//--> //--> //--> //-->
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"
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:"Asset return"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital market returns
26
Kapitalmarktrendite
26
Volatility
18
Volatilität
18
ARCH model
9
ARCH-Modell
9
USA
8
United States
8
Spillover effect
6
Spillover-Effekt
6
Aktienindex
5
Stock index
5
Aktienmarkt
4
Börsenkurs
4
Estimation
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Schätzung
4
Share price
4
Stochastic process
4
Stochastischer Prozess
4
Stock market
4
Time series analysis
4
Zeitreihenanalyse
4
Financial analysis
3
Financial economics
3
Finanzanalyse
3
Forecasting model
3
Futures
3
Index
3
Index number
3
Kapitalmarkttheorie
3
Portfolio selection
3
Portfolio-Management
3
Prognoseverfahren
3
Stochastic volatility
3
Stochastische Volatilität
3
ARMA model
2
ARMA-Modell
2
Biofuel
2
more ...
less ...
Online availability
All
Free
26
Type of publication
All
Book / Working Paper
26
Type of publication (narrower categories)
All
Arbeitspapier
26
Graue Literatur
26
Non-commercial literature
26
Working Paper
26
Language
All
English
26
Author
All
McAleer, Michael
26
Chang, Chia-Lin
12
Asai, Manabu
5
Ilomäki, Jukka
4
Laurila, Hannu
4
Allen, David E.
3
Hsieh, Tai-Lin
2
Lambertides, Neophytos
2
Martinet, Guillaume Gaetan
2
Powell, Robert
2
Savva, Christos S.
2
Singh, Abhay Kumar
2
Wang, Yu-Ann
2
Zopiatis, Anastasios
2
Caporin, Massimiliano
1
Chen, Jinghui
1
Hafner, Christian M.
1
Hsu, Hui-Kuang
1
Hsu, Shu-Han
1
Kobayashi, Masahito
1
more ...
less ...
Published in...
All
Econometric Institute research papers
The review of financial studies
126
Working paper / National Bureau of Economic Research, Inc.
102
NBER working paper series
96
Journal of financial and quantitative analysis : JFQA
91
NBER Working Paper
77
Discussion paper / Centre for Economic Policy Research
72
The journal of futures markets
52
The journal of finance : the journal of the American Finance Association
51
Journal of financial economics
47
Finance research letters
37
Journal of banking & finance
37
Pacific-Basin finance journal
36
International review of financial analysis
31
International review of finance
30
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
29
Energy economics
27
SpringerLink / Bücher
27
Applied economics
26
Discussion paper / Tinbergen Institute
24
Journal of empirical finance
24
Finance India : the quarterly journal of Indian Institute of Finance
22
Journal of international financial markets, institutions & money
22
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Financial management
21
The journal of financial research
21
International review of economics & finance : IREF
18
Review of finance : journal of the European Finance Association
18
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
17
Review of asset pricing studies
17
Springer eBook Collection
17
Working paper
17
CESifo working papers
16
The North American journal of economics and finance : a journal of financial economics studies
16
Discussion papers / CEPR
14
International finance discussion papers
14
Journal of risk and financial management : JRFM
14
Research paper series / Swiss Finance Institute
14
Springer eBook Collection / Economics and Finance
12
Economics letters
11
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
-
Revised: June 2018
Persistent link: https://www.econbiz.de/10011915058
Saved in:
2
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:
3
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:
4
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:
5
Simple market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011863543
Saved in:
6
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:
7
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
8
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:
9
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:
10
A tourism financial conditions index for tourism finance
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2017
-
Revised: August 2017
Persistent link: https://www.econbiz.de/10011734895
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->