//--> //--> //--> //-->
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"
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
Heterogeneous market-making in...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
326
Volatilität
299
ARCH-Modell
132
ARCH model
131
USA
101
Schätzung
98
United States
96
Estimation
95
Stochastischer Prozess
76
Spillover-Effekt
72
Stochastic process
72
Spillover effect
68
Börsenkurs
62
Share price
59
Theorie
59
Time series analysis
57
Zeitreihenanalyse
57
Kapitaleinkommen
56
Theory
56
Kapitalmarktrendite
55
Capital market returns
54
Capital income
52
Prognoseverfahren
52
Welt
52
Forecasting model
49
World
48
Rohstoffderivat
43
Commodity derivative
42
Risikomaß
42
volatility
40
Risk measure
38
Ölpreis
34
Oil price
33
Portfolio-Management
33
Hedging
32
Portfolio selection
32
Spotmarkt
31
Spot market
30
Futures
28
Risk management
27
more ...
less ...
Online availability
All
Free
304
Undetermined
36
Type of publication
All
Book / Working Paper
328
Article
103
Type of publication (narrower categories)
All
Working Paper
234
Arbeitspapier
212
Graue Literatur
210
Non-commercial literature
210
Article in journal
88
Aufsatz in Zeitschrift
88
Article
4
Aufsatz im Buch
3
Book section
3
Collection of articles of several authors
3
Sammelwerk
3
Bibliografie enthalten
2
Bibliography included
2
Systematic review
1
research-article
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
383
Undetermined
48
Author
All
McAleer, Michael
Gupta, Rangan
417
Caporale, Guglielmo Maria
402
Neumark, David
307
Glaeser, Edward L.
299
Bordo, Michael D.
285
Eichengreen, Barry
284
Aizenman, Joshua
265
Poterba, James M.
261
Heckman, James J.
245
Auerbach, Alan J.
243
Freeman, Richard B.
241
Diebold, Francis X.
230
Schnabl, Gunther
228
Gil-Alaña, Luis A.
225
Mitchell, Olivia S.
222
Frankel, Jeffrey A.
217
Bahmani-Oskooee, Mohsen
216
Cutler, David M.
216
Autor, David H.
213
Wolff, Edward N.
213
Stulz, René M.
211
Gruber, Jonathan
206
Krueger, Alan B.
206
Feldstein, Martin S.
200
Kotlikoff, Laurence J.
198
Fabozzi, Frank J.
196
Bloom, Nicholas
195
Burkhauser, Richard V.
195
Goldin, Claudia
195
Katz, Lawrence F.
195
Cebula, Richard J.
194
Hamermesh, Daniel S.
193
Hanson, Gordon H.
193
Itō, Takatoshi
193
Haltiwanger, John C.
192
Bollerslev, Tim
189
Pierdzioch, Christian
187
Fairlie, Robert W.
183
Goldberg, Linda S.
180
more ...
less ...
Institution
All
Department of Economics and Finance, College of Business and Economics
11
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
11
Institute of Economic Research, Kyoto University
10
University of Canterbury / Dept. of Economics and Finance
9
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
7
Tinbergen Instituut
4
School of Business, Edith Cowan University
3
Shakai-Keizai-Kenkyūsho <Osaka>
2
Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials
1
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
1
Fondazione ENI Enrico Mattei (FEEM)
1
more ...
less ...
Published in...
All
Econometric Institute research papers
92
Discussion paper / Tinbergen Institute
60
Working paper
47
Tinbergen Institute Discussion Paper
19
Econometric reviews
13
Econometric Institute Research Papers
11
Working Papers in Economics
11
Journal of econometrics
10
KIER Working Papers
10
Documentos de Trabajo del ICAE
7
Journal of risk and financial management : JRFM
7
International review of economics & finance : IREF
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics
5
Energy economics
5
Journal of Risk and Financial Management
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Tinbergen Institute Discussion Papers
4
Contributions to economic analysis
3
Econometrics : open access journal
3
Journal of economic surveys
3
Mathematics and Computers in Simulation (MATCOM)
3
Risks : open access journal
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
The North American Journal of Economics and Finance
3
Working papers / School of Business, Edith Cowan University
3
Discussion paper / Institute of Social and Economic Research
2
Economics letters
2
International journal of forecasting
2
Managerial Finance
2
Texto para discussão
2
The econometrics journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Tourism economics : the business and finance of tourism and recreation
2
Working papers in quantitative economics and econometrics
2
"Marco Fanno" Working Papers
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
1
Applied financial economics
1
Bulletin of economic research
1
more ...
less ...
Source
All
ECONIS (ZBW)
346
RePEc
58
EconStor
26
Other ZBW resources
1
Showing
1
-
10
of
431
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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Forecasting realized
volatility
with linear and nonlinear models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2009
Persistent link: https://www.econbiz.de/10003910296
Saved in:
10
Asymmetry and long memory in
volatility
modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008664039
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->