//--> //--> //--> //-->
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:"SpringerLink / Bücher"
~isPartOf:"Working paper"
~language:"eng"
~language:"srp"
~person:"McAleer, Michael"
~subject:"Commodity derivative"
~subject:"USA"
~subject:"Wirtschaftswachstum"
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: Business Economics
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Commodity derivative
USA
Wirtschaftswachstum
Volatility
39
Volatilität
39
Welt
29
World
29
ARCH model
26
ARCH-Modell
26
Estimation
25
Forecasting model
25
Prognoseverfahren
25
Schätzung
25
Theorie
23
Theory
23
Time series analysis
20
Zeitreihenanalyse
20
Risikomaß
18
Risk measure
18
Bibliometrics
17
Bibliometrie
17
Modellierung
14
Scientific modelling
14
United States
14
Stochastic process
13
Stochastischer Prozess
13
Taiwan
13
Fachzeitschrift
10
Journal
10
Portfolio selection
10
Portfolio-Management
10
Rohstoffderivat
10
Börsenkurs
9
Capital income
9
Financial crisis
9
Finanzkrise
9
Kapitaleinkommen
9
Share price
9
Basel Accord
8
Basler Akkord
8
Spillover effect
8
more ...
less ...
Online availability
All
Free
9
Type of publication
All
Book / Working Paper
21
Type of publication (narrower categories)
All
Arbeitspapier
21
Graue Literatur
21
Non-commercial literature
21
Working Paper
21
Language
All
English
Serbian
Author
All
McAleer, Michael
Owyang, Michael T.
14
Piger, Jeremy Max
14
Guidolin, Massimo
13
Garrett, Thomas Andrew
12
Guo, Hui
12
Neely, Christopher J.
11
Wall, Howard J.
11
Wen, Yi
11
Wheelock, David C.
10
Reed, W. Robert
9
Wheeler, Christopher H.
9
Anderson, Richard G.
8
Chang, Chia-Lin
8
Dueker, Michael
8
Thornton, Daniel L.
8
Heimonen, Kari
7
Nelson, Edward
7
Białkowski, Je̜drzej
5
Hammoudeh, Shawkat
5
Kim, Chang-jin
5
Rasche, Robert H.
5
Schmid, Frank A.
5
Timmermann, Allan
5
Emmons, William R.
4
Garriga, Carlos
4
Hooi Hooi Lean
4
Jozsa, Frank P.
4
Morley, James C.
4
Mumtaz, Haroon
4
Pakko, Michael Robert
4
Pennington-Cross, Anthony
4
Roengchai Tansuchat
4
Sarno, Lucio
4
Savickas, Robert
4
Wilson, Paul W.
4
Acs, Zoltán J.
3
Alinaghi, Nazila
3
Bilgin, Mehmet Huseyin
3
Bordo, Michael D.
3
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
5
Published in...
All
SpringerLink / Bücher
Working paper
Econometric Institute research papers
10
International review of economics & finance : IREF
1
Journal of risk and financial management : JRFM
1
Tourism economics : the business and finance of tourism and recreation
1
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
Saved in:
2
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
3
Risk-averse and risk-seeking investor preferences for oil spot and futures
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10010188534
Saved in:
4
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
5
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012031
Saved in:
6
Volatility spillovers from the Chinese stock market to economic neighbours
Allena, David E.
;
Amrama, Ron
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413631
Saved in:
7
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10008688580
Saved in:
8
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
9
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
10
Asymmetric adjustments in the ethanol and grains markets
Chang, Chia-Lin
;
Chen, Li-Hsueh
;
Hammoudeh, Shawkat
; …
-
2010
Persistent link: https://www.econbiz.de/10008760493
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->