//--> //--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Wohar, Mark E."
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
12
Volatilität
12
Capital income
5
Estimation
5
Kapitaleinkommen
5
Schätzung
5
Financial crisis
4
Finanzkrise
4
Forecasting model
4
Prognoseverfahren
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Exchange rate
3
Oil price
3
Options
3
Risikoprämie
3
Risk management
3
Risk premium
3
Share price
3
Spillover effect
3
Spillover-Effekt
3
USA
3
United States
3
Wechselkurs
3
Welt
3
World
3
Ölpreis
3
Credit derivative
2
Derivat
2
Derivative
2
Financial derivatives
2
Futures
2
Hedging
2
Kreditderivat
2
Nichtparametrisches Verfahren
2
Nonparametric causality-in-quantiles test
2
Nonparametric statistics
2
Oil market
2
Option pricing theory
2
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
McAleer, Michael
Wohar, Mark E.
Gupta, Rangan
11
Kang, Sang Hoon
9
Mensi, Walid
9
Hammoudeh, Shawkat
7
Zhu, Huiming
7
Xuan Vinh Vo
6
Pierdzioch, Christian
5
Zhuang, Xintian
5
Balcilar, Mehmet
4
Chang, Chia-Lin
4
Dai, Zhifeng
4
Gao, Yang
4
Hau, Liya
4
Qiao, Gaoxiu
4
Ur Rehman, Mobeen
4
Wu, Xinyu
4
Al-Yahyaee, Khamis Hamed
3
Allen, David E.
3
Ho, Kin-Yip
3
Jung, Hojin
3
Kim, Dong H.
3
Kim, Jong-Min
3
Kinkyō, Takuji
3
Labuschagne, Coenraad C. A.
3
Li, Shaoyu
3
Li, Yanshuang
3
Lien, Da-hsiang Donald
3
Liu, Qiang
3
Ma, Yong
3
Ryu, Doojin
3
Su, Xianfang
3
Wang, Jian
3
Wang, Xiangning
3
Yoon, Seong-min
3
Zhang, Yaojie
3
Zhang, Zhaoyong
3
Al-Jarrah, Idries Mohammad Wanas
2
Asai, Manabu
2
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
72
Discussion paper / Tinbergen Institute
53
Working paper
40
Econometric reviews
13
Econometric Institute Research Papers
11
Working Papers in Economics
11
Energy economics
10
KIER Working Papers
10
Tinbergen Institute Discussion Paper
10
Journal of econometrics
9
Documentos de Trabajo del ICAE
7
International review of economics & finance : IREF
7
Journal of risk and financial management : JRFM
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Tinbergen Institute Discussion Papers
4
Applied economics
3
Econometrics : open access journal
3
Finance research letters
3
Journal of Risk and Financial Management
3
Journal of international financial markets, institutions & money
3
Mathematics and Computers in Simulation (MATCOM)
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
The European journal of finance
3
The North American Journal of Economics and Finance
3
Working papers / School of Business, Edith Cowan University
3
Applied financial economics
2
International journal of forecasting
2
Journal of economic surveys
2
Journal of international money and finance
2
Risks : open access journal
2
The econometrics journal
2
Tourism economics : the business and finance of tourism and recreation
2
"Marco Fanno" Working Papers
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
1
Applied economics letters
1
Computational economics
1
Contributions to economic analysis
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Spillover effects in oil-related CDS markets during and after the sub-prime crisis
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Ozdemir, Huseyin
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012664506
Saved in:
2
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
3
Time-varying predictability of oil market movements over a century of data : The role of US financial stress
Gupta, Rangan
;
Kanda, Patrick
;
Tiwari, Aviral Kumar
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012201357
Saved in:
4
The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom : evidence from a nonparametric causality-in-quantiles test using over...
Gupta, Rangan
;
Risse, Marian
;
Volkman, David A.
;
Wohar, …
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 391-405
Persistent link: https://www.econbiz.de/10012117890
Saved in:
5
Does partisan conflict predict a reduction in US stock market (realized) volatility? : evidence from a quantile-on-quantile regression model
Gupta, Rangan
;
Pierdzioch, Christian
;
Selmi, Refk
; …
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 87-96
Persistent link: https://www.econbiz.de/10012036263
Saved in:
6
Do terror attacks affect the dollar-pound exchange rate? : a nonparametric causality-in-quantiles analysis
Balcilar, Mehmet
;
Gupta, Rangan
;
Pierdzioch, Christian
; …
- In:
The North American journal of economics and finance : a …
41
(
2017
),
pp. 44-56
Persistent link: https://www.econbiz.de/10011878932
Saved in:
7
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
Saved in:
8
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
9
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
Saved in:
10
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->