//--> //--> //-->
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
person:"McAleer, Michael"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Capital market returns"
~subject:"Prognoseverfahren"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Capital market returns
Prognoseverfahren
Volatility
4
Volatilität
4
ARCH model
2
ARCH-Modell
2
Capital income
2
Estimation
2
Forecasting model
2
Kapitaleinkommen
2
Risikomaß
2
Risk measure
2
Schätzung
2
Spillover effect
2
Spillover-Effekt
2
Time series analysis
2
Welt
2
World
2
Zeitreihenanalyse
2
Asymmetry
1
Australia
1
Australien
1
Basel Accord
1
Basel II Accord
1
Basler Akkord
1
Biofuel
1
Biokraftstoff
1
Block structures
1
Börsenkurs
1
China
1
Cholesky-GARCH
1
Commodity derivative
1
Crude oil futures
1
Daily capital charges
1
Day-night realized volatility
1
Day-night returns
1
Day-night volume
1
Erdgas
1
Erdgasmarkt
1
Erdöl
1
Ethanol futures
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
McAleer, Michael
Ma, Feng
7
Gupta, Rangan
3
Huang, Dengshi
3
Liang, Chao
3
Lu, Xinjie
3
Wang, Jiqian
3
Caporin, Massimiliano
2
Chen, Wang
2
Kumar, Dilip
2
Li, Tao
2
Liu, Jing
2
Sousa, Ricardo M.
2
Wang, Yudong
2
Wei, Yu
2
Wohar, Mark E.
2
Xiao, Jihong
2
Xu, Weiju
2
Yin, Libo
2
Zeng, Qing
2
Zhang, Li
2
Ahmed, Walid M. A.
1
Ajmi, Ahdi Noomen
1
Al Mafrachi, Mustafa
1
Asai, Manabu
1
Bai, Jiancheng
1
Balcilar, Mehmet
1
Bao, Weiwei
1
Brooks, Robert
1
Bu, Jinfeng
1
Chang, Tsangyao
1
Chao, Shih-Wei
1
Chen, An-sing
1
Chen, Chun-nan
1
Chen, Langnan
1
Chen, Rongda
1
Chen, Zhonglu
1
Cheng, Nick Ying-pin
1
Chiang, Shu-mei
1
Chu, Jielei
1
more ...
less ...
Published in...
All
International review of economics & finance : IREF
Econometric Institute research papers
27
Discussion paper / Tinbergen Institute
21
Working paper
13
Journal of econometrics
3
Econometric reviews
2
Journal of risk and financial management : JRFM
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics
1
Computational economics
1
Econometrics : open access journal
1
International journal of forecasting
1
Journal of economic surveys
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
Risks : open access journal
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
Tinbergen Institute Discussion Paper 2018-005/III
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
2
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->