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:"Institute of Finance and Accounting <London>"
~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
17
Volatilität
17
Theorie
16
Theory
16
CAPM
11
Capital income
10
Kapitaleinkommen
10
Estimation
9
Forecasting model
9
Prognoseverfahren
9
Schätzung
9
USA
8
United States
8
ARCH model
7
ARCH-Modell
7
Risikoprämie
6
Risk premium
6
Börsenkurs
5
Modellierung
5
Portfolio selection
5
Portfolio-Management
5
Scientific modelling
5
Share price
5
Time series analysis
5
Zeitreihenanalyse
5
Incomplete market
4
Unvollkommener Markt
4
Welt
4
World
4
Allgemeines Gleichgewicht
3
Commodity derivative
3
General equilibrium
3
Rohstoffderivat
3
Agency theory
2
Analysis of variance
2
Bubbles
2
Corporate bond
2
Exchange rate risk
2
Financial market
2
Finanzmarkt
2
more ...
less ...
Online availability
All
Free
23
Type of publication
All
Book / Working Paper
40
Type of publication (narrower categories)
All
Arbeitspapier
40
Working Paper
40
Graue Literatur
39
Non-commercial literature
39
Language
All
English
Author
All
McAleer, Michael
14
Caporin, Massimiliano
4
Chang, Chia-Lin
4
Uppal, Raman
4
Acharya, Viral V.
3
Johnson, Timothy C.
3
Bisin, Alberto
2
Buraschi, Andrea
2
Chen, Chi-chung
2
Cooper, Ian
2
Davydenko, Sergei A.
2
Gomes, Francisco J.
2
Hammoudeh, Shawkat
2
Lugovskyy, Volodymyr
2
Puzzello, Daniela
2
Roengchai Tansuchat
2
Tucker, Steven James
2
Anderson, Warwick
1
Asai, Manabu
1
Başak, Suleyman
1
Bhamra, Harjoat S.
1
Białkowski, Je̜drzej
1
Campbell, John Y.
1
Chen, Ping-yu
1
Cocco, João F.
1
Das, Sanjiv R.
1
Dimson, Elroy
1
Etebari, Ahmad
1
Franses, Philip Hans
1
Gallmeyer, Michael
1
Goldreich, David
1
Hanke, Bernd
1
Ishida, Isao
1
Jackson, Andrew
1
Jackson, Tim
1
Jackwerth, Jens Carsten
1
Jiltsov, Alexei
1
Khamkaew, Thanchanok
1
Kogan, Leonid
1
Lan Fen Chu
1
more ...
less ...
Institution
All
Institute of Finance and Accounting <London>
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
1,712
International Monetary Fund (IMF)
84
Institut für Schweizerisches Bankwesen <Zürich>
54
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
48
Federal Reserve Bank of St. Louis
41
OECD
39
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
24
European University Institute / Department of Economics
22
World Bank
22
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
IFA working paper
21
Working paper
19
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Exploiting short-run predictability
Gomes, Francisco J.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001996442
Saved in:
2
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:
3
Forecast dispersion and the cross-section of expected returns
Johnson, Timothy C.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001778923
Saved in:
4
Using yield spreads to estimate expected returns on debt and equity
Cooper, Ian
(
contributor
);
Davydenko, Sergei A.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001996452
Saved in:
5
Using yield spread to estimate expected returns on debt and equity
Cooper, Ian
(
contributor
);
Davydenko, Sergei A.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001845238
Saved in:
6
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
7
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:
8
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:
9
Forecasting realized
volatility
with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
10
The equity risk premium and the riskfree rate in an economy with borrowing constraints
Kogan, Leonid
(
contributor
);
Makarov, Igor
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777044
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
