//--> //--> //--> //-->
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:"McAleer, Michael"
~person:"Van Reenen, John"
~subject:"Arbeitsbeziehungen"
~subject:"Betriebswirtschaftslehre"
~subject:"Großbritannien"
~subject:"Microeconomics"
~subject:"United States"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Fallstudie"
~type_genre:"Glossar enthalten"
~type_genre:"Textbook"
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
The economics of offshore oil...
Similar by subject
Narrow search
Delete all filters
| 13 applied filters
Year of publication
From:
To:
Subject
All
Arbeitsbeziehungen
Betriebswirtschaftslehre
Großbritannien
Microeconomics
United States
USA
38
Volatility
22
Volatilität
22
Estimation
14
Schätzung
14
ARCH model
10
ARCH-Modell
10
Capital market returns
8
Kapitalmarktrendite
8
Spillover effect
8
Spillover-Effekt
8
Spot market
7
Spotmarkt
7
Futures
6
Hedging
6
Stochastic process
6
Stochastischer Prozess
6
Aktienindex
5
Commodity derivative
5
Forecasting model
5
Index derivative
5
Indexderivat
5
Prognoseverfahren
5
Rohstoffderivat
5
Stock index
5
VAR model
5
VAR-Modell
5
Börsenkurs
4
Capital income
4
Kapitaleinkommen
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Risikomaß
4
Risk measure
4
Schock
4
Share price
4
Shock
4
United Kingdom
4
more ...
less ...
Online availability
All
Free
38
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
Fallstudie
Glossar enthalten
Textbook
Graue Literatur
38
Non-commercial literature
38
Working Paper
38
Language
All
English
38
Author
All
McAleer, Michael
Van Reenen, John
Chang, Chia-Lin
15
Asai, Manabu
9
Franses, Philip Hans
8
Paap, Richard
6
Hammoudeh, Shawkat
5
Dijk, Herman K. van
4
Allen, David E.
3
Bijwaard, Govert
3
Dijk, Dick van
3
Hsieh, Tai-Lin
3
Medeiros, Marcelo C.
3
Ravazzolo, Francesco
3
Singh, Abhay Kumar
3
Wong, Wing Keung
3
Dekker, Rommert
2
Heij, Christiaan
2
Hooi Hooi Lean
2
Huisman, Dennis
2
Satō, Kiyotaka
2
Tansuchat, Roengchai
2
Zhang, Zhaoyong
2
Aree Wiboonpongse
1
Asperen, Eelco van
1
Bannouh, Karim
1
Boer, Paul M. C. de
1
Brito, Marisa P. de
1
Bruijn, Bert de
1
Bröcker, Johannes
1
Budai, Gabriella
1
Caporin, Massimiliano
1
Chaovanapoonphol, Yaovarate
1
Chen, Li-Hsueh
1
Daal, Jan van
1
Eliashberg, Jehoshua
1
Frenk, Johannes G.
1
García-Hiernaux, Alfredo
1
Groen, Jan J. J.
1
Groenen, Patrick J. F.
1
Guerrero, David E.
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Discussion paper
27
Working paper
18
Working paper / National Bureau of Economic Research, Inc.
17
Discussion paper / Centre for Economic Policy Research
16
Discussion paper / Tinbergen Institute
14
Discussion paper series / IZA
6
NBER working paper series
5
CESifo working papers
2
Discussion papers / CEPR
2
Discussion papers / Stanford Institute for Economic Policy Research
2
EDS discussion papers
2
Intellectual property, technology and productivity
2
Working papers / Harvard Business School, Division of Research
2
Working papers / National Bureau of Economic Research, Inc.
2
Working papers / U.S. Census Bureau, Center for Economic Studies
2
Working papers in quantitative economics and econometrics
2
Discussion paper / Institute of Social and Economic Research
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Economics of industry publications
1
IFS working paper
1
IFS working paper series
1
Rock Center for Corporate Governance at Stanford University Working Paper
1
Rock Center for Corporate Governance at Stanford University working paper series
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Studi e quaderni
1
The labour market consequences of technical and structural change : discussion paper series
1
Working paper series / Frankfurt School of Finance & Management
1
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
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
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2015
Persistent link: https://www.econbiz.de/10011432600
Saved in:
3
Market integration dynamics and asymptotic price convergence in distribution
García-Hiernaux, Alfredo
;
Guerrero, David E.
;
McAleer, …
-
2015
Persistent link: https://www.econbiz.de/10011432674
Saved in:
4
Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies
Allen, David E.
;
McAleer, Michael
;
Shelton, Peiris
; …
-
2015
Persistent link: https://www.econbiz.de/10011432736
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Theory and application of an economic performance measure of risk
Niu, Cuizhen
;
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
-
2017
Persistent link: https://www.econbiz.de/10011668139
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->