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:"Econometric Institute research papers"
~isPartOf:"International review of economics & finance : IREF"
~subject:"ARCH-Modell"
~subject:"Financial crisis"
~subject:"Volatility Spillover Index"
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
Regulars - Management - David...
Similar by person
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Financial crisis
Volatility Spillover Index
Time series analysis
7
Zeitreihenanalyse
7
ARCH model
4
Portfolio selection
4
Portfolio-Management
4
Risikomaß
4
Risk measure
4
Volatility
4
Volatilität
4
Capital market returns
3
Großbritannien
3
Kapitalmarktrendite
3
Spillover effect
3
Spillover-Effekt
3
USA
3
United Kingdom
3
United States
3
Basel Accord
2
Basler Akkord
2
Börsenkurs
2
China
2
Cointegration
2
Credit risk
2
Estimation
2
Exchange rate
2
Hedge fund
2
Hedgefonds
2
Japan
2
Kointegration
2
Kreditrisiko
2
Media coverage
2
Mediale Berichterstattung
2
Multi-criteria analysis
2
Multikriterielle Entscheidungsanalyse
2
Multivariate Analyse
2
Multivariate analysis
2
Schock
2
Schätzung
2
Share price
2
more ...
less ...
Online availability
All
Free
4
Undetermined
1
Type of publication
All
Book / Working Paper
4
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
5
Author
All
Allen, David E.
5
McAleer, Michael
5
Powell, Robert
3
Singh, Abhay Kumar
3
Chang, Chia-Lin
1
Published in...
All
Econometric Institute research papers
International review of economics & finance : IREF
School of Accounting, Finance and Economics & FEMARC working paper series
13
Discussion paper / Tinbergen Institute
9
Working paper
4
Journal of risk and financial management : JRFM
3
The North American journal of economics and finance : a journal of financial economics studies
3
Annals of financial economics
2
Applied economics
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Discussion paper / UTAS, School of Economics and Finance
1
Risks : open access journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
2
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009744769
Saved in:
3
Theoretical and empirical differences between diagonal and full BEKK for risk management
Allen, David E.
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011734887
Saved in:
4
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 159-175
Persistent link: https://www.econbiz.de/10011740133
Saved in:
5
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2016
Persistent link: https://www.econbiz.de/10011823323
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
