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~person:"Andersen, Torben"
~person:"McAleer, Michael"
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Search: subject:"Volatilität"
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Volatilität
121
Volatility
120
Theorie
41
Theory
41
ARCH model
36
ARCH-Modell
36
Estimation
36
Schätzung
36
Stochastic process
34
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34
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31
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31
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30
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30
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28
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23
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23
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22
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12
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11
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10
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Stochastic volatility
9
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8
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2
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English
121
Author
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Andersen, Torben
McAleer, Michael
Gupta, Rangan
159
Bouri, Elie
94
Ma, Feng
92
Bahmani-Oskooee, Mohsen
74
Tiwari, Aviral Kumar
66
Hammoudeh, Shawkat
65
Bollerslev, Tim
57
Kang, Sang Hoon
54
Mensi, Walid
51
Pierdzioch, Christian
51
Wohar, Mark E.
49
McMillan, David G.
48
Wang, Yudong
46
Xuan Vinh Vo
46
Kumar, Dilip
44
Zhang, Yaojie
44
Corbet, Shaen
42
Caporale, Guglielmo Maria
41
Lucey, Brian M.
40
Demirer, Rıza
39
Wei, Yu
39
Liang, Chao
37
Salisu, Afees A.
37
Yoon, Seong-min
37
Balcilar, Mehmet
36
Hegerty, Scott W.
36
Chevallier, Julien
35
Ji, Qiang
35
Roubaud, David
35
Todorov, Viktor
35
Hamori, Shigeyuki
33
Apergēs, Nikolaos
32
Brooks, Robert
32
Gil-Alaña, Luis A.
32
Zhang, Jin E.
32
Asai, Manabu
31
Serletis, Apostolos
31
Degiannakis, Stavros
30
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Journal of econometrics
21
Econometric reviews
12
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of finance : the journal of the American Finance Association
6
Journal of risk and financial management : JRFM
5
Energy economics
4
International review of economics & finance : IREF
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Econometrics : open access journal
3
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2
Econometric theory
2
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2
Handbook of financial time series
2
International economic review
2
International journal of forecasting
2
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2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
Journal of financial markets
2
Risks : open access journal
2
The econometrics journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Tourism economics : the business and finance of tourism and recreation
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
1
Applied financial economics
1
Computational economics
1
Economics letters
1
Finance research letters
1
Handbook of applied econometrics and statistical inference
1
Handbook of economic forecasting ; Vol. 1
1
International Journal of Financial Studies : open access journal
1
International journal of economic theory
1
Journal of Risk and Financial Management
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Managerial finance
1
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ECONIS (ZBW)
120
EconStor
1
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61
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
62
Asymmetry and long memory in volatility modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
Saved in:
63
It pays to violate : how effective are the Basel accord penalties in encouraging risk management?
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
- In:
Accounting and finance : journal of the Accounting …
52
(
2012
)
1
,
pp. 95-116
Persistent link: https://www.econbiz.de/10009512724
Saved in:
64
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
- In:
The quarterly review of economics and finance : journal …
51
(
2011
)
4
,
pp. 435-441
Persistent link: https://www.econbiz.de/10009373135
Saved in:
65
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
Roengchai Tansuchat
- In:
Tourism economics : the business and finance of tourism …
17
(
2011
)
3
,
pp. 481-507
Persistent link: https://www.econbiz.de/10009154780
Saved in:
66
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Saved in:
67
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
- In:
Managerial finance
37
(
2011
)
11
,
pp. 1048-1067
Persistent link: https://www.econbiz.de/10009388885
Saved in:
68
Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of economic surveys
25
(
2011
)
1
,
pp. 6-18
Persistent link: https://www.econbiz.de/10009127819
Saved in:
69
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
70
Parametric and nonparametric volatility measurement
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
-
2010
Persistent link: https://www.econbiz.de/10003900630
Saved in:
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