//--> //--> //--> //-->
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
How rational could VIX investi...
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
Modellierung
4
Portfolio selection
4
Portfolio-Management
4
Scientific modelling
4
USA
4
United States
4
Welt
4
World
4
Algorithm
3
Algorithmus
3
Börsenkurs
3
Commodity derivative
3
Risikomaß
3
Risk measure
3
Rohstoffderivat
3
Share price
3
Theorie
3
Theory
3
Bayes-Statistik
2
Bayesian inference
2
Forecasting model
2
Index construction
2
Indexberechnung
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Prognoseverfahren
2
Spillover effect
2
Spillover-Effekt
2
Stochastic process
2
Stochastischer Prozess
2
1933-2007
1
1984-2005
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Language
All
English
14
Author
All
McAleer, Michael
10
Chang, Chia-Lin
3
Castle, Jennifer
2
Chen, Chi-chung
2
Hammoudeh, Shawkat
2
Qin, Xiaochuan
2
Reid, W. Robert
2
Roengchai Tansuchat
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chen, Ping-yu
1
Da Veiga, Bernardo
1
Etebari, Ahmad
1
Hoti, Suhejla
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
1,036
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
195
Institut für Schweizerisches Bankwesen <Zürich>
76
C.E.P.R. Discussion Papers
73
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
39
EconWPA
34
National Centre of Competence in Research North South <Bern>
34
HAL
32
Université Paris-Dauphine (Paris IX)
32
World Bank
30
Institute of Finance and Accounting <London>
25
Agricultural and Applied Economics Association - AAEA
23
International Monetary Fund
23
Springer Fachmedien Wiesbaden
23
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
22
Society for Computational Economics - SCE
21
Rodney L. White Center for Financial Research
20
Centre for Analytical Finance <Århus>
19
Ekonomiska forskningsinstitutet <Stockholm>
19
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
19
Federal Reserve Bank of St. Louis
19
CESifo
18
Department of Economics and Finance, College of Business and Economics
17
Reserve Bank of Australia
17
Institut für Weltwirtschaft
16
Tinbergen Instituut
16
Frank J. Fabozzi Associates <New Hope, Pa.>
15
Center for Economic Research <Tilburg>
14
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
14
European Association of Agricultural Economists - EAAE
14
European Central Bank
14
Institute of Economic Research, Kyoto University
14
OECD
14
Svenska Handelshögskolan <Helsinki>
14
Tilburg University, Center for Economic Research
14
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
13
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
13
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
12
Chambre de commerce et d'industrie de Paris
12
more ...
less ...
Published in...
All
Working paper
14
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
2
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:
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
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:
9
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:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->