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:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~subject:"Estimation"
~subject:"Varianzanalyse"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Varianzanalyse
Volatility
11
Volatilität
11
ARCH model
7
ARCH-Modell
7
Forecasting model
7
Prognoseverfahren
7
Schätzung
6
Capital income
5
Kapitaleinkommen
5
Modellierung
5
Scientific modelling
5
Börsenkurs
4
Share price
4
Time series analysis
4
USA
4
United States
4
Zeitreihenanalyse
4
Commodity derivative
3
Rohstoffderivat
3
Theorie
3
Theory
3
Welt
3
World
3
Allgemeines Gleichgewicht
2
Analysis of variance
2
Bubbles
2
CAPM
2
General equilibrium
2
Risikomaß
2
Risk measure
2
Spekulationsblase
2
Spillover effect
2
Spillover-Effekt
2
Stochastic process
2
Stochastischer Prozess
2
1933-2007
1
1989-2007
1
1994-2009
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
Author
All
McAleer, Michael
6
Caporin, Massimiliano
3
Asai, Manabu
1
Białkowski, Je̜drzej
1
Chang, Chia-Lin
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Ishida, Isao
1
Lan Fen Chu
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Scarrott, Carl
1
Wisniewski, Tomasz Piotr
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
235
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
24
Federal Reserve Bank of St. Louis
10
Institut für Weltwirtschaft
10
Federal Reserve System / Division of Research and Statistics
7
Birkbeck College / Department of Economics
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
5
Ekonomiska forskningsinstitutet <Stockholm>
5
Federal Reserve Bank of Cleveland
5
Gottfried Wilhelm Leibniz Universität Hannover
5
University of Chicago / Center for Research in Security Prices
5
Centre for Analytical Finance <Århus>
4
Centre for Quantitative Economics & Computing
4
Christian-Albrechts-Universität zu Kiel
4
Forschungsinstitut zur Zukunft der Arbeit
4
Queen Mary College / Department of Economics
4
Rodney L. White Center for Financial Research
4
Türkiye Cumhuriyet Merkez Bankası
4
University of Exeter / Department of Economics
4
Chambre de commerce et d'industrie de Paris
3
Eric Cuvillier <Firma>
3
Institute of Finance and Accounting <London>
3
Internationaler Währungsfonds / Research Department
3
Kansantaloustieteen Laitos <Tampere>
3
National Institute of Economic and Social Research
3
Nationalekonomiska Institutionen <Göteborg>
3
School of Accounting, Finance and Economics <Perth, Western Australia>
3
Technische Universität Braunschweig
3
The Wharton Financial Institutions Center
3
University of Reading / Department of Economics
3
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
3
Australian National University / Faculty of Economics and Commerce
2
Bonn Graduate School of Economics
2
Business Information Centre <Toronto>
2
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
2
Erasmus Research Institute of Management
2
European University Institute / Department of Economics
2
Federal Reserve Bank of New York
2
Federal Reserve System / Board of Governors
2
more ...
less ...
Published in...
All
Working paper
8
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
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
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:
3
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:
4
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
5
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
6
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
7
Modelling long memory
volatility
in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
8
Estimating the leverage parameter of continuous-time stochastic
volatility
models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
