//--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"McAleer, Michael"
~subject:"Estimation"
~subject:"Exchange rate"
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
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Exchange rate
Volatility
6
Volatilität
6
ARCH model
3
ARCH-Modell
3
Options
3
Risk management
3
Börsenkurs
2
Derivat
2
Derivative
2
Financial crisis
2
Financial derivatives
2
Finanzkrise
2
Futures
2
Hedging
2
Option pricing theory
2
Optionspreistheorie
2
Portfolio selection
2
Portfolio-Management
2
Risikomanagement
2
Schätzung
2
Share price
2
Size effects
2
Spillover effect
2
Spillover-Effekt
2
Wechselkurs
2
12-Month variance futures
1
3-Month variance futures
1
Aktienindex
1
Ankündigungseffekt
1
Anlageverhalten
1
Announcement effect
1
Asymmetry
1
BEKK
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian model
1
Behavioural finance
1
Betriebsgröße
1
more ...
less ...
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
McAleer, Michael
Gupta, Rangan
7
Pierdzioch, Christian
5
Zhu, Huiming
5
Chang, Chia-Lin
4
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Ho, Kin-Yip
3
Kinkyō, Takuji
3
Wang, Xiangning
3
Wohar, Mark E.
3
Zhang, Zhaoyong
3
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Dai, Zhifeng
2
Guerello, Chiara
2
Hamori, Shigeyuki
2
Hegerty, Scott W.
2
Huang, Qian
2
Ji, Qiang
2
Jiang, Yonghong
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lien, Da-hsiang Donald
2
Liu, Fang
2
Liu, Qiang
2
Nonejad, Nima
2
Risse, Marian
2
Salisu, Afees A.
2
Shi, Yanlin
2
Wen, Fenghua
2
Wu, Xinyu
2
Xuan Vinh Vo
2
Zhang, Shuguang
2
Zhang, Yi
2
Zhou, Long
2
Ahmed, Walid M. A.
1
Aiube, Fernando Antônio Lucena
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
22
Working paper
14
Discussion paper / Tinbergen Institute
12
Econometric reviews
4
Journal of econometrics
3
International review of economics & finance : IREF
2
Journal of risk and financial management : JRFM
2
Risks : open access journal
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
The econometrics journal
2
Applied economics
1
Econometrics : open access journal
1
Handbook of applied econometrics and statistical inference
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Managerial finance
1
The Korean economic review
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Saved in:
2
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 519-534
Persistent link: https://www.econbiz.de/10010367563
Saved in:
3
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
4
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->