//--> //--> //--> //-->
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:"Working paper"
~language:"eng"
~language:"lit"
~person:"McAleer, Michael"
~subject:"Business model"
~subject:"Corporate Social Responsibility"
~subject:"Corporate social responsibility"
~subject:"Estimation"
~subject:"Japan"
~subject:"Risk measure"
~subject:"Shock"
~subject:"USA"
~type_genre:"Graue Literatur"
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
| 13 applied filters
Year of publication
From:
To:
Subject
All
Business model
Corporate Social Responsibility
Corporate social responsibility
Estimation
Japan
Risk measure
Shock
USA
Volatility
39
Volatilität
39
Welt
29
World
29
ARCH model
26
ARCH-Modell
26
Forecasting model
25
Prognoseverfahren
25
Schätzung
25
Theorie
23
Theory
23
Time series analysis
20
Zeitreihenanalyse
20
Risikomaß
18
Bibliometrics
17
Bibliometrie
17
Modellierung
14
Scientific modelling
14
United States
14
Stochastic process
13
Stochastischer Prozess
13
Taiwan
13
Commodity derivative
10
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
29
Type of publication
All
Book / Working Paper
46
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
46
Non-commercial literature
46
Working Paper
46
Language
All
English
Lithuanian
Author
All
McAleer, Michael
Chang, Chia-Lin
19
Guidolin, Massimo
14
Neely, Christopher J.
14
Owyang, Michael T.
14
Wall, Howard J.
14
Guo, Hui
13
Piger, Jeremy Max
13
Garrett, Thomas Andrew
12
Wen, Yi
12
Wheelock, David C.
11
Anderson, Richard G.
9
Dueker, Michael
9
Mumtaz, Haroon
9
Thornton, Daniel L.
9
Wheeler, Christopher H.
9
Nelson, Edward
8
Pérez Amaral, Teodosio
8
Allen, David E.
7
Heimonen, Kari
7
Österholm, Pär
7
Białkowski, Je̜drzej
6
Jiménez-Martín, Juan-Ángel
6
Rasche, Robert H.
6
Timmermann, Allan
6
Bénassy-Quéré, Agnès
5
DiCecio, Riccardo
5
Fontagné, Lionel
5
Gavin, William T.
5
Kim, Chang-jin
5
Savickas, Robert
5
Bordo, Michael D.
4
Bullard, James Brian
4
Garriga, Carlos
4
Hammoudeh, Shawkat
4
Havrylchyk, Olena
4
Kiss, Tamás
4
Lahrèche-Révil, Amina
4
Mayer, Thierry
4
Morley, James C.
4
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
6
Published in...
All
Working paper
Econometric Institute research papers
13
School of Accounting, Finance and Economics & FEMARC working paper series
1
Source
All
ECONIS (ZBW)
46
Showing
21
-
30
of
46
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Risk management of risk under the Basel Accord : a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto
;
Chang, Chia-Lin
;
Jiménez-Martín, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413659
Saved in:
22
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
23
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:
24
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
25
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:
26
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
27
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
28
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
29
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:
30
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:
First
Prev
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->