//--> //--> //--> //-->
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:"Institut für Weltwirtschaft"
~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
20
Volatilität
20
Estimation
16
Schätzung
16
Forecasting model
11
Prognoseverfahren
11
Börsenkurs
8
Share price
8
ARCH model
7
ARCH-Modell
7
Capital income
6
Kapitaleinkommen
6
EU countries
5
EU-Staaten
5
Modellierung
5
Scientific modelling
5
Theorie
5
Theory
5
Time series analysis
5
USA
5
United States
5
Zeitreihenanalyse
5
Deutschland
4
Germany
4
Commodity derivative
3
Economic indicator
3
Inflation
3
Rohstoffderivat
3
Welt
3
Wirtschaftsindikator
3
World
3
Allgemeines Gleichgewicht
2
Analysis of variance
2
Bubbles
2
CAPM
2
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Exchange rate
2
Frühindikator
2
Geldnachfrage
2
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
34
Type of publication (narrower categories)
All
Arbeitspapier
33
Graue Literatur
33
Non-commercial literature
33
Working Paper
33
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
German
3
Author
All
McAleer, Michael
14
Caporin, Massimiliano
4
Chang, Chia-Lin
4
Pierdzioch, Christian
3
Carstensen, Kai
2
Chen, Chi-chung
2
Hammoudeh, Shawkat
2
Lugovskyy, Volodymyr
2
Puzzello, Daniela
2
Roengchai Tansuchat
2
Tucker, Steven James
2
Anderson, Warwick
1
Asai, Manabu
1
Bernal, Alberto J.
1
Bestue Cardiel, Pilar
1
Białkowski, Je̜drzej
1
Borbély, Dóra
1
Buch, Claudia M.
1
Chen, Ping-yu
1
Coetzee, Eric
1
Cuba R., Mauricio de la
1
Döpke, Jörg
1
Etebari, Ahmad
1
Faggio, Giulia
1
Franses, Philip Hans
1
Fratzscher, Marcel
1
Frenkel, Michael
1
Ishida, Isao
1
Khamkaew, Thanchanok
1
Lan Fen Chu
1
Malik, Farooq
1
Martínez Rico, Felipe
1
Medeiros, Marcelo C.
1
Meier, Carsten-Patrick
1
Oxley, Les
1
Oya, Kosuke
1
Prey, Hedwig
1
Raddant, Matthias
1
Rea, Alethea
1
Rea, William
1
more ...
less ...
Institution
All
Institut für Weltwirtschaft
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
European University Institute / Department of Economics
22
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
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
Kiel advanced studies working papers : advanced studies in international economic policy research
7
Kiel working paper
5
Kiel policy brief
1
Kieler Arbeitspapiere
1
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
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
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
3
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:
4
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:
5
Forecasting realized
volatility
with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
6
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:
7
Mean reversion in national stock markets revisited : empirical evidence from mature markets
Bernal, Alberto J.
;
Soikkeli, Jarkko
-
2000
Persistent link: https://www.econbiz.de/10001485780
Saved in:
8
The term structure of interest rates as an indicator of monetary policy and its potential to forecast inflation : the case of Germany and Spain since 1986
Bestue Cardiel, Pilar
;
Prey, Hedwig
-
1993
Persistent link: https://www.econbiz.de/10000858857
Saved in:
9
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
10
Combining non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689066
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->