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~isPartOf:"Tinbergen Institute Discussion Papers"
~isPartOf:"Working paper"
~person:"Clements, Adam"
~person:"Engle, Robert F."
~person:"Lahaye, Jérôme"
~person:"McAleer, Michael"
~subject:"Portfolio-Management"
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Search: subject_exact:"Volatility"
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Portfolio-Management
Volatility
45
Volatilität
43
ARCH model
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Estimation
14
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14
Forecasting model
10
Prognoseverfahren
10
Stochastic process
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Time series analysis
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Clements, Adam
Engle, Robert F.
Lahaye, Jérôme
McAleer, Michael
Chang, Chia-Lin
4
Hammoudeh, Shawkat
3
Pérez Amaral, Teodosio
3
Allen, David E.
1
Bao Doan
1
Burger, John D.
1
Gourier, Elise
1
Guidolin, Massimo
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Jimenez-Martin, Juan-Angel
1
Jiménez-Martín, Juan-Ángel
1
Kayal, Parthajit
1
Konstantinidi, Eirini
1
Liu, Tengdong
1
Malik, Farooq
1
Mandalinci, Zeyyad
1
Mumtaz, Haroon
1
Nguyen, Hoang
1
Rebucci, Alessandro
1
Reeves, Jonathan J.
1
Roengchai Tansuchat
1
Sherris, Michael
1
Skiadopoulos, George
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Subramanian, Abhishek
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Timmermann, Allan
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International journal of forecasting
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Energy economics
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The North American journal of economics and finance : a journal of financial economics studies
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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ECONIS (ZBW)
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1
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562953
Saved in:
2
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
3
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:
4
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695591
Saved in:
5
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
6
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
7
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
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