//--> //--> //-->
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
~subject:"ARCH model"
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
Does tenure review in New Zeal...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Theorie
13
Theory
13
New Zealand
12
Neuseeland
11
Volatility
11
Volatilität
11
Estimation
9
Schätzung
9
ARCH-Modell
8
Forecasting model
7
Modellierung
7
Prognoseverfahren
7
Scientific modelling
7
Welt
7
World
7
Time series analysis
6
USA
6
United States
6
Zeitreihenanalyse
6
Capital income
5
Kapitaleinkommen
5
Bibliometrics
4
Bibliometrie
4
Bodenreform
4
Börsenkurs
4
Elektrizitätswirtschaft
4
Land reform
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Portfolio selection
4
Portfolio-Management
4
Risikomaß
4
Risk measure
4
Share price
4
Algorithm
3
Algorithmus
3
Altruism
3
Altruismus
3
Bayes-Statistik
3
more ...
less ...
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
8
Author
All
McAleer, Michael
8
Caporin, Massimiliano
3
Chang, Chia-Lin
3
Chen, Chi-chung
2
Roengchai Tansuchat
2
Chen, Ping-yu
1
Hammoudeh, Shawkat
1
Khamkaew, Thanchanok
1
Lan Fen Chu
1
Yuan, Yuan
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
8
Published in...
All
Working paper
8
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
2
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
3
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
4
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
Saved in:
5
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
Saved in:
6
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
7
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
8
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562979
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->