//--> //--> //--> //-->
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
~person:"Engle, Robert F."
~person:"McAleer, Michael"
~type_genre:"Article in journal"
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: subject_exact:"ARCH model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
67
ARCH-Modell
67
Volatility
39
Volatilität
39
Theorie
25
Theory
25
Time series analysis
15
Zeitreihenanalyse
15
Capital income
13
Estimation
13
Kapitaleinkommen
13
Schätzung
13
Börsenkurs
11
Share price
11
Stochastic process
11
Stochastischer Prozess
11
Forecasting model
10
Prognoseverfahren
10
Correlation
9
Korrelation
9
Spillover effect
9
Spillover-Effekt
9
Estimation theory
8
Schätztheorie
8
Commodity derivative
7
Rohstoffderivat
7
Multivariate Analyse
6
Multivariate analysis
6
Oil price
6
Portfolio selection
6
Portfolio-Management
6
Welt
6
World
6
Ölpreis
6
Asymmetry
5
Capital market returns
4
Exchange rate
4
GARCH
4
Kapitalmarktrendite
4
Risikomanagement
4
more ...
less ...
Online availability
All
Undetermined
18
Free
9
Type of publication
All
Article
67
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
149
Working Paper
149
Graue Literatur
147
Non-commercial literature
147
Aufsatz in Zeitschrift
67
Aufsatz im Buch
5
Book section
5
Aufsatzsammlung
2
Collection of articles of several authors
1
Festschrift
1
Rezension
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
66
German
1
Author
All
Engle, Robert F.
McAleer, Michael
Ma, Feng
63
Gupta, Rangan
42
Bouri, Elie
34
Zhang, Yaojie
32
Kumar, Dilip
31
McMillan, David G.
28
Serletis, Apostolos
27
Kang, Sang Hoon
26
Wang, Yudong
26
Degiannakis, Stavros
24
Hammoudeh, Shawkat
24
Tiwari, Aviral Kumar
24
Francq, Christian
23
Hamori, Shigeyuki
23
Liang, Chao
23
Wei, Yu
23
Yoon, Seong-min
23
Hafner, Christian M.
21
Nguyen, Duc Khuong
21
Wu, Xinyu
20
Zakoïan, Jean-Michel
20
Floros, Christos
19
Teräsvirta, Timo
19
Caporin, Massimiliano
18
Chiang, Thomas C.
18
Guesmi, Khaled
18
Mensi, Walid
18
Xuan Vinh Vo
18
Brooks, Robert
17
Chevallier, Julien
17
Choudhry, Taufiq
17
Karanasos, Menelaos
17
Laurent, Sébastien
17
Lucey, Brian M.
17
Malik, Farooq
17
Hsing, Yu
16
Huang, Zhuo
16
Asai, Manabu
15
more ...
less ...
Published in...
All
Econometrics : open access journal
5
Journal of economic surveys
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Econometric reviews
3
Econometric theory
3
Energy economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of risk and financial management : JRFM
3
The North American journal of economics and finance : a journal of financial economics studies
3
The review of financial studies
3
Finance research letters
2
International journal of forecasting
2
International review of economics & finance : IREF
2
Journal of applied econometrics
2
Journal of econometrics
2
Journal of forecasting
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics
1
Applied financial economics
1
Computational economics
1
Economia : revista da ANPEC
1
Economics letters
1
International Journal of Financial Studies : open access journal
1
Jingji-lunwen
1
Journal of banking & finance
1
Journal of economic literature
1
Journal of risk
1
Journal of time series econometrics
1
Risks : open access journal
1
The American economic review
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism economics : the business and finance of tourism and recreation
1
Tourism management : research, policies, practice
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
more ...
less ...
Source
All
ECONIS (ZBW)
67
Showing
41
-
50
of
67
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
41
A scientific classification of volatility models
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
24
(
2010
)
1
,
pp. 192-195
Persistent link: https://www.econbiz.de/10003948949
Saved in:
42
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
- In:
The Korean economic review
50
(
2009
)
2
,
pp. 241-267
Persistent link: https://www.econbiz.de/10003926815
Saved in:
43
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
Saved in:
44
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
Hammoudeh, Shawkat M.
;
Yuan, Yuan
;
McAleer, Michael
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
3
,
pp. 829-842
Persistent link: https://www.econbiz.de/10003873635
Saved in:
45
Forecasting value-at-risk with a parsimonious Portfolio Spillover GARCH (PS-GARCH) model
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003738381
Saved in:
46
The spline-GARCH model for low-frequency volatility and its global macroeconomic causes
Engle, Robert F.
;
Rangel, Jose Gonzalo
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1187-1222
Persistent link: https://www.econbiz.de/10003742225
Saved in:
47
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Saved in:
48
A Portfolio Index GARCH model
Asai, Manabu
;
McAleer, Michael
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 449-461
Persistent link: https://www.econbiz.de/10003764112
Saved in:
49
Scalar BEKK and indirect DCC
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of forecasting
27
(
2008
)
6
,
pp. 537-549
Persistent link: https://www.econbiz.de/10003761681
Saved in:
50
Measuring risk in environmental finance
Hoti, Suhejla
;
McAleer, Michael
;
Pauwels, Laurent L.
- In:
Journal of economic surveys
21
(
2007
)
5
,
pp. 970-998
Persistent link: https://www.econbiz.de/10003556396
Saved in:
First
Prev
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->