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"
~person:"Dreger, Christian"
~person:"McAleer, Michael"
~person:"Vivarelli, Marco"
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
Sectoral R&D intensity and Exc...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
72
Volatilität
72
ARCH model
36
ARCH-Modell
36
USA
22
United States
22
Estimation
21
Schätzung
21
Spillover effect
21
Spillover-Effekt
21
Capital market returns
18
Kapitalmarktrendite
18
Welt
15
World
15
Forecasting model
12
Prognoseverfahren
12
Spot market
12
Spotmarkt
12
Börsenkurs
11
Commodity derivative
11
Oil price
11
Risikomaß
11
Risk measure
11
Rohstoffderivat
11
Share price
11
Ölpreis
11
Capital income
10
Futures
10
Kapitaleinkommen
10
Stochastic process
10
Stochastischer Prozess
10
Time series analysis
10
Zeitreihenanalyse
10
Hedging
8
Portfolio selection
8
Portfolio-Management
8
Aktienindex
7
Index derivative
7
Indexderivat
7
Modellierung
7
more ...
less ...
Online availability
All
Free
75
Type of publication
All
Book / Working Paper
75
Type of publication (narrower categories)
All
Arbeitspapier
75
Graue Literatur
75
Non-commercial literature
75
Working Paper
75
Language
All
English
75
Author
All
Dreger, Christian
McAleer, Michael
Vivarelli, Marco
Chang, Chia-Lin
37
Asai, Manabu
10
Tansuchat, Roengchai
7
Franses, Philip Hans
6
Dijk, Dick van
5
Caporin, Massimiliano
4
Chen, Chi-chung
4
Medeiros, Marcelo C.
4
Allen, David E.
3
Hafner, Christian M.
3
Hammoudeh, Shawkat
3
Hsieh, Tai-Lin
3
Pérez Amaral, Teodosio
3
Wang, Yu-Ann
3
Bodeutsch, Denice
2
Chen, Ping-yu
2
Hammoudeh, Shawkat M.
2
Kobayashi, Masahito
2
Lambertides, Neophytos
2
Martens, Martin
2
Martinet, Guillaume Gaetan
2
Paap, Richard
2
Powell, Robert
2
Roengchai Tansuchat
2
Savva, Christos S.
2
Singh, Abhay Kumar
2
Tang, Ju-Ting
2
Wong, Wing Keung
2
Yuan, Yuan
2
Zopiatis, Anastasios
2
Anh The Vo
1
Bannouh, Karim
1
Chan, Felix
1
Chang, Chia-Ling
1
Chen, Jinghui
1
Chen, Meng-Gu
1
Chen, Ping-Yu
1
Chen, Sung-po
1
Chu, LanFen
1
more ...
less ...
Published in...
All
Econometric Institute research papers
DIW Wochenbericht
79
Discussion paper / Tinbergen Institute
62
IZA Discussion Papers
41
Working paper
41
DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
36
Discussion paper series / IZA
32
IZA Discussion Paper
19
Tinbergen Institute Discussion Paper
17
Econometric Institute Research Papers
15
DIW Economic Bulletin
14
Econometric reviews
13
Working Papers in Economics
13
GLO discussion paper
12
DIW Discussion Papers
11
KIER Working Papers
11
Documentos de Trabajo del ICAE
10
Discussion Papers of DIW Berlin
9
Journal of econometrics
9
Working paper series / United Nations University, UNU-MERIT
9
DIW Berlin Discussion Paper
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
8
GLO Discussion Paper
6
Journal of risk and financial management : JRFM
6
LEM working paper series
6
The North American journal of economics and finance : a journal of financial economics studies
6
DISES - Quaderni del Dipartimento di Scienze Economiche e Sociali
5
LEM Working Paper Series
5
Tinbergen Institute Discussion Papers
5
Energy economics
4
International review of economics & finance : IREF
4
Journal of Risk and Financial Management
4
Research policy : policy, management and economic studies of science, technology and innovation
4
The North American Journal of Economics and Finance
4
Working Paper / FINESS
4
Working papers / School of Business, Edith Cowan University
4
Applied economics letters
3
Contributions to economic analysis
3
DIW economic bulletin
3
Econometrics : open access journal
3
more ...
less ...
Source
All
ECONIS (ZBW)
75
Showing
1
-
10
of
75
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Globalization and knowledge spillover : international direct investment,
exports
and patents
Chang, Chia-Lin
;
Chen, Sung-po
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008664062
Saved in:
2
International technology diffusion of joint and cross-border patents
Chang, Chia-Lin
;
McAleer, Michael
;
Tang, Ju-Ting
-
2015
Persistent link: https://www.econbiz.de/10011346210
Saved in:
3
Joint and cross-border patents as proxies for international technology diffusion
Chang, Chia-Lin
;
McAleer, Michael
;
Tang, Ju-Ting
-
2016
-
Revised: December 2016
Persistent link: https://www.econbiz.de/10011631778
Saved in:
4
Shock and
volatility
spillovers among equity sectors of the gulf Arab stock markets
Hammoudeh, Shawkat M.
(
contributor
);
Yuan, Yuan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003780792
Saved in:
5
Asymmetry and leverage in realized
volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
6
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:
7
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:
8
Modelling conditional correlations in the
volatility
of Asian rubber spot and futures returns
Khamkaew, Tanchanok
;
Tansuchat, Roengchai
;
Chang, Chia-Lin
-
2009
Persistent link: https://www.econbiz.de/10003908711
Saved in:
9
Modelling long memory
volatility
in agricultural commodity futures returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003909568
Saved in:
10
Interdependence of international tourism demand and
volatility
in leading ASEAN destinations
Chang, Chia-Ling
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2009
Persistent link: https://www.econbiz.de/10003909585
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
