//--> //--> //--> //-->
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:"Caporale, Guglielmo Maria"
~person:"McAleer, Michael"
~subject:"Cointegration"
~subject:"Volatility"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Volatility
Estimation
79
Schätzung
79
Volatilität
77
Zeitreihenanalyse
63
Time series analysis
62
USA
56
United States
56
Theorie
54
Theory
53
Welt
49
World
49
ARCH model
46
ARCH-Modell
46
Forecasting model
34
Prognoseverfahren
34
EU countries
30
EU-Staaten
30
Börsenkurs
29
Share price
29
Capital income
28
Kapitaleinkommen
28
Business cycle
24
Kointegration
24
Konjunktur
24
Portfolio selection
24
Portfolio-Management
24
Risikomaß
24
Risk measure
24
Spillover effect
23
Spillover-Effekt
23
Aktienmarkt
22
Stock market
22
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Euro area
20
Eurozone
20
Financial crisis
20
more ...
less ...
Online availability
All
Free
77
Type of publication
All
Book / Working Paper
95
Article
7
Type of publication (narrower categories)
All
Arbeitspapier
93
Working Paper
93
Graue Literatur
90
Non-commercial literature
90
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
Undetermined
5
Author
All
Caporale, Guglielmo Maria
McAleer, Michael
Gupta, Rangan
38
Chang, Chia-Lin
23
Weber, Enzo
22
Gil-Alaña, Luis A.
19
Pierdzioch, Christian
19
Chiarella, Carl
14
Banerjee, Anindya
13
Gannon, Gerard L.
12
Mumtaz, Haroon
12
Spagnolo, Nicola
12
Benati, Luca
11
Allen, David E.
10
Buch, Claudia M.
10
Caporin, Massimiliano
10
Diebold, Francis X.
10
Miller, Stephen M.
10
Asai, Manabu
9
Bollerslev, Tim
9
Guo, Hui
9
Härdle, Wolfgang
9
Narayan, Paresh Kumar
9
Salisu, Afees A.
9
Siklos, Pierre L.
9
Theodoridis, Konstantinos
9
Andersen, Torben
8
Apergēs, Nikolaos
8
Farmer, Roger E. A.
8
Fernández-Villaverde, Jesús
8
Hammoudeh, Shawkat
8
Hautsch, Nikolaus
8
Nielsen, Morten Ørregaard
8
Pesaran, M. Hashem
8
Xu, Yongdeng
8
Yu, Yang
8
Zanetti, Francesco
8
Ahlgren, Niklas
7
Alòs, Elisa
7
Billio, Monica
7
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
9
Department of Economics and Finance, College of Business and Economics
2
Published in...
All
Working paper
41
Economics and finance working paper series
37
Econometric Institute research papers
15
The North American journal of economics and finance : a journal of financial economics studies
3
Tourism economics : the business and finance of tourism and recreation
2
Working Papers in Economics
2
International review of economics & finance : IREF
1
Journal of business economics and management
1
more ...
less ...
Source
All
ECONIS (ZBW)
100
RePEc
2
Showing
1
-
10
of
102
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
Tourism stocks in times of crises : an econometric investigation of unexpected non-macroeconomic factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668137
Saved in:
3
Tourism stocks in times of crises : an econometric investigation of non-macro factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2016
Persistent link: https://www.econbiz.de/10011823329
Saved in:
4
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:
5
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701646
Saved in:
6
Machine news and volatility : the Dow Jones industrial average and the TRNA sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010242810
Saved in:
7
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:
8
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
9
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
10
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->