//--> //--> //--> //-->
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"
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
Analysing long memory and vola...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
8
ARCH-Modell
8
Volatility
8
Volatilität
8
Estimation
6
Schätzung
6
Capital income
5
Kapitaleinkommen
5
Modellierung
5
Scientific modelling
5
Forecasting model
4
Prognoseverfahren
4
Börsenkurs
3
Share price
3
USA
3
United States
3
Welt
3
World
3
Analysis of variance
2
Commodity derivative
2
Risikomaß
2
Risk measure
2
Rohstoffderivat
2
Spillover effect
2
Spillover-Effekt
2
Theorie
2
Theory
2
Time series analysis
2
Varianzanalyse
2
Zeitreihenanalyse
2
1933-2007
1
1989-2007
1
1995-2009
1
2000-2010
1
2001-2011
1
2003-2008
1
Behavioral economics
1
Demand
1
Düngemittel
1
Edelmetall
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
13
Type of publication (narrower categories)
All
Arbeitspapier
13
Graue Literatur
13
Non-commercial literature
13
Working Paper
13
Language
All
English
13
Author
All
McAleer, Michael
10
Caporin, Massimiliano
4
Chang, Chia-Lin
3
Chen, Chi-chung
2
Hammoudeh, Shawkat
2
Roengchai Tansuchat
2
Anderson, Warwick
1
Asai, Manabu
1
Białkowski, Je̜drzej
1
Chen, Ping-yu
1
Etebari, Ahmad
1
Khamkaew, Thanchanok
1
Lan Fen Chu
1
Malik, Farooq
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Scarrott, Carl
1
Wisniewski, Tomasz Piotr
1
Yuan, Yuan
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
857
International Monetary Fund (IMF)
561
International Monetary Fund
251
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
138
OECD
109
Europäische Kommission
50
Griechenland / Ethnikē Statistikē Hypēresia
50
Federal Reserve Board (Board of Governors of the Federal Reserve System)
41
Federal Reserve Bank of St. Louis
40
London School of Economics (LSE)
40
Rodney L. White Center for Financial Research, Wharton School of Business
37
Federal Reserve Bank of New York
34
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
33
C.E.P.R. Discussion Papers
32
Rodney L. White Center for Financial Research
26
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
25
European Centre for the Development of Vocational Training
24
EconWPA
21
Internationaler Währungsfonds
21
Ekonomiska forskningsinstitutet <Stockholm>
19
Federal Reserve Bank of Chicago
18
Organisation for Economic Co-operation and Development
18
Bundesstelle für Außenhandelsinformation <Köln>
17
Federal Reserve Bank of San Francisco
17
Internationales Arbeitsamt
15
University of Chicago / Center for Research in Security Prices
15
Europäische Kommission / Generaldirektion Wirtschaft und Finanzen
14
Federal Reserve Bank of Atlanta
14
Centre for Analytical Finance <Århus>
13
Institut für Weltwirtschaft
13
Kentro Programmatismu kai Oikonomikōn Ereunōn <Athen>
13
The Wharton Financial Institutions Center
13
William Davidson Institute <Ann Arbor, Mich.>
13
CESifo
12
Europäische Kommission / Statistisches Amt
12
FAO / Expanded Technical Assistance Program
12
Griechenland / Ellēnikē Statistikē Archē
12
Institute for the Study of Labor (IZA)
12
International Labour Organization (ILO), United Nations
12
more ...
less ...
Published in...
All
Working paper
13
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
2
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
3
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
4
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
Saved in:
5
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
Saved in:
6
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
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
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562979
Saved in:
9
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->