//--> //--> //--> //-->
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
~language:"eng"
~person:"Allen, David E."
~person:"Caporale, Guglielmo Maria"
~subject:"Kapitalmarktrendite"
~subject:"Risikomanagement"
~subject:"Time series analysis"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Kapitalmarktrendite
Risikomanagement
Time series analysis
Schätzung
57
Estimation
56
Zeitreihenanalyse
42
Theorie
37
USA
37
United States
37
Theory
36
Börsenkurs
33
Share price
33
Australia
31
Australien
31
EU countries
29
EU-Staaten
29
Volatility
28
Volatilität
28
Capital income
25
Kapitaleinkommen
25
Großbritannien
23
United Kingdom
23
Aktienmarkt
22
Business cycle
22
Konjunktur
22
Stock market
22
Cointegration
20
Euro area
20
Eurozone
20
Kointegration
20
Interest rate
19
Zins
19
Welt
16
World
16
Kaufkraftparität
15
Purchasing power parity
15
International economy
14
Internationale Wirtschaft
14
Japan
14
Business cycle synchronization
13
Konjunkturzusammenhang
13
ARCH model
12
more ...
less ...
Online availability
All
Free
47
Undetermined
4
Type of publication
All
Book / Working Paper
46
Article
6
Type of publication (narrower categories)
All
Arbeitspapier
46
Working Paper
46
Graue Literatur
41
Non-commercial literature
41
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
Author
All
Allen, David E.
Caporale, Guglielmo Maria
McAleer, Michael
57
Gil-Alaña, Luis A.
45
Broll, Udo
19
Franses, Philip Hans
16
Gatzert, Nadine
16
Chang, Chia-Lin
15
Croux, Christophe
14
Härdle, Wolfgang
14
Teräsvirta, Timo
14
Billio, Monica
13
Mirakhor, Abbas
13
Reichlin, Lucrezia
13
Dijk, Dick van
12
Gupta, Rangan
12
Hammoudeh, Shawkat
12
Tobacman, Jeremy
12
Caporin, Massimiliano
11
Dhaene, Jan
11
Dijk, Herman K. van
11
Townsend, Robert M.
11
Cole, Shawn
10
Engle, Robert F.
10
Giné, Xavier
10
Stulz, René M.
10
Turvey, Calum Greig
10
Acharya, Viral V.
9
Canova, Fabio
9
Dionne, Georges
9
Goodwin, Barry K.
9
Koop, Gary
9
Koopman, Siem Jan
9
Nielsen, Morten Ørregaard
9
Phillips, Peter C. B.
9
Piger, Jeremy Max
9
Ravazzolo, Francesco
9
Surminski, Swenja
9
Topalova, Petia
9
Babcock, Bruce A.
8
more ...
less ...
Institution
All
School of Accounting, Finance and Economics <Perth, Western Australia>
2
School of Finance and Business Economics <Perth, Western Australia>
1
Published in...
All
Economics and finance working paper series
36
School of Accounting, Finance and Economics & FEMARC working paper series
4
Working paper
4
Annals of financial economics
2
Econometric Institute research papers
2
Applied economics
1
Applied economics letters
1
International journal of finance & economics : IJFE
1
Tourism economics : the business and finance of tourism and recreation
1
more ...
less ...
Source
All
ECONIS (ZBW)
52
Showing
1
-
10
of
52
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Macro-financial linkages in the high-frequency domain : economic fundamentals and the Covid-induced uncertainty channel in US and UK financial markets
Caporale, Guglielmo Maria
;
Karanasos, Menelaos
;
Yfanti, …
- In:
International journal of finance & economics : IJFE
29
(
2024
)
2
,
pp. 1581-1608
Persistent link: https://www.econbiz.de/10014533276
Saved in:
2
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
3
Applications of recursive estimation methods in statistical process control
Peiris, S.
;
Thavaneswaran, A.
;
Allen, David E.
;
Mellor, …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791360
Saved in:
4
Hedge fund portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Peiris, Shelton
; …
-
2014
Persistent link: https://www.econbiz.de/10011296524
Saved in:
5
European Market portfolio diversifcation strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10011296531
Saved in:
6
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
7
Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2018
Persistent link: https://www.econbiz.de/10011995640
Saved in:
8
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
9
Analysing the determinants of credit risk for general insurance firms in the UK
Caporale, Guglielmo Maria
;
Cerrato, Mario
;
Zhang, Xuan
-
2016
Persistent link: https://www.econbiz.de/10011536775
Saved in:
10
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->