//--> //--> //--> //-->
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:"Antonio, Katrien"
~person:"Gatzert, Nadine"
~person:"McAleer, Michael"
~subject:"Modellierung"
~subject:"Risk management"
~subject:"Zeitreihenanalyse"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Modellierung
Risk management
Zeitreihenanalyse
Volatility
59
Volatilität
57
Theorie
49
Theory
49
ARCH model
39
ARCH-Modell
39
Welt
39
World
39
Forecasting model
34
Prognoseverfahren
34
Risikomanagement
32
Estimation
29
Schätzung
28
Time series analysis
26
Risikomaß
25
Risk measure
25
USA
23
United States
23
Portfolio selection
22
Portfolio-Management
22
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Scientific modelling
19
Capital market returns
17
Kapitalmarktrendite
17
Lebensversicherung
17
Basel Accord
16
Spillover effect
16
Spillover-Effekt
16
Stochastic process
16
Stochastischer Prozess
16
Basler Akkord
15
Eigenfactor
14
Versicherung
14
Capital income
13
Kapitaleinkommen
13
more ...
less ...
Online availability
All
Free
33
Undetermined
7
Type of publication
All
Book / Working Paper
50
Article
15
Type of publication (narrower categories)
All
Arbeitspapier
44
Graue Literatur
44
Non-commercial literature
44
Working Paper
44
Article in journal
16
Aufsatz in Zeitschrift
16
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
Undetermined
1
Author
All
Antonio, Katrien
Gatzert, Nadine
McAleer, Michael
Gil-Alaña, Luis A.
45
Caporale, Guglielmo Maria
40
Billio, Monica
19
Broll, Udo
19
Franses, Philip Hans
19
Ravazzolo, Francesco
17
Croux, Christophe
15
Dijk, Herman K. van
15
Teräsvirta, Timo
15
Härdle, Wolfgang
14
Canova, Fabio
13
Caporin, Massimiliano
13
Chang, Chia-Lin
13
Dijk, Dick van
13
Gupta, Rangan
13
Hammoudeh, Shawkat
13
Reichlin, Lucrezia
13
Allen, David E.
12
Koop, Gary
12
Tobacman, Jeremy
12
Woitek, Ulrich
12
Casarin, Roberto
11
Dhaene, Jan
11
Townsend, Robert M.
11
Cole, Shawn
10
Engle, Robert F.
10
Giné, Xavier
10
Mirakhor, Abbas
10
Nielsen, Morten Ørregaard
10
Turvey, Calum Greig
10
Acharya, Viral V.
9
Baumgärtner, Stefan
9
Dionne, Georges
9
Goodwin, Barry K.
9
Koopman, Siem Jan
9
Phillips, Peter C. B.
9
Piger, Jeremy Max
9
Stulz, René M.
9
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
5
Department of Economics and Finance, College of Business and Economics
1
University of Canterbury / Dept. of Economics
1
Published in...
All
Working paper
27
Econometric Institute research papers
9
Insurance / Mathematics & economics
5
AFI
3
International review of economics & finance : IREF
3
The North American journal of economics and finance : a journal of financial economics studies
3
Working papers on finance
3
Annals of financial economics
2
Journal of risk and financial management : JRFM
1
Journal of risk finance : the convergence of financial products and insurance
1
Risks : open access journal
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Working Papers in Economics
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
more ...
less ...
Source
All
ECONIS (ZBW)
64
RePEc
1
Showing
1
-
10
of
65
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
CO2 emissions, energy consumption and economic growth : evidence from the Trans-Pacific Partnership
Duc Hong Vo
;
Nguyen, Ha
;
Anh The Vo
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986960
Saved in:
2
Energy consumption and economic growth : evidence from Vietnam
Ha Minh Nguyen
;
Ngoc Hoang Bui
;
Duc Hong Vo
;
McAleer, …
-
2019
Persistent link: https://www.econbiz.de/10011987023
Saved in:
3
Advances in financial risk management and economic policy uncertainty : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410203
Saved in:
4
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:
5
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:
6
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:
7
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
8
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:
9
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->