//--> //--> //--> //-->
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"
~person:"McAleer, Michael"
~subject:"Australia"
~subject:"Deutschland"
~subject:"Economics"
~subject:"Nachhaltigkeit"
~subject:"Umweltpolitik"
~subject:"Zeitreihenanalyse"
~type_genre:"Einführung"
~type_genre:"Government document"
~type_genre:"Non-commercial literature"
~type_genre:"Statistik"
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: economics
Narrow search
Delete all filters
| 12 applied filters
Year of publication
From:
To:
Subject
All
Australia
Deutschland
Economics
Nachhaltigkeit
Umweltpolitik
Zeitreihenanalyse
Volatility
40
Volatilität
40
Welt
30
World
30
ARCH model
28
ARCH-Modell
28
Estimation
26
Forecasting model
26
Prognoseverfahren
26
Schätzung
26
Theorie
23
Theory
23
Time series analysis
20
Risikomaß
18
Risk measure
18
Bibliometrics
17
Bibliometrie
17
Modellierung
16
Scientific modelling
16
USA
14
United States
14
Stochastic process
13
Stochastischer Prozess
13
Taiwan
13
Commodity derivative
11
Fachzeitschrift
11
Journal
11
Rohstoffderivat
11
Portfolio selection
10
Portfolio-Management
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
14
Type of publication
All
Book / Working Paper
24
Type of publication (narrower categories)
All
Einführung
Government document
Non-commercial literature
Statistik
Arbeitspapier
24
Graue Literatur
24
Working Paper
24
Language
All
English
24
Author
All
McAleer, Michael
Kapetanios, George
14
Clark, Andrew E.
9
Escribano, Álvaro
9
Reed, W. Robert
9
Blazsek, Szabolcs
8
Turner, Lindsay W.
8
Chang, Chia-Lin
7
Caporin, Massimiliano
6
Giraitis, Liudas
6
Piger, Jeremy Max
6
Senik-Leygonie, Claudia
6
D'Ambrosio, Conchita
5
Reisinger, Yvette
5
Shanmugam, K. R.
5
Yu, Jun
5
Österholm, Pär
5
Anderson, Warwick
4
Franses, Philip Hans
4
Kulendran, Nada
4
Kónya, László
4
Lepinteur, Anthony
4
Licht, Adrian
4
Nelson, Edward
4
Phillips, Peter C. B.
4
Rea, Alethea
4
Rea, William
4
Stavins, Robert N.
4
Torgler, Benno
4
Yang, Libin
4
Baillie, Richard
3
Cavalli, Laura
3
Chan, Ho Fai
3
Doz, Catherine
3
Dueker, Michael
3
Guo, Hui
3
Herstatt, Cornelius
3
Javed, Farrukh
3
Lodefalk, Magnus
3
Morley, James C.
3
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
4
Published in...
All
Working paper
Econometric Institute research papers
15
Discussion paper / Tinbergen Institute
6
School of Accounting, Finance and Economics & FEMARC working paper series
2
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
Working papers in economics and econometrics
1
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Ranking
economics
and econometrics ISI journals by quality weighted citations
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348326
Saved in:
2
How should journal quality be ranked? : an application to agricultural, energy, environmental and resource
economics
Chang, Chia-Lin
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413630
Saved in:
3
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348322
Saved in:
4
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
5
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
6
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:
7
A one line derivation of DCC : application of a vector random coefficient moving average process
Hafner, Christian M.
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410197
Saved in:
8
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
9
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:
10
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->