//--> //--> //--> //-->
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
~person:"McAleer, Michael"
~person:"Veronesi, Pietro"
~source:"econis"
~subject:"Börsenkurs"
~subject:"Risk aversion"
~subject:"Volatility"
~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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Risk aversion
Volatility
USA
100
United States
100
Volatilität
41
Estimation
26
Schätzung
26
Share price
23
ARCH model
19
ARCH-Modell
19
Spillover effect
17
Spillover-Effekt
17
Stochastic process
14
Stochastischer Prozess
14
Spot market
13
Spotmarkt
13
Capital income
12
Kapitaleinkommen
12
Capital market returns
10
Commodity derivative
10
Futures
10
Großbritannien
10
Hedging
10
Kapitalmarktrendite
10
Rohstoffderivat
10
United Kingdom
10
Profitability
9
Rentabilität
9
Theorie
9
Theory
9
VAR model
9
VAR-Modell
9
China
8
Japan
8
Risikoaversion
8
Risikomaß
8
Risk measure
8
Time series analysis
8
Zeitreihenanalyse
8
more ...
less ...
Online availability
All
Free
47
Undetermined
5
Type of publication
All
Book / Working Paper
61
Type of publication (narrower categories)
All
Arbeitspapier
Collection of articles of several authors
Graue Literatur
61
Non-commercial literature
61
Working Paper
61
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
61
Author
All
McAleer, Michael
Veronesi, Pietro
Caporale, Guglielmo Maria
31
Hautsch, Nikolaus
29
Pierdzioch, Christian
29
Härdle, Wolfgang
28
Stulz, René M.
28
Gil-Alaña, Luis A.
23
Theissen, Erik
22
Gupta, Rangan
19
Hess, Dieter
19
Bollerslev, Tim
18
Döpke, Jörg
17
Chang, Chia-Lin
16
Rubio-Ramírez, Juan Francisco
16
Entorf, Horst
15
Herwartz, Helmut
15
Pástor, Ľuboš
15
Davis, Steven J.
14
Lettau, Martin
14
Campbell, John Y.
13
Fernández-Villaverde, Jesús
13
Andersen, Torben
12
Bekaert, Geert
12
Belke, Ansgar
12
Bohl, Martin T.
12
Ludvigson, Sydney C.
12
Asai, Manabu
11
Engle, Robert F.
11
Guerrón-Quintana, Pablo A.
11
Massa, Massimo
11
Miller, Stephen M.
11
Timmermann, Allan
11
Wagner, Alexander F.
11
Weber, Enzo
11
Werner, Thomas
11
Castelnuovo, Efrem
10
Grammig, Joachim
10
Hong, Harrison G.
10
Karolyi, G. Andrew
10
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
3
University of Chicago / Center for Research in Security Prices
3
Published in...
All
Econometric Institute research papers
25
Discussion paper / Tinbergen Institute
10
Working paper
10
Working paper / National Bureau of Economic Research, Inc.
6
Discussion paper / Centre for Economic Policy Research
5
Working paper series / Center for Research in Security Prices
4
Finance and economics discussion series
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
61
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
Technological revolutions and stock prices
Pástor, Ľuboš
;
Veronesi, Pietro
-
2006
Persistent link: https://www.econbiz.de/10003284970
Saved in:
3
Technological revolutions and stock prices
Pástor, Ľuboš
(
contributor
);
Veronesi, Pietro
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003409487
Saved in:
4
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:
5
Forecasting realized volatility with linear and nonlinear models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2009
Persistent link: https://www.econbiz.de/10003910296
Saved in:
6
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008664039
Saved in:
7
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:
8
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:
9
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:
10
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->