//--> //--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~subject:"Forecasting model"
~subject:"Risikomaß"
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
Separation and Volatility of L...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Risikomaß
Volatility
407
Volatilität
407
ARCH model
141
ARCH-Modell
141
Börsenkurs
131
Share price
131
Estimation
122
Schätzung
122
Capital income
110
Kapitaleinkommen
110
Stock market
102
Aktienmarkt
101
Spillover effect
96
Spillover-Effekt
96
USA
72
United States
72
Welt
72
World
72
Prognoseverfahren
67
Theorie
59
Theory
59
Exchange rate
50
Wechselkurs
50
Risk
48
Risiko
45
Oil price
44
Time series analysis
44
Zeitreihenanalyse
44
Ölpreis
44
China
43
Risk measure
42
Portfolio selection
40
Portfolio-Management
40
Option pricing theory
39
Optionspreistheorie
39
Stochastic process
39
Stochastischer Prozess
39
Financial crisis
31
more ...
less ...
Online availability
All
Undetermined
68
Free
18
Type of publication
All
Article
79
Book / Working Paper
18
Type of publication (narrower categories)
All
Article in journal
79
Aufsatz in Zeitschrift
79
Arbeitspapier
18
Graue Literatur
18
Non-commercial literature
18
Working Paper
18
Language
All
English
Author
All
McAleer, Michael
20
Chang, Chia-Lin
8
Asai, Manabu
7
Gupta, Rangan
7
Allen, David E.
4
Hammoudeh, Shawkat
4
Pierdzioch, Christian
4
Pérez Amaral, Teodosio
4
Caporin, Massimiliano
3
Dai, Zhifeng
3
Kang, Sang Hoon
3
Medeiros, Marcelo C.
3
Mensi, Walid
3
Qiao, Gaoxiu
3
Wohar, Mark E.
3
Wu, Xinyu
3
Zhang, Yaojie
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Jimenez-Martin, Juan-Angel
2
Kok Haur Ng
2
Li, Weiping
2
Liu, Li
2
Malik, Farooq
2
Nonejad, Nima
2
Risse, Marian
2
Tansuchat, Roengchai
2
Tiwari, Aviral Kumar
2
Alañón Pardo, Ángel
1
Anjum, Hassan
1
Azibi, Jamel
1
Bannouh, Karim
1
Bellos, Sotirios K.
1
Bianconi, Marcelo
1
Bouri, Elie
1
Brugal, Ivan
1
Candido, Osvaldo
1
Chan, Felix
1
Chan, Jennifer So Kuen
1
Chan, Jennifer So-kuen
1
more ...
less ...
Published in...
All
Econometric Institute research papers
The North American journal of economics and finance : a journal of financial economics studies
Energy economics
177
Finance research letters
137
International journal of forecasting
131
Journal of forecasting
121
International review of financial analysis
87
Economic modelling
73
International review of economics & finance : IREF
71
Applied economics
69
Journal of banking & finance
66
Journal of empirical finance
60
Journal of econometrics
55
Working paper
41
Department of Economics working paper series
39
Applied economics letters
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
The European journal of finance
37
The journal of futures markets
37
Discussion paper / Tinbergen Institute
35
Quantitative finance
35
Journal of international financial markets, institutions & money
34
Journal of risk and financial management : JRFM
34
International journal of finance & economics : IJFE
31
Applied financial economics
29
Pacific-Basin finance journal
29
Journal of financial econometrics
28
Computational economics
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Research in international business and finance
26
Economics letters
24
Journal of financial economics
24
Risks : open access journal
24
Journal of risk
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Financial innovation : FIN
20
Working papers
20
CREATES research paper
19
International Journal of Energy Economics and Policy : IJEEP
19
Journal of applied econometrics
19
NBER working paper series
19
more ...
less ...
Source
All
ECONIS (ZBW)
97
Showing
1
-
10
of
97
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
Trabelsi, Nader
;
Tiwari, Aviral Kumar
;
Hammoudeh, Shawkat
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013534076
Saved in:
2
A quantile-boosting approach to forecasting gold returns
Pierdzioch, Christian
;
Risse, Marian
- In:
The North American journal of economics and finance : a …
35
(
2016
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011672283
Saved in:
3
A simple expected volatility (SEV) index : application to SET50 index options
Wiphatthanananthakul, Chatayan
;
McAleer, Michael
-
2008
Persistent link: https://www.econbiz.de/10003893426
Saved in:
4
VaR forecasts and dynamic conditional correlations for spot and futures returns on stocks and bonds
Hakim, Abdul
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003908707
Saved in:
5
Forecasting realized volatility with linear and nonlinear models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2009
Persistent link: https://www.econbiz.de/10003910296
Saved in:
6
It pays to violate : how effective are the Basel accord penalties?
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910300
Saved in:
7
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008664039
Saved in:
8
GFC-robust risk management strategies under the basel accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
Persistent link: https://www.econbiz.de/10008664042
Saved in:
9
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008664052
Saved in:
10
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003989642
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->