//--> //--> //-->
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
~isPartOf:"Applied economics"
~isPartOf:"Working paper series / Curtin University of Technology, Curtin Business School, School of Economics and Finance and the Economic and Financial Research Unit / School of Economics and Finance, Curtin University of Technology"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Portfolio-Management"
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
The ultimate trade-off
Similar by person
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Portfolio-Management
Time series analysis
3
Zeitreihenanalyse
3
Börsenkurs
2
Estimation
2
Schätzung
2
Share price
2
Volatility
2
Volatilität
2
ARCH model
1
Aktienindex
1
BEKK
1
Bio
1
Capital market returns
1
Cointegration
1
DBEKK
1
DJIA
1
ESDC
1
Entropie
1
Entropy
1
GFC
1
Großbritannien
1
Kapitalmarktrendite
1
Kointegration
1
Media coverage
1
Mediale Berichterstattung
1
Multivariate Analyse
1
Multivariate analysis
1
Schock
1
Sentiment analysis
1
Shock
1
Spillover effect
1
Spillover index
1
Spillover-Effekt
1
Stock index
1
TRNA
1
United Kingdom
1
VAR model
1
VAR-Modell
1
VECM impulse responses
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
McAleer, Michael
Allen, David E.
3
Powell, Robert
2
Singh, Abhay Kumar
2
Allen, Dave E.
1
Sugianto, Richard
1
Published in...
All
Applied economics
Working paper series / Curtin University of Technology, Curtin Business School, School of Economics and Finance and the Economic and Financial Research Unit / School of Economics and Finance, Curtin University of Technology
Discussion paper / Tinbergen Institute
7
Econometric Institute research papers
7
Journal of risk and financial management : JRFM
2
Working paper
2
International review of economics & finance : IREF
1
Risks : open access journal
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->