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~isPartOf:"Econometric Institute research papers"
~language:"eng"
~subject:"Volatilität"
~subject:"Welt"
~type_genre:"Arbeitspapier"
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Volatilität
Welt
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30
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30
Time series analysis
22
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22
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19
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19
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McAleer, Michael
12
Dijk, Dick van
5
Chang, Chia-Lin
4
Franses, Philip Hans
4
Knapp, Sabine
4
Asai, Manabu
3
Lambertides, Neophytos
2
Martens, Martin
2
Savva, Christos S.
2
Wang, Yu-Ann
2
Zopiatis, Anastasios
2
Allen, David E.
1
Anh The Vo
1
Bannouh, Karim
1
Bijwaard, Govert
1
Boswijk, Herman Peter
1
Duc Hong Vo
1
Gupta, Rangan
1
Hammoudeh, Shawkat M.
1
Heij, Christiaan
1
Ilomäki, Jukka
1
Kumar, Shashi N.
1
Laurila, Hannu
1
Medeiros, Marcelo C.
1
Osborn, Denise R.
1
Pooter, Michiel de
1
Powell, Robert
1
Remijn, Anna Bobo
1
Sensier, Marianne
1
Singh, Abhay Kumar
1
Tan Ngoc Vu
1
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1
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1
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142
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101
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77
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26
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26
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24
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23
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22
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21
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20
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19
ERIM report series research in management
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18
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ECONIS (ZBW)
22
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1
Tourism stocks in times of crises : an econometric investigation of unexpected non-macroeconomic factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668137
Saved in:
2
Tourism stocks in times of crises : an econometric investigation of non-macro factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2016
Persistent link: https://www.econbiz.de/10011823329
Saved in:
3
Changes in variability of the
business
cycle in the G7 countries
Dijk, Dick van
(
contributor
);
Osborn, Denise R.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001702113
Saved in:
4
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:
5
Measuring the effect of perceived corruption on detention and incident risk : an empirical analysis
Knapp, Sabine
;
Franses, Philip Hans
;
Whitby, Bruce
-
2020
Persistent link: https://www.econbiz.de/10012432879
Saved in:
6
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:
7
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
8
Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
-
Revised: December 2016
Persistent link: https://www.econbiz.de/10011631784
Saved in:
9
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:
10
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:
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