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~subject:"Volatilität"
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Volatilität
Volatility
331
Theorie
233
ARCH-Modell
220
Theory
216
ARCH model
211
Schätzung
161
Estimation
160
Welt
155
Zeitreihenanalyse
148
World
143
Time series analysis
142
Prognoseverfahren
127
Forecasting model
120
Schätztheorie
114
Estimation theory
111
USA
105
Risikomaß
102
Stochastischer Prozess
100
United States
99
Stochastic process
96
Risk measure
95
Eigenfactor
90
Spillover-Effekt
81
Taiwan
81
Börsenkurs
80
Portfolio-Management
79
Portfolio selection
77
Spillover effect
77
Share price
75
Research assessment measures
73
Kapitalmarktrendite
70
Capital market returns
69
Basel Accord
67
Finanzkrise
67
Risk management
63
Article Influence
62
Kapitaleinkommen
62
STAR
62
Financial crisis
61
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Free
218
Undetermined
28
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Book / Working Paper
226
Article
76
Type of publication (narrower categories)
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Working Paper
184
Arbeitspapier
171
Graue Literatur
169
Non-commercial literature
169
Article in journal
74
Aufsatz in Zeitschrift
74
Aufsatz im Buch
2
Bibliografie enthalten
2
Bibliography included
2
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2
Article
1
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1
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1
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English
302
Author
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McAleer, Michael
299
Chang, Chia-Lin
114
Asai, Manabu
51
Allen, David E.
33
Medeiros, Marcelo C.
19
Caporin, Massimiliano
16
Tansuchat, Roengchai
15
Roengchai Tansuchat
11
Chen, Chi-chung
10
Hammoudeh, Shawkat
10
Singh, Abhay Kumar
10
Pérez Amaral, Teodosio
9
Scharth, Marcel
9
Wong, Wing Keung
8
Powell, Robert
7
Wang, Yu-Ann
7
Hsieh, Tai-Lin
6
Martinet, Guillaume Gaetan
6
Suen, John
6
Yuan, Yuan
6
Chan, Felix
5
Chen, Ping-Yu
5
Chen, Ping-yu
5
Hammoudeh, Shawkat M.
5
Khamkaew, Thanchanok
5
Lambertides, Neophytos
5
Ling, Shiqing
5
Savva, Christos S.
5
Zopiatis, Anastasios
5
Hafner, Christian M.
4
Hoti, Suhejla
4
Hsu, Hui-Kuang
4
Hsu, Hui-kuang
4
Ishida, Isao
4
Jimenez-Martin, Juan-Angel
4
Maasoumi, Esfandiar
4
Oya, Kosuke
4
Chang, Chia-ling
3
Chen, Chi-Chung
3
Guo, Xu
3
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Institution
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University of Canterbury / Dept. of Economics and Finance
9
Shakai-Keizai-Kenkyūsho <Osaka>
1
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Econometric Institute research papers
72
Discussion paper / Tinbergen Institute
50
Working paper
40
Econometric reviews
13
Tinbergen Institute Discussion Paper
11
Journal of econometrics
9
The North American journal of economics and finance : a journal of financial economics studies
6
International review of economics & finance : IREF
5
Journal of risk and financial management : JRFM
5
Energy economics
4
Econometrics : open access journal
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
Applied economics
2
International journal of forecasting
2
Journal of economic surveys
2
Risks : open access journal
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
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
1
Applied financial economics
1
Computational economics
1
Contributions to economic analysis
1
Discussion paper / Institute of Social and Economic Research
1
Econometric theory
1
Economics letters
1
Finance research letters
1
Handbook of applied econometrics and statistical inference
1
International Journal of Financial Studies : open access journal
1
International journal of economic theory
1
Journal of Risk and Financial Management
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
KIER discussion paper series : discussion paper ...
1
Managerial finance
1
Quantifying consumer preferences
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
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Source
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ECONIS (ZBW)
288
EconStor
14
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1
Modelling international tourist arrivals and volatility : an application to Taiwan
Chang, Chia-Lin
;
McAleer, Michael
;
Slottje, Daniel Jonathan
- In:
Quantifying consumer preferences
,
(pp. 299-315)
.
2009
Persistent link: https://www.econbiz.de/10003887985
Saved in:
2
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Khamkaew, Tanchanok
;
Tansuchat, Roengchai
;
Chang, Chia-Lin
-
2009
Persistent link: https://www.econbiz.de/10003908711
Saved in:
3
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:
4
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910516
Saved in:
5
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10008664056
Saved in:
6
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:
7
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
8
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2010
Persistent link: https://www.econbiz.de/10008669993
Saved in:
9
Modelling the asymmetric volatility in hog prices in Taiwan : the impact of joining the WTO
Chang, Chia-Lin
;
Huang, Bing-wen
;
Chen, Meng-gu
; …
-
2010
Persistent link: https://www.econbiz.de/10008689062
Saved in:
10
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
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