//--> //--> //-->
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"
~language:"eng"
~person:"McAleer, Michael"
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
Managing Openness and Volatili...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
BEKK
1
Bio
1
Börsenkurs
1
Capital market returns
1
Cointegration
1
DBEKK
1
ESDC
1
Estimation
1
GFC
1
Großbritannien
1
Kapitalmarktrendite
1
Kointegration
1
Multivariate Analyse
1
Multivariate analysis
1
Schock
1
Schätzung
1
Share price
1
Shock
1
Spillover effect
1
Spillover index
1
Spillover-Effekt
1
United Kingdom
1
VAR model
1
VAR-Modell
1
VECM impulse responses
1
Volatility impulse Response Functions (VIRF)
1
asymmetry
1
fuels time series cointegration
1
partial cointegration Markov-switching
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
Author
All
McAleer, Michael
Bahmani-Oskooee, Mohsen
9
Ma, Feng
7
Yoon, Seong-min
7
Zhang, Yaojie
6
Herzer, Dierk
5
Jawadi, Fredj
5
Tiwari, Aviral Kumar
5
Umar, Zaghum
5
Wagner, Joachim
5
Zhu, Huiming
5
Goutte, Stéphane
4
Gubareva, Mariya
4
Gupta, Rangan
4
Hammoudeh, Shawkat
4
Kim, Jong-Min
4
Nguyen, Duc Khuong
4
Sosvilla-Rivero, Simón
4
Alam, Md. Samsul
3
Balli, Faruk
3
Cheffou, Abdoulkarim Idi
3
Elyasiani, Elyas
3
García, Philip
3
Hajilee, Massomeh
3
Hernandez, Jose Arreola
3
Liang, Chao
3
Narayan, Paresh Kumar
3
Paramati, Sudharshan Reddy
3
Plane, Patrick
3
Ram, Rati
3
Roubaud, David
3
Salim, Ruhul A.
3
Shahbaz, Muhammad
3
Sharma, Subhash Chandra
3
Zaki, Chahir
3
Zheng, Xian
3
Abakah, Emmanuel Joel Aikins
2
Abbott, Andrew J.
2
Abuzayed, Bana
2
Agbola, Frank Wogbe
2
Al-Fayoumi, Nedal
2
more ...
less ...
Published in...
All
Applied economics
Econometric Institute research papers
76
Discussion paper / Tinbergen Institute
58
Working paper
41
Econometric reviews
13
Tinbergen Institute Discussion Paper
13
Journal of econometrics
9
The North American journal of economics and finance : a journal of financial economics studies
6
Working Papers in Economics
6
Journal of risk and financial management : JRFM
5
Energy economics
4
International review of economics & finance : IREF
4
Econometrics : open access journal
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
Annals of financial economics
2
DEA Working Papers
2
International journal of forecasting
2
Journal of Risk and Financial Management
2
Journal of economic surveys
2
Risks : open access journal
2
The econometrics journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Tourism economics : the business and finance of tourism and recreation
2
Working papers / School of Business, Edith Cowan University
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied financial economics
1
Computational economics
1
Contributions to economic analysis
1
Discussion paper / Institute of Social and Economic Research
1
Documentos de Trabajo del ICAE
1
Econometric theory
1
Economics letters
1
Economics of innovation and new technology
1
Economies
1
Economies : open access journal
1
Finance research letters
1
Handbook of applied econometrics and statistical inference
1
International Journal of Financial Studies : open access journal
1
International journal of economic theory
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
2
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...
//-->