//--> //--> //--> //-->
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
~institution:"European University Institute / Department of Economics"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
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
Oil volatility risk and expect...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
22
Volatilität
22
Theorie
18
Theory
18
Forecasting model
15
Prognoseverfahren
15
USA
11
United States
11
ARCH model
8
ARCH-Modell
8
Estimation
8
Schätzung
8
Capital income
7
Kapitaleinkommen
7
Time series analysis
7
Zeitreihenanalyse
7
Börsenkurs
5
Exchange rate
5
Modellierung
5
Scientific modelling
5
Share price
5
Wechselkurs
5
CAPM
4
Welt
4
World
4
Allgemeines Gleichgewicht
3
Commodity derivative
3
Deutschland
3
Financial market
3
Finanzmarkt
3
Forecast
3
General equilibrium
3
Germany
3
Prognose
3
Rohstoffderivat
3
Schock
3
Shock
3
Stochastic process
3
Stochastischer Prozess
3
1970-2003
2
more ...
less ...
Online availability
All
Free
14
Type of publication
All
Book / Working Paper
41
Type of publication (narrower categories)
All
Arbeitspapier
38
Graue Literatur
38
Non-commercial literature
38
Working Paper
38
Language
All
English
Author
All
McAleer, Michael
14
Lanne, Markku
5
Caporin, Massimiliano
4
Chang, Chia-Lin
4
Marcellino, Massimiliano
4
Lütkepohl, Helmut
3
Banerjee, Anindya
2
Chen, Chi-chung
2
Hammoudeh, Shawkat
2
Lugovskyy, Volodymyr
2
Puzzello, Daniela
2
Ravn, Morten O.
2
Roengchai Tansuchat
2
Tucker, Steven James
2
Anderson, Warwick
1
Asai, Manabu
1
Barsky, Robert B.
1
Białkowski, Je̜drzej
1
Brüggemann, Ralf
1
Canova, Fabio
1
Chen, Ping-yu
1
Corsetti, Giancarlo
1
DeLong, James Bradford
1
Dedola, Luca
1
Ermini, Luigi
1
Etebari, Ahmad
1
Franses, Philip Hans
1
Gallo, Giampiero M.
1
Herguera, Iñigo
1
Ishida, Isao
1
Khamkaew, Thanchanok
1
Lan Fen Chu
1
Leduc, Sylvain
1
Malik, Farooq
1
Maravall Herrero, Agustín
1
Marrinan, Jane Ellen
1
Masten, Igor
1
Medeiros, Marcelo C.
1
Oxley, Les
1
Oya, Kosuke
1
more ...
less ...
Institution
All
European University Institute / Department of Economics
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
1,706
International Monetary Fund (IMF)
84
Institut für Schweizerisches Bankwesen <Zürich>
54
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
47
Federal Reserve Bank of St. Louis
41
OECD
38
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
36
Rodney L. White Center for Financial Research
32
Centre for Analytical Finance <Århus>
31
Ekonomiska forskningsinstitutet <Stockholm>
31
International Monetary Fund
23
World Bank
22
Institute of Finance and Accounting <London>
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
University of Chicago / Center for Research in Security Prices
21
Erasmus Research Institute of Management
20
Chambre de commerce et d'industrie de Paris
19
Federal Reserve System / Division of Research and Statistics
19
National Centre of Competence in Research North South <Bern>
19
Svenska Handelshögskolan <Helsinki>
19
European University Institute / Department of Law
18
Internationaler Währungsfonds / Research Department
18
Federal Reserve System / Board of Governors
17
CESifo
15
HAL
15
Institut für Weltwirtschaft
15
Swiss National Centre of Competence in Research North South <Bern>
15
The Wharton Financial Institutions Center
15
Birkbeck College / Department of Economics
14
University of Cambridge / Department of Applied Economics
14
Econometrisch Instituut <Rotterdam>
13
Escola de Pós-Graduação em Economia <Rio de Janeiro>
13
Federal Reserve Bank of New York
13
Center for Economic Research <Tilburg>
12
Centre for Economic Policy Research
12
Federal Reserve Bank of San Francisco
12
Gottfried Wilhelm Leibniz Universität Hannover
12
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
11
more ...
less ...
Published in...
All
Working paper
19
EUI working paper
15
EUI working paper / ECO
7
Source
All
ECONIS (ZBW)
41
Showing
1
-
10
of
41
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting value-at-risk using block structure multivariate stochastic
volatility
models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
2
Predicting excess returns in financial markets
Canova, Fabio
;
Marrinan, Jane Ellen
-
1993
Persistent link: https://www.econbiz.de/10000865568
Saved in:
3
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
4
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
Saved in:
5
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
6
Forecasting realized
volatility
with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
7
Dealing with trading thinness in event studies : an improved trade-to-trade model
Anderson, Warwick
-
2012
Persistent link: https://www.econbiz.de/10009681375
Saved in:
8
Modeling conditional skewness in stock returns
Lanne, Markku
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003197857
Saved in:
9
Use and misuse of unobserved components in economic forecasting
Maravall Herrero, Agustín
-
1993
Persistent link: https://www.econbiz.de/10000865572
Saved in:
10
Factor-MIDAS for now- and forecasting with ragged-edge data : a model comparison for German GDP
Marcellino, Massimiliano
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003651975
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->