//--> //--> //--> //-->
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
isPartOf:"Journal of econometrics"
~isPartOf:"Energy economics"
~person:"Chang, Chia-Lin"
~person:"Shephard, Neil G."
~type_genre:"Aufsatz in Zeitschrift"
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
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
13
Volatilität
13
Capital income
7
Kapitaleinkommen
7
ARCH model
5
ARCH-Modell
5
Stochastic process
5
Stochastischer Prozess
5
Theorie
4
Theory
4
Time series analysis
4
Zeitreihenanalyse
4
Commodity derivative
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Rohstoffderivat
3
Stochastic volatility
3
Asymmetry
2
Börsenkurs
2
Capital market returns
2
Correlation
2
Futures prices
2
Hedging
2
Kapitalmarktrendite
2
Korrelation
2
Long memory
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Oil price
2
Portfolio selection
2
Portfolio-Management
2
Share price
2
Spillover effect
2
Spillover-Effekt
2
State space model
2
Stochastische Volatilität
2
Zustandsraummodell
2
Ölpreis
2
Adjustments
1
Agrarmarkt
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
12
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
13
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
Language
All
English
13
Author
All
Chang, Chia-Lin
Shephard, Neil G.
Bollerslev, Tim
19
Ma, Feng
19
Hammoudeh, Shawkat
18
Tiwari, Aviral Kumar
18
Todorov, Viktor
17
Tauchen, George Eugene
15
Bouri, Elie
13
McAleer, Michael
13
Wang, Yudong
13
Gupta, Rangan
12
Andersen, Torben
11
Aït-Sahalia, Yacine
11
Ji, Qiang
11
Demirer, Rıza
9
Kang, Sang Hoon
9
Wei, Yu
9
Yoon, Seong-min
9
Meddahi, Nour
8
Shahzad, Syed Jawad Hussain
8
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Xiu, Dacheng
8
Li, Jia
7
Lin, Boqiang
7
Mensi, Walid
7
Mykland, Per A.
7
Patton, Andrew J.
7
Sadorsky, Perry A.
7
Cavaliere, Giuseppe
6
Chevallier, Julien
6
Dai, Zhifeng
6
Do, Hung Xuan
6
Ghysels, Eric
6
Kim, Donggyu
6
Roubaud, David
6
Wohar, Mark E.
6
Zhang, Yaojie
6
Asai, Manabu
5
more ...
less ...
Institution
All
Conference on Realized Volatility <2006, Montréal>
1
Published in...
All
Journal of econometrics
Energy economics
The North American journal of economics and finance : a journal of financial economics studies
4
International review of economics & finance : IREF
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annals of financial economics
1
Applied economics
1
Economics letters
1
Finance research letters
1
International Journal of Financial Studies : open access journal
1
Journal of risk and financial management : JRFM
1
Risks : open access journal
1
The Korean economic review
1
The economic journal : the journal of the Royal Economic Society
1
Tourism economics : the business and finance of tourism and recreation
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
3
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
4
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
5
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
6
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
- In:
Energy economics
36
(
2013
),
pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
Saved in:
7
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Saved in:
8
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
32
(
2010
)
6
,
pp. 1445-1455
Persistent link: https://www.econbiz.de/10008935991
Saved in:
9
Realized volatility
Meddahi, Nour
;
Mykland, Per A.
;
Shephard, Neil G.
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10009242567
Saved in:
10
Realized volatility : [most of the papers ... were presented at the CIRANO/CIREQ Conference on "Realized volatility", April 2006]
Meddahi, Nour
(
contributor
);
Mykland, Per A.
(
contributor
); …
-
2010
Persistent link: https://www.econbiz.de/10009244600
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->