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:"Working paper"
~person:"Bohl, Martin T."
~person:"Grammig, Joachim"
~person:"Hautsch, Nikolaus"
~person:"McAleer, Michael"
~person:"Veronesi, Pietro"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Capital market returns"
~subject:"Futures"
~subject:"New economy"
~subject:"Stochastischer Prozess"
~subject:"Stock market"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles of several authors"
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
Stromdurchleitung: Anregung au...
Similar by subject
Narrow search
Delete all filters
| 15 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Capital market returns
Futures
New economy
Stochastischer Prozess
Stock market
USA
14
United States
14
Volatility
7
Volatilität
7
Estimation
6
Schätzung
6
Stochastic process
5
Capital income
4
Commodity derivative
4
Kapitaleinkommen
4
Rohstoffderivat
4
ARCH model
3
ARCH-Modell
3
Japan
3
Risikomaß
3
Risk measure
3
Share price
3
Spillover effect
3
Spillover-Effekt
3
1995-2009
2
Australia
2
Australien
2
China
2
Edelmetall
2
Portfolio selection
2
Portfolio-Management
2
Precious metal
2
Risikoaversion
2
Risk aversion
2
Spot market
2
Spotmarkt
2
Theorie
2
Theory
2
VAR model
2
VAR-Modell
2
1971-2005
1
1978-2007
1
1991-2010
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Arbeitspapier
Collection of articles of several authors
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
7
Author
All
Bohl, Martin T.
Grammig, Joachim
Hautsch, Nikolaus
McAleer, Michael
Veronesi, Pietro
Guo, Hui
10
Neely, Christopher J.
4
Guidolin, Massimo
3
Raunig, Burkhard
3
Savickas, Robert
3
Asai, Manabu
2
Bordo, Michael D.
2
Dueker, Michael
2
Hooi Hooi Lean
2
Kiss, Tamás
2
Manera, Matteo
2
Mumtaz, Haroon
2
Nguyen, Hoang
2
Nyholm, Ken
2
Schmid, Frank A.
2
Theodoridis, Konstantinos
2
Timmermann, Allan
2
Wheelock, David C.
2
Wong, Wing Keung
2
Österholm, Pär
2
Allen, David E.
1
Allena, David E.
1
Altig, David
1
Amrama, Ron
1
Anderson, Warwick
1
Ayala, Astrid
1
Barrero, Jose Maria
1
Bastianin, Andrea
1
Białkowski, Je̜drzej
1
Bibinger, Markus
1
Blazsek, Szabolcs
1
Bloom, Nicholas
1
Boldrin, Michele
1
Boudt, Kris
1
Bowman, Robert G.
1
Bullard, James Brian
1
Busetti, Giorgio
1
Caporin, Massimiliano
1
Christiansen, Charlotte
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
2
Published in...
All
Working paper
Econometric Institute research papers
22
Discussion paper / Tinbergen Institute
12
SFB 649 discussion paper
12
CFS working paper series
8
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
5
Working paper / National Bureau of Economic Research, Inc.
5
CORE discussion paper : DP
4
Discussion paper / Centre for Economic Policy Research
4
Working paper series / Center for Research in Security Prices
4
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
3
Working paper / Centre for Financial Research
3
Working paper series / Finance and accounting / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
3
CoFE discussion papers
2
Discussion paper / Deutsche Bundesbank
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Research notes in economics & statistics
2
Bonn Econ Discussion Papers / BGSE
1
CREATES research paper
1
Discussion paper
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
EUI working paper / ECO
1
The Postgraduate Research Programme working paper series
1
Thünen working paper
1
Working paper / Department of Economics, Wilfrid Laurier University
1
Working paper series / Finance / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften
1
ZEW discussion papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market efficiency of oil spot and futures : a mean-variance and stochastic dominance approach
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10008670002
Saved in:
2
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10008688580
Saved in:
3
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
4
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
Saved in:
5
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
6
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
7
Volatility spillovers from the Chinese stock market to economic neighbours
Allena, David E.
;
Amrama, Ron
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413631
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
