//--> //--> //-->
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:"International review of economics & finance : IREF"
~language:"eng"
~language:"ron"
~person:"McAleer, Michael"
~person:"Mensi, Walid"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Volatility
9
Volatilität
9
Welt
6
World
6
Estimation
5
Schätzung
5
Spillover effect
5
Spillover-Effekt
5
ARCH model
4
ARCH-Modell
4
Zeitreihenanalyse
4
Commodity derivative
3
Financial crisis
3
Finanzkrise
3
Forecasting model
3
Oil price
3
Portfolio selection
3
Portfolio-Management
3
Prognoseverfahren
3
Risiko
3
Risikomanagement
3
Risikomaß
3
Risk
3
Risk management
3
Risk measure
3
Rohstoffderivat
3
USA
3
United States
3
VAR model
3
VAR-Modell
3
Ölpreis
3
Aktienmarkt
2
BRICS countries
2
BRICS-Staaten
2
Capital income
2
Economic policy
2
Financial market
2
Finanzmarkt
2
Forecast
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
4
Language
All
English
Romanian
Author
All
McAleer, Michael
Mensi, Walid
Caporin, Massimiliano
3
Chang, Tsangyao
3
Chen, Shyh-Wei
3
Gil-Alaña, Luis A.
3
Xie, Zixiong
3
Abakah, Emmanuel Joel Aikins
2
Arize, Augustine Chuck
2
Balcilar, Mehmet
2
Chang, Chia-Lin
2
Ferrer, Román
2
Gupta, Rangan
2
Hammoudeh, Shawkat
2
Li, Xiao-Lin
2
Tiwari, Aviral Kumar
2
Wei, Yu
2
Abiyev, Vasif
1
Adarov, Amat
1
Ahmad, Ahmad Hassan
1
Ahmad, Wasim
1
Ajmi, Ahdi Noomen
1
Al-Yahyaee, Khamis Hamed
1
Albulescu, Claudiu Tiberiu
1
Arthur, Emmanuel Kwesi
1
Asai, Manabu
1
Aworinde, Olalekan Bashir
1
Bali, Rakesh
1
Baruník, Jozef
1
Bekiros, Stelios
1
Ben Omrane, Walid
1
Benkato, Omar M.
1
Benítez, Rafael
1
Bhar, Ramaprasad
1
Black, Angela J.
1
Bolós, Vicente J.
1
Boughrara, Adel
1
Brooks, Robert
1
Buncic, Daniel
1
Caraiani, Petre
1
more ...
less ...
Published in...
All
International review of economics & finance : IREF
Journal of economic surveys
5
Applied economics
4
Econometric reviews
4
Journal of econometrics
4
Finance research letters
3
Econometrics : open access journal
2
Risks : open access journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
Computational economics
1
Economia : revista da ANPEC
1
Economics letters
1
Energy economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of hospitality management
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of risk and financial management : JRFM
1
Journal of time series econometrics
1
Practical issues in cointegration analysis
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The econometrics journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of economic studies
1
Tourism management : research, policies, practice
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
2
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
Saved in:
3
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
4
Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters : the importance of scheduled and unscheduled news announcemen...
Mensi, Walid
;
Hammoudeh, Shawkat
;
Yoon, Seong-min
- In:
International review of economics & finance : IREF
30
(
2014
),
pp. 101-119
Persistent link: https://www.econbiz.de/10010490494
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->