//--> //--> //--> //-->
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:"Atlantic economic journal : AEJ"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"The journal of real estate finance and economics"
~person:"Chang, Chia-Lin"
~person:"Eliashberg, Jehoshua"
~person:"Gupta, Rangan"
~person:"Sommers, Paul M."
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
Copyright in computer-readable...
Similar by subject
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
USA
35
United States
35
Volatility
13
Volatilität
13
ARCH model
6
ARCH-Modell
6
Futures
6
Spillover effect
6
Spillover-Effekt
6
Capital income
5
Capital market returns
5
Hedging
5
Immobilienpreis
5
Index derivative
5
Indexderivat
5
Kapitaleinkommen
5
Kapitalmarktrendite
5
Professional sports
5
Profisport
5
Real estate price
5
Spot market
5
Spotmarkt
5
VAR model
5
VAR-Modell
5
Estimation
4
Forecasting model
4
Prognoseverfahren
4
Schätzung
4
Aktienindex
3
Commodity derivative
3
Europa
3
Europe
3
Housing market
3
Oil market
3
Oil price
3
Rohstoffderivat
3
Stock index
3
Wohnungsmarkt
3
Ölmarkt
3
Ölpreis
3
more ...
less ...
Online availability
All
Free
17
Undetermined
5
Type of publication
All
Article
19
Book / Working Paper
17
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Language
All
English
35
Undetermined
1
Author
All
Chang, Chia-Lin
Eliashberg, Jehoshua
Gupta, Rangan
Sommers, Paul M.
McAleer, Michael
38
Sirmans, Clemon F.
22
Cebula, Richard J.
18
Ghosh, Chinmoy
14
Glascock, John Leslie
13
Chinloy, Peter
12
Shilling, James D.
11
Ambrose, Brent William
10
Deng, Yongheng
10
Asai, Manabu
9
Eichholtz, Piet
9
Hardin, William G.
9
Ling, David C.
9
Franses, Philip Hans
8
Jud, G. Donald
7
Ong, Seow-eng
7
Pennington-Cross, Anthony
7
Turnbull, Geoffrey K.
7
Webb, James R.
7
Benjamin, John D.
6
Bostic, Raphael W.
6
Brounen, Dirk
6
Downs, David H.
6
Liu, Crocker H.
6
Naranjo, Andy
6
Paap, Richard
6
Peng, Liang
6
Rosenblatt, Eric
6
Winkler, Daniel T.
6
Black, Gregory S.
5
Campbell, Robert D.
5
Hammoudeh, Shawkat
5
Huang, Gow-Cheng
5
Kindleberger, Charles Poor
5
Liano, Kartono
5
Lu, Chiuling
5
Anderson, Randy I.
4
more ...
less ...
Published in...
All
Atlantic economic journal : AEJ
Econometric Institute research papers
The journal of real estate finance and economics
Department of Economics working paper series
26
Working papers / University of Connecticut, Department of Economics
21
Middlebury College working paper series
19
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics
8
Applied economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Economics letters
5
Finance research letters
5
International review of economics & finance : IREF
5
Annals of financial economics
4
Discussion paper / Tinbergen Institute
4
Working paper
4
Energy economics
3
International journal of finance & economics : IJFE
3
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association
3
Research in international business and finance
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
Eastern economic journal
2
Economic modelling
2
Economics / Discussion papers : the open-access, open-assessment e-journal
2
Economics / Journal articles : the open-access, open-assessment journal
2
Economics and Business Letters : EBL
2
Financial innovation : FIN
2
Global Research Unit working paper
2
International journal of strategic property management
2
Journal of forecasting
2
Journal of policy modeling : JPMOD ; a social science forum of world issues
2
Journal of risk and financial management : JRFM
2
Journal of sports economics
2
Panoeconomicus
2
Southern economic journal
2
Structural change and economic dynamics : SC+ED
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied econometrics and international development
1
CESifo Working Paper Series
1
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China
Chang, Chia-Lin
;
McAleer, Michael
;
Tian, Jiarong
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541151
Saved in:
2
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yanghuiting
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500276
Saved in:
3
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Chien-Hsun
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500282
Saved in:
4
Time-varying effects of housing and stock returns on U.S. consumption
Simo-Kengne, Beatrice D.
;
Miller, Stephen M.
;
Gupta, Rangan
- In:
The journal of real estate finance and economics
50
(
2015
)
3
,
pp. 339-354
Persistent link: https://www.econbiz.de/10011474541
Saved in:
5
The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
Saved in:
6
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: April 2017
Persistent link: https://www.econbiz.de/10011659228
Saved in:
7
Evolution of the monetary transmission mechanism in the US : the role of asset returns
Simo-Kengne, Beatrice D.
;
Miller, Stephen M.
;
Gupta, Rangan
- In:
The journal of real estate finance and economics
52
(
2016
)
3
,
pp. 226-243
Persistent link: https://www.econbiz.de/10011591659
Saved in:
8
Dynamic comovements between housing and oil markets in the US over 1859 to 2013 : a note
Antonakakis, Nikolaos
;
Gupta, Rangan
;
Muteba Mwamba, John
- In:
Atlantic economic journal : AEJ
44
(
2016
)
3
,
pp. 377-386
Persistent link: https://www.econbiz.de/10011711107
Saved in:
9
Connecting VIX and stock index ETF
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
Saved in:
10
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->