//--> //--> //-->
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"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
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
ARCH-Modell
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
ARCH model
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
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
Zhang, Yaojie
6
Ma, Feng
5
Kim, Jong-Min
3
Bouri, Elie
2
Coronado, Semei
2
Goutte, Stéphane
2
Hamori, Shigeyuki
2
He, Mengxi
2
Hui, Eddie Chi Man
2
Hwang, Sun Young
2
Jawadi, Fredj
2
Liang, Chao
2
Liu, Li
2
Louhichi, Waël
2
Pereira, Pedro L. Valls
2
Romero, Rafael
2
Roubaud, David
2
Tiwari, Aviral Kumar
2
Wahab, M. I. M.
2
Wang, Yudong
2
Wei, Yu
2
Wen, Danyan
2
Wen, Fenghua
2
Zheng, Xian
2
Zhu, Huiming
2
Abalala, Turki
1
Abdoh, Hussein A.
1
Abid, Ilyes
1
Abuzayed, Bana
1
Ahalawat, Shweta
1
Ajmi, Ahdi Noomen
1
Akdoğu, Serpil Kahraman
1
Al-Fayoumi, Nedal
1
Allen, David E.
1
Alqahtani, Faisal
1
Anderson, David P.
1
Arespa, Marta
1
Arruda, Bruno P.
1
Auer, Benjamin R.
1
Bagirov, Miramir
1
more ...
less ...
Published in...
All
Applied economics
Econometric Institute research papers
36
Discussion paper / Tinbergen Institute
21
Working paper
16
Econometric reviews
3
Econometrics : open access journal
3
Energy economics
3
Journal of risk and financial management : JRFM
3
The North American journal of economics and finance : a journal of financial economics studies
3
International review of economics & finance : IREF
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Computational economics
1
Contributions to economic analysis
1
Discussion paper / Institute of Social and Economic Research
1
Econometric theory
1
Economics letters
1
Finance research letters
1
International Journal of Financial Studies : open access journal
1
International journal of forecasting
1
Journal of econometrics
1
Journal of economic surveys
1
Quantifying consumer preferences
1
Risks : open access journal
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
The Korean economic review
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tinbergen Institute Discussion Paper 2018-052/III
1
Working paper / Graduate Institute of International Studies
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...
//-->