//--> //--> //--> //-->
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
Waiting time distributions of...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
11
Volatilität
11
Estimation
6
Schätzung
6
ARCH model
4
ARCH-Modell
4
Capital income
4
Kapitaleinkommen
4
USA
4
United States
4
Börsenkurs
3
Commodity derivative
3
Rohstoffderivat
3
Share price
3
Welt
3
World
3
Forecasting model
2
Modellierung
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Scientific modelling
2
Spillover effect
2
Spillover-Effekt
2
Stochastic process
2
Stochastischer Prozess
2
1933-2007
1
1989-2007
1
1994-2009
1
1995-2009
1
2000-2010
1
2001-2011
1
2003-2008
1
Algorithm
1
Algorithmus
1
Asia
1
Asien
1
Behavioral economics
1
Düngemittel
1
Edelmetall
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
All
English
11
Author
All
McAleer, Michael
9
Chang, Chia-Lin
3
Chen, Chi-chung
2
Hammoudeh, Shawkat
2
Roengchai Tansuchat
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chen, Ping-yu
1
Etebari, Ahmad
1
Ishida, Isao
1
Khamkaew, Thanchanok
1
Lan Fen Chu
1
Malik, Farooq
1
Medeiros, Marcelo C.
1
Oya, Kosuke
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
496
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
211
C.E.P.R. Discussion Papers
60
HAL
31
EconWPA
30
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
Université Paris-Dauphine (Paris IX)
27
Agricultural and Applied Economics Association - AAEA
22
Centre for Analytical Finance <Århus>
19
Society for Computational Economics - SCE
19
World Bank
18
CESifo
17
Reserve Bank of Australia
17
International Monetary Fund
16
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
Federal Reserve Bank of St. Louis
14
European Association of Agricultural Economists - EAAE
13
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
12
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
12
Department of Economics and Finance, College of Business and Economics
12
Department of Economics, Oxford University
12
Inter-American Development Bank
12
Svenska Handelshögskolan <Helsinki>
12
Cowles Foundation for Research in Economics, Yale University
11
Department of Economics and Related Studies, University of York
11
European University Institute / Department of Economics
11
Institute of Economic Research, Kyoto University
11
Internationaler Währungsfonds / Research Department
11
Tilburg University, Center for Economic Research
11
Centre for Growth and Business Cycle Research <Manchester>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
10
Institut für Weltwirtschaft (IfW)
10
London School of Economics (LSE)
10
Oxford Centre for the Analysis of Resource-Rich Economies (OxCarre), Department of Economics
10
School of Economics and Management, University of Aarhus
10
Tinbergen Instituut
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
more ...
less ...
Published in...
All
Working paper
11
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling conditional correlations in the
volatility
of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
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
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:
4
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
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
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:
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
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->