//--> //--> //--> //-->
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:"Farmer, Roger E. A."
~person:"McAleer, Michael"
~person:"Siklos, Pierre L."
~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
Volatility
Volatilität
72
Theorie
48
Theory
48
Welt
43
World
43
ARCH model
39
ARCH-Modell
39
Forecasting model
34
Prognoseverfahren
34
Estimation
32
Schätzung
31
USA
29
United States
29
Time series analysis
26
Zeitreihenanalyse
26
Risikomaß
24
Risk measure
24
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Portfolio selection
20
Portfolio-Management
20
Börsenkurs
18
Geldpolitik
18
Share price
18
Spillover effect
18
Spillover-Effekt
18
Capital market returns
17
Financial crisis
17
Finanzkrise
17
Kapitalmarktrendite
17
Risk management
17
Modellierung
16
Monetary policy
16
Risikomanagement
16
Scientific modelling
16
Stochastic process
15
Stochastischer Prozess
15
Eigenfactor
14
more ...
less ...
Online availability
All
Free
46
Undetermined
4
Type of publication
All
Book / Working Paper
67
Article
7
Type of publication (narrower categories)
All
Arbeitspapier
62
Graue Literatur
62
Non-commercial literature
62
Working Paper
62
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
Undetermined
4
Author
All
Farmer, Roger E. A.
McAleer, Michael
Siklos, Pierre L.
Gupta, Rangan
32
Chang, Chia-Lin
22
Caporale, Guglielmo Maria
20
Pierdzioch, Christian
19
Chiarella, Carl
14
Gannon, Gerard L.
12
Mumtaz, Haroon
12
Spagnolo, Nicola
12
Caporin, Massimiliano
10
Diebold, Francis X.
10
Bollerslev, Tim
9
Guo, Hui
9
Härdle, Wolfgang
9
Miller, Stephen M.
9
Allen, David E.
8
Andersen, Torben
8
Asai, Manabu
8
Buch, Claudia M.
8
Salisu, Afees A.
8
Theodoridis, Konstantinos
8
Weber, Enzo
8
Alòs, Elisa
7
Billio, Monica
7
Döpke, Jörg
7
Hammoudeh, Shawkat
7
Hautsch, Nikolaus
7
Timmermann, Allan
7
Xu, Yongdeng
7
Yu, Jun
7
Ҫepni, Oğuzhan
7
Bonato, Matteo
6
Clements, Kenneth W.
6
Dijk, Dick van
6
Fernández-Villaverde, Jesús
6
Gil-Alaña, Luis A.
6
Häfke, Christian
6
Laurent, Sébastien
6
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
8
Department of Economics and Finance, College of Business and Economics
2
National Bureau of Economic Research
1
Published in...
All
Working paper
39
Econometric Institute research papers
12
Discussion paper / Centre for Economic Policy Research
3
The North American journal of economics and finance : a journal of financial economics studies
3
NBER Working Paper
2
Tourism economics : the business and finance of tourism and recreation
2
Working Papers in Economics
2
Working paper / Department of Economics, Wilfrid Laurier University
2
Working paper / National Bureau of Economic Research, Inc.
2
CAMA working paper series
1
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
1
International review of economics & finance : IREF
1
Journal of economics & business
1
LCERPA working paper / LCERPA, Laurier Centre for Economic Research and Policy Analysis
1
NBER working paper series
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
more ...
less ...
Source
All
ECONIS (ZBW)
72
RePEc
2
Showing
1
-
10
of
74
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Signed spillover effects building on historical decompositions
Dungey, Mardi H.
;
Harvey, John
;
Siklos, Pierre L.
; …
-
2017
Persistent link: https://www.econbiz.de/10011747175
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
Signed spillover effects building on historical decompositions
Dungey, Mardi H.
;
Harvey, John
;
Siklos, Pierre L.
; …
-
2017
Persistent link: https://www.econbiz.de/10011710991
Saved in:
5
Speculative activity and returns to volatility of Chinese major agricultural commodity futures
Bohl, Martin T.
;
Siklos, Pierre L.
;
Wellenreuther, Claudia
-
2018
Persistent link: https://www.econbiz.de/10011892874
Saved in:
6
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:
7
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
8
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:
9
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:
10
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->