//--> //--> //--> //-->
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:"Kaplow, Louis"
~person:"McAleer, Michael"
~subject:"Modellierung"
~type_genre:"Gesetz"
~type_genre:"Graue Literatur"
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
Modellierung
Theorie
71
Theory
71
Volatility
51
Volatilität
51
ARCH model
36
ARCH-Modell
36
Welt
31
World
31
Forecasting model
29
Prognoseverfahren
29
Estimation
26
Schätzung
26
Time series analysis
26
USA
26
United States
26
Zeitreihenanalyse
26
Risikomaß
21
Risk measure
21
Taiwan
21
Bibliometrics
19
Bibliometrie
19
Capital market returns
17
Kapitalmarktrendite
17
Portfolio selection
15
Portfolio-Management
15
Scientific modelling
15
Stochastic process
15
Stochastischer Prozess
15
Spillover effect
13
Spillover-Effekt
13
Optimal taxation
12
Optimale Besteuerung
12
Capital income
11
Commodity derivative
11
Competition policy
11
Einkommensteuer
11
Income tax
11
Kapitaleinkommen
11
Rohstoffderivat
11
more ...
less ...
Online availability
All
Free
9
Type of publication
All
Book / Working Paper
15
Type of publication (narrower categories)
All
Gesetz
Graue Literatur
Arbeitspapier
15
Non-commercial literature
15
Working Paper
15
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
Author
All
Kaplow, Louis
McAleer, Michael
Caporin, Massimiliano
7
Malley, James R.
6
Ravazzolo, Francesco
6
Woitek, Ulrich
5
Billio, Monica
4
Casarin, Roberto
4
Chan, Joshua C. C.
4
Claeskens, Gerda
4
Dijk, Herman K. van
4
Fischer, Manfred M.
4
Antonio, Katrien
3
Audrino, Francesco
3
Canova, Fabio
3
Del Negro, Marco
3
Dennis, Richard J.
3
Koop, Gary
3
Minford, Patrick
3
Schorfheide, Frank
3
Zhang, Yanwei
3
Aase, Knut K.
2
Alessi, Lucia
2
Barigozzi, Matteo
2
Bivand, Roger
2
Bodnar, Olha
2
Capasso, Marco
2
Chan, Felix
2
Chang, Chia-Lin
2
Claeskens, G.
2
Conrad, Christian
2
Dixon, Huw
2
Doppelhofer, Gernot
2
Filipova, Kameliya
2
Franses, Philip Hans
2
Furlanetto, Francesco
2
Gelain, Paolo
2
Iacoviello, Matteo
2
Kan, Raymond
2
Krolzig, Hans-Martin
2
Le, Vo Phuong Mai
2
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
3
Published in...
All
Working paper
14
Econometric Institute research papers
1
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
2
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
3
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:
4
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
5
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
6
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
7
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
8
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760500
Saved in:
9
Moment restriction-based econometric methods : an overview
Kunitomo, Naoto
;
McAleer, Michael
;
Nishiyama, Yoshihiko
-
2010
Persistent link: https://www.econbiz.de/10008760515
Saved in:
10
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->