//--> //--> //--> //-->
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:"Volatility"
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
KEYNESIAN AND NEW CLASSICAL MO...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
Volatilität
245
Theorie
200
Theory
200
ARCH model
181
ARCH-Modell
181
Estimation
130
Schätzung
129
Time series analysis
126
Zeitreihenanalyse
125
economic models
124
Welt
117
World
117
Forecasting model
106
Prognoseverfahren
106
Estimation theory
101
Schätztheorie
101
USA
96
United States
96
Risikomaß
82
Risk measure
82
Stochastic process
80
Stochastischer Prozess
80
Capital market returns
65
Kapitalmarktrendite
65
Portfolio selection
65
Portfolio-Management
65
Börsenkurs
64
Share price
64
Spillover effect
64
Spillover-Effekt
64
econometrics
63
game theory
55
Bibliometrics
54
Bibliometrie
54
Taiwan
54
Capital income
48
Financial crisis
48
Finanzkrise
48
Kapitaleinkommen
48
more ...
less ...
Online availability
All
Free
167
Undetermined
27
Type of publication
All
Book / Working Paper
175
Article
74
Type of publication (narrower categories)
All
Arbeitspapier
172
Working Paper
172
Graue Literatur
170
Non-commercial literature
170
Article in journal
73
Aufsatz in Zeitschrift
73
Aufsatz im Buch
2
Bibliografie enthalten
2
Bibliography included
2
Book section
2
Collection of articles of several authors
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
248
Undetermined
1
Author
All
McAleer, Michael
248
Chang, Chia-Lin
92
Asai, Manabu
41
Allen, David E.
25
Medeiros, Marcelo C.
14
Caporin, Massimiliano
12
Roengchai Tansuchat
11
Chen, Chi-chung
10
Hammoudeh, Shawkat
10
Pérez Amaral, Teodosio
9
Singh, Abhay Kumar
9
Powell, Robert
7
Scharth, Marcel
7
Tansuchat, Roengchai
7
Wong, Wing Keung
7
Martinet, Guillaume Gaetan
6
Hsieh, Tai-Lin
5
Lambertides, Neophytos
5
Ling, Shiqing
5
Savva, Christos S.
5
Wang, Yu-Ann
5
Zopiatis, Anastasios
5
Chan, Felix
4
Chen, Ping-yu
4
Hafner, Christian M.
4
Hoti, Suhejla
4
Hsu, Hui-kuang
4
Jimenez-Martin, Juan-Angel
4
Maasoumi, Esfandiar
4
Suen, John
4
Yuan, Yuan
4
Chang, Chia-ling
3
Chen, Ping-Yu
3
Guo, Xu
3
Hammoudeh, Shawkat M.
3
Hsu, Hui-Kuang
3
Ilomäki, Jukka
3
Ishida, Isao
3
Khamkaew, Thanchanok
3
Kobayashi, Masahito
3
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
9
Institute of Economic Research, Kyoto University
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Published in...
All
Econometric Institute research papers
72
Discussion paper / Tinbergen Institute
53
Working paper
39
Econometric reviews
13
Journal of econometrics
9
The North American journal of economics and finance : a journal of financial economics studies
6
Journal of risk and financial management : JRFM
5
Energy economics
4
International review of economics & finance : IREF
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
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 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 Working Papers
1
Managerial finance
1
Quantifying consumer preferences
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
The journal of futures markets
1
Working paper / Graduate Institute of International Studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
248
RePEc
1
Showing
1
-
10
of
249
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
2
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
3
Shock and volatility spillovers among equity sectors of the gulf Arab stock markets
Hammoudeh, Shawkat M.
(
contributor
);
Yuan, Yuan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003780792
Saved in:
4
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
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
Multivariate stochastic volatility : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 139-144
Persistent link: https://www.econbiz.de/10003355701
Saved in:
7
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
8
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:
9
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:
10
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:
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...
//-->