//--> //--> //--> //-->
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:"Journal of public economics"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Rohstoffderivat"
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
Constraint propagation algorit...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Rohstoffderivat
Theorie
23
Theory
23
ARCH model
10
Time series analysis
10
Zeitreihenanalyse
10
Volatility
9
Volatilität
9
Forecasting model
5
Prognoseverfahren
5
Modellierung
4
Scientific modelling
4
Stochastic process
4
Stochastischer Prozess
4
Commodity derivative
3
Correlation
3
Estimation
3
Korrelation
3
Schätzung
3
Statistical test
3
Statistischer Test
3
Capital income
2
Econometric model
2
Frühindikator
2
Kapitaleinkommen
2
Leading indicator
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Oil price
2
Robust statistics
2
Robustes Verfahren
2
Statistical method
2
Statistische Methode
2
USA
2
United States
2
Ökonometrisches Modell
2
Ölpreis
2
more ...
less ...
Online availability
All
Free
8
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
All
English
11
Author
All
McAleer, Michael
Asai, Manabu
2
Caporin, Massimiliano
2
Chang, Chia-Lin
2
Christiansen, Charlotte
2
Daskalaki, Charoula
2
Roengchai Tansuchat
2
Skiadopoulos, George
2
Awartani, Basel
1
Baldi, Lucia
1
Blazsek, Szabolcs
1
Brandner, Peter
1
Chan, Felix
1
Chen, Chi-chung
1
Coudert, Virginie
1
Erdemlioglu, Deniz
1
Escribano, Álvaro
1
Gabrisch, Hubert
1
Giraitis, Liudas
1
Grech, Harald
1
Hervé, Karine
1
Huang, Zhe
1
Javed, Farrukh
1
Joe͏̈ts, Marc
1
Lan Fen Chu
1
Laurent, Sébastien
1
Licht, Adrian
1
Lund, Jesper
1
Mabille, Pierre
1
Manera, Matteo
1
Martin, Franck
1
Medeiros, Marcelo C.
1
Minh-Ngoc Tran
1
Morana, Claudio
1
Neely, Christopher J.
1
Nguyen, Hoang
1
Nicolini, Marcella
1
Peri, Massimo
1
Raaij, Gabriela de
1
Raunig, Burkhard
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Journal of public economics
Working paper
Econometric Institute research papers
9
Discussion paper / Institute of Social and Economic Research
5
Discussion paper / Tinbergen Institute
3
Econometric reviews
3
Econometric theory
2
Journal of economic surveys
2
Applied financial economics
1
Contributions to financial econometrics : theoretical and practical issues
1
Econometrics : open access journal
1
Economics letters
1
Energy economics
1
Finance research letters
1
International journal of forecasting
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of forecasting
1
Papers in efficiency, effectiveness and international competitiveness
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
2
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
3
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
4
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
5
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
6
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
7
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
8
Structure and asymptotic theory for nonlinear models with GARCH Errors
Chan, Felix
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008760483
Saved in:
9
Dynamic conditional correlations for asymmetric processes
Asai, Manabu
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760497
Saved in:
10
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760500
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->