//--> //--> //-->
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:"Rohstoffderivat"
~subject:"Schätzung"
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
Rohstoffderivat
Schätzung
Theorie
23
Theory
23
ARCH model
10
ARCH-Modell
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
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
2
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
5
Author
All
McAleer, Michael
Belzil, Christian
8
Mumtaz, Haroon
7
Engsted, Tom
5
Honoré, Peter
5
Nielsen, Helena Skyt
5
Nyholm, Ken
4
Escribano, Álvaro
3
Lund, Jesper
3
Neely, Christopher J.
3
Skiadopoulos, George
3
Bandyopadhyay, Subhayu
2
Blazsek, Szabolcs
2
Carriero, Andrea
2
Chang, Chia-Lin
2
Christiansen, Charlotte
2
Clark, Todd E.
2
Cologni, Alessandro
2
Darvas, Zsolt M.
2
Daskalaki, Charoula
2
Erdemlioglu, Deniz
2
Fontagné, Lionel
2
Hayes, Kathy Jean
2
Hensher, David A.
2
Hergel, Philip
2
Jackson, Laura
2
Krogh Graversen, Ebbe
2
Licht, Adrian
2
Mandalinci, Zeyyad
2
Manera, Matteo
2
Nguyen, Hoang
2
Owyang, Michael T.
2
Pesaran, M. Hashem
2
Ravikumar, B.
2
Roengchai Tansuchat
2
Scartascini, Carlos G.
2
Srinivasan, Naveen
2
Sørensen, Carsten
2
Tanggaard, Carsten
2
Theodoridis, Konstantinos
2
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
4
Econometric reviews
3
Discussion paper / Tinbergen Institute
2
Journal of econometrics
2
Applied financial economics
1
Economies : open access journal
1
Energy economics
1
Handbook of applied econometrics and statistical inference
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The econometrics journal
1
Tinbergen Institute Discussion Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
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
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
4
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
5
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->