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~isPartOf:"Econometric Institute research papers"
~subject:"Volatilität"
~type:"book"
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Volatility spillovers and cont...
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Volatilität
Volatility
82
ARCH model
40
ARCH-Modell
40
Spillover effect
26
Spillover-Effekt
26
USA
26
United States
26
Capital market returns
22
Estimation
22
Kapitalmarktrendite
22
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15
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12
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12
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11
Oil price
11
Portfolio selection
11
Portfolio-Management
11
Risikomaß
11
Risk measure
11
Rohstoffderivat
11
Ölpreis
11
Futures
10
Theorie
10
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10
Aktienmarkt
8
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8
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Graue Literatur
77
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77
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82
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McAleer, Michael
72
Chang, Chia-Lin
34
Asai, Manabu
10
Tansuchat, Roengchai
7
Caporin, Massimiliano
4
Chen, Chi-chung
4
Dijk, Dick van
4
Medeiros, Marcelo C.
4
Allen, David E.
3
Franses, Philip Hans
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
Powell, Robert
2
Roengchai Tansuchat
2
Savva, Christos S.
2
Singh, Abhay Kumar
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
Chu, LanFen
1
Da Veiga, Bernardo
1
Duc Hong Vo
1
Guo, Xu
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Econometrisch Instituut <Rotterdam>
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Econometric Institute research papers
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485
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467
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416
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249
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240
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195
CESifo working papers
170
IMF working papers
147
Research paper series / Swiss Finance Institute
118
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116
CREATES research paper
101
IMF working paper
94
Finance and economics discussion series
87
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80
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79
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79
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78
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76
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75
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72
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65
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64
SFB 649 discussion paper
64
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58
International finance discussion papers
57
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56
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54
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53
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52
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50
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48
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48
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46
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44
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ECONIS (ZBW)
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The stock exchange of Suriname: returns, volatility, correlations and weak-form efficiency
Bodeutsch, Denice
;
Franses, Philip Hans
-
2014
Persistent link: https://www.econbiz.de/10010359786
Saved in:
2
The stock exchange of Suriname: returns, volatility, correlations and efficiency
Bodeutsch, Denice
;
Franses, Philip Hans
-
2012
Persistent link: https://www.econbiz.de/10010354451
Saved in:
3
Testing for changes in volatility in heteroskedastic time series - a further examination
Pooter, Michiel de
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002239756
Saved in:
4
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:
5
Volatility spillovers between energy and agricultural markets : a critical appraisal of theory and practice
Chang, Chia-Lin
;
Li, Yiying
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011432558
Saved in:
6
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011432792
Saved in:
7
Volatility spillovers for spot, futures, and ETF prices in Energy and Agriculture
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541148
Saved in:
8
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:
9
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:
10
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
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