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-Modell"
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
Modelling Trade Duration in U....
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH-Modell
Financial crisis
67
Australia
66
Australien
64
Finanzkrise
63
Schätzung
49
Estimation
48
Welt
47
World
45
USA
44
United States
44
Volatility
41
Volatilität
40
Börsenkurs
32
Share price
32
Theorie
30
Theory
30
Stock market
29
International financial market
28
Internationaler Finanzmarkt
28
Aktienmarkt
27
Ansteckungseffekt
26
Contagion effect
26
Exchange rate
24
Wechselkurs
24
Schock
23
Shock
23
Systemic risk
23
Systemrisiko
21
ARCH model
20
Spillover effect
20
Spillover-Effekt
20
Time series analysis
19
Zeitreihenanalyse
19
Geldpolitik
18
Monetary policy
18
Short selling
16
VAR model
16
VAR-Modell
16
Asia
15
more ...
less ...
Online availability
All
Free
4
Undetermined
2
Type of publication
All
Article
14
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Diskette
1
Floppy disk
1
more ...
less ...
Language
All
English
20
Author
All
McKenzie, Michael D.
12
Dungey, Mardi H.
8
Faff, Robert W.
4
Milunovich, George
4
Thorp, Susan
4
Yang, Minxian
3
Brooks, Robert
2
Gajurel, Dinesh
2
Aslanides, Nektarios
1
Cai, Charlie X.
1
Hillier, David
1
Kim, Suk-Joong
1
Mitchell, Heather
1
Sadorsky, Perry A.
1
Savva, Christos S.
1
Yalama, Abdullah
1
more ...
less ...
Published in...
All
Journal of banking & finance
3
The European journal of finance
2
Applied financial economics
1
Australian economic papers
1
CAMA working paper series
1
CFAP working papers
1
Discussion paper / UTAS, School of Economics and Finance
1
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of financial analysis
1
Journal of forecasting
1
Journal of multinational financial management
1
McGraw-Hill series in advanced finance
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Review of quantitative finance and accounting
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)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Power transformation and forecasting the magnitude of exchange rate changes
McKenzie, Michael D.
- In:
International journal of forecasting
15
(
1999
)
1
,
pp. 49-55
Persistent link: https://www.econbiz.de/10001428473
Saved in:
2
Research design issues in time-series modelling of financial market volatility
McKenzie, Michael D.
;
Brooks, Robert
-
1999
Persistent link: https://www.econbiz.de/10001372125
Saved in:
3
Generalized asymmetric power ARCH modelling of exchange rate volatility
McKenzie, Michael D.
;
Mitchell, Heather
- In:
Applied financial economics
12
(
2002
)
8
,
pp. 555-564
Persistent link: https://www.econbiz.de/10001677011
Saved in:
4
Time-varying country risk : an assessment of alternative modelling techniques
Brooks, Robert
;
Faff, Robert W.
;
McKenzie, Michael D.
- In:
The European journal of finance
8
(
2002
)
3
,
pp. 249-274
Persistent link: https://www.econbiz.de/10001704466
Saved in:
5
Power ARCH modelling of commodity futures data on the London metal exchange
McKenzie, Michael D.
(
contributor
)
- In:
The European journal of finance
7
(
2001
)
1
,
pp. 22-38
Persistent link: https://www.econbiz.de/10001542130
Saved in:
6
An empirical examination of the relationship between central bank intervention and exchange rate volatility : some Australian evidence
McKenzie, Michael D.
- In:
Australian economic papers
43
(
2004
)
1
,
pp. 59-74
Persistent link: https://www.econbiz.de/10001976159
Saved in:
7
Modeling conditional return autocorrelation
McKenzie, Michael D.
;
Faff, Robert W.
- In:
International review of financial analysis
14
(
2005
)
1
,
pp. 23-42
Persistent link: https://www.econbiz.de/10002737791
Saved in:
8
Macroeconomic news announcements and the role of expectations : evidence for US bond, stock and foreign exchange markets
Kim, Suk-Joong
;
McKenzie, Michael D.
;
Faff, Robert W.
- In:
Journal of multinational financial management
14
(
2004
)
3
,
pp. 217-232
Persistent link: https://www.econbiz.de/10002539268
Saved in:
9
The economics of exchange rate volatility asymmetry
McKenzie, Michael D.
- In:
International journal of finance & economics : IJFE
7
(
2002
)
3
,
pp. 247-260
Persistent link: https://www.econbiz.de/10001694050
Saved in:
10
Exploring the economic rationale of extremes in GARCH generated betas : the case of US banks
McKenzie, Michael D.
(
contributor
)
- In:
The quarterly review of economics and finance : journal …
40
(
2000
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10001494511
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
