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
~language:"eng"
~person:"McAleer, Michael"
~subject:"United States"
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
Managing Openness and Volatili...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
United States
Volatility
301
Volatilität
287
ARCH model
125
ARCH-Modell
125
Estimation
86
Schätzung
86
Stochastic process
66
Stochastischer Prozess
66
Spillover effect
61
Spillover-Effekt
61
Welt
60
World
58
Börsenkurs
56
Share price
55
Theorie
55
Theory
55
Capital income
53
Kapitaleinkommen
53
Time series analysis
53
Zeitreihenanalyse
53
Capital market returns
51
Kapitalmarktrendite
51
Forecasting model
47
Prognoseverfahren
47
USA
46
Risikomaß
38
Risk measure
37
Commodity derivative
35
Rohstoffderivat
35
Ölpreis
33
Oil price
32
Portfolio selection
30
Portfolio-Management
30
Modellierung
25
Scientific modelling
25
Spot market
25
Spotmarkt
25
Hedging
24
Futures
23
more ...
less ...
Online availability
All
Free
34
Type of publication
All
Book / Working Paper
37
Article
9
Type of publication (narrower categories)
All
Arbeitspapier
37
Graue Literatur
37
Non-commercial literature
37
Working Paper
37
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
Author
All
McAleer, Michael
Hanson, Gordon H.
67
Schott, Peter K.
58
Dorn, David
52
Gupta, Rangan
52
Autor, David H.
50
Bahmani-Oskooee, Mohsen
48
Jensen, J. Bradford
43
Irwin, Douglas A.
40
Bernard, Andrew B.
39
Feenstra, Robert C.
37
Baldwin, Robert E.
29
Bollerslev, Tim
28
Pierce, Justin R.
28
Stern, Robert Mitchell
26
Andersen, Torben
23
Bown, Chad P.
23
Caporale, Guglielmo Maria
20
Deardorff, Alan V.
19
Acemoglu, Daron
18
Davis, Steven J.
18
Hufbauer, Gary Clyde
18
Moffitt, Robert A.
18
Redding, Stephen
18
Bali, Turan G.
17
Bhagwati, Jagdish N.
17
Chang, Chia-Lin
17
Hammoudeh, Shawkat
17
Jauer, Julia
17
Liebig, Thomas
17
Novy, Dennis
17
Pierdzioch, Christian
17
Riker, David A.
17
Hegerty, Scott W.
16
Martin, John P.
16
Stulz, René M.
16
Bouri, Elie
15
Castelnuovo, Efrem
15
Fernández-Villaverde, Jesús
15
Hautsch, Nikolaus
15
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
3
Published in...
All
Econometric Institute research papers
22
Discussion paper / Tinbergen Institute
8
Working paper
7
Econometric reviews
3
Applied financial economics
1
Journal of econometrics
1
Journal of risk and financial management : JRFM
1
Managerial finance
1
The econometrics journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
46
Showing
1
-
10
of
46
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetry and leverage in realized
volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
2
Modelling time-vaying conditionl correlations in the
volatility
of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
3
Asymmetric multivariate stochastic
volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
Saved in:
4
Measuring the
volatility
in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
5
An econometric analysis of asymmetric
volatility
: theory and application to patents
McAleer, Michael
;
Chan, Felix
;
Marinova, Dora
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 259-284
Persistent link: https://www.econbiz.de/10003485356
Saved in:
6
Non-trading day effects in asymmetric conditional and stochastic
volatility
models
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 113-123
Persistent link: https://www.econbiz.de/10003451750
Saved in:
7
Modelling long memory
volatility
in agricultural commodity futures returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003909568
Saved in:
8
Forecasting realized
volatility
with linear and nonlinear models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2009
Persistent link: https://www.econbiz.de/10003910296
Saved in:
9
Asymmetry and long memory in
volatility
modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008664039
Saved in:
10
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
