//--> //--> //-->
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:"Zeitreihenanalyse"
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
Zeitreihenanalyse
Volatility
11
Volatilität
11
ARCH model
7
ARCH-Modell
7
Forecasting model
7
Prognoseverfahren
7
Estimation
6
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
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
Varianzanalyse
2
1933-2007
1
1989-2007
1
1994-2009
1
more ...
less ...
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
Author
All
McAleer, Michael
4
Caporin, Massimiliano
2
Chang, Chia-Lin
1
Franses, Philip Hans
1
Oxley, Les
1
Institution
All
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
46
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Ekonomiska forskningsinstitutet <Stockholm>
7
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
University of Strathclyde / Department of Economics
5
Centre for Analytical Finance <Århus>
4
Centre for Growth and Business Cycle Research <Manchester>
4
Econometrisch Instituut <Rotterdam>
4
European University Institute / Department of Economics
3
Federal Reserve Bank of St. Louis
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Umeå Universitet / Institutionen för Nationalekonomi
3
Umeå universitet
3
University of Cambridge / Department of Applied Economics
3
Birkbeck College / Department of Economics
2
Chambre de commerce et d'industrie de Paris
2
Nationalekonomiska Institutionen <Lund>
2
Rutgers University / Department of Economics
2
School of Finance and Business Economics <Perth, Western Australia>
2
University of Chicago / Center for Research in Security Prices
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Boston College / Department of Economics
1
Business Information Centre <Toronto>
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Department of Agricultural Economics, Cornell University Agricultural Experiment Station
1
Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe
1
Eric Cuvillier <Firma>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of Richmond
1
Federal Reserve System / Board of Governors
1
Forschungsinstitut zur Zukunft der Arbeit
1
Innovation Research Interchange
1
Institut for Finansiering <Frederiksberg>
1
more ...
less ...
Published in...
All
Working paper
4
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
2
Combining non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689066
Saved in:
3
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
4
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->