tinbergen Institute
24
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
22
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
International journal of finance & economics : IJFE
21
Journal of banking & finance
21
OECD Employment and Labour Market Statistics
20
Pacific-Basin finance journal
19
Journal of international money and finance
18
Economics letters
17
Financial innovation : FIN
17
International Journal of Energy Economics and Policy : IJEEP
17
Discussion paper
16
Applied financial economics
13
Discussion papers / CEPR
13
Global business review
13
Global finance journal
13
Cogent economics & finance
12
European economic review : EER
12
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for a common
volatility
process and information spillovers in bivariate financial time series models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2016
-
Revised
Persistent link: https://www.econbiz.de/10011448006
Saved in:
2
Realized matrix-exponential stochastic
volatility
with asymmetry, long memory and spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011631770
Saved in:
3
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:
4
Volatility
spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
5
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011432792
Saved in:
6
Volatility
spillovers for spot, futures, and ETF prices in Energy and Agriculture
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541148
Saved in:
7
Modelling and testing
volatility
spillovers in oil and financial markets for USA, UK and China
Chang, Chia-Lin
;
McAleer, Michael
;
Tian, Jiarong
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541151
Saved in:
8
Modelling
volatility
spillovers for bio-ethanol, sugarcane and corn
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
-
Revised
Persistent link: https://www.econbiz.de/10011448000
Saved in:
9
Testing co-
volatility
spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yanghuiting
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500276
Saved in:
10
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Chien-Hsun
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500282
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->