//--> //--> //--> //-->
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:"Econometric Institute research papers"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~type:"book"
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: "Volatilität"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
138
Volatilität
138
ARCH model
47
ARCH-Modell
47
Stochastic process
35
Stochastischer Prozess
35
Theorie
32
Theory
32
Estimation
31
Schätzung
31
USA
29
United States
29
Welt
24
World
24
Börsenkurs
23
Share price
23
Spillover effect
22
Spillover-Effekt
22
Capital market returns
21
Kapitalmarktrendite
21
Capital income
18
Kapitaleinkommen
18
Monte Carlo simulation
18
Monte-Carlo-Simulation
18
Option pricing theory
17
Optionspreistheorie
17
Commodity derivative
16
Rohstoffderivat
16
Portfolio selection
15
Portfolio-Management
15
Forecasting model
13
Prognoseverfahren
13
Risikomaß
13
Risk measure
13
Stochastic volatility
13
Stochastische Volatilität
13
Time series analysis
13
Zeitreihenanalyse
13
Aktienindex
12
Oil price
12
more ...
less ...
Online availability
All
Free
146
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
146
Working Paper
146
Graue Literatur
140
Non-commercial literature
140
Language
All
English
146
Author
All
McAleer, Michael
77
Chang, Chia-Lin
36
Chiarella, Carl
21
Platen, Eckhard
15
Asai, Manabu
14
He, Xue-zhong
9
Kang, Boda
8
Tansuchat, Roengchai
7
Nikitopoulos, Christina Sklibosios
6
Caporin, Massimiliano
4
Chen, Chi-chung
4
Dijk, Dick van
4
Li, Kai
4
Medeiros, Marcelo C.
4
Schlögl, Erik
4
Allen, David E.
3
Baldeaux, Jan
3
Franses, Philip Hans
3
Hafner, Christian M.
3
Hammoudeh, Shawkat
3
Hsieh, Tai-Lin
3
Kobayashi, Masahito
3
Pérez Amaral, Teodosio
3
Rendek, Renata
3
Wang, Yu-Ann
3
Bodeutsch, Denice
2
Chege Maina, Samuel
2
Chen, Jinghui
2
Chen, Ping-yu
2
Grasselli, Martino
2
Hammoudeh, Shawkat M.
2
Kienitz, Jörg
2
Lambertides, Neophytos
2
Martens, Martin
2
Martinet, Guillaume Gaetan
2
Peiris, Shelton
2
Powell, Robert
2
Roengchai Tansuchat
2
Savva, Christos S.
2
Silvennoinen, Annastiina
2
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
4
Published in...
All
Econometric Institute research papers
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
NBER working paper series
484
Working paper / National Bureau of Economic Research, Inc.
468
NBER Working Paper
417
Working paper
251
Discussion paper / Centre for Economic Policy Research
244
Discussion paper / Tinbergen Institute
199
CESifo working papers
172
IMF working papers
147
Research paper series / Swiss Finance Institute
118
Working Paper
117
CREATES research paper
101
IMF working paper
94
Finance and economics discussion series
87
Swiss Finance Institute Research Paper
80
CAMA working paper series
79
ECB Working Paper
79
Working paper series / European Central Bank
79
Working papers
76
CESifo Working Paper Series
72
Discussion papers / CEPR
71
CESifo Working Paper
67
Discussion paper
64
SFB 649 discussion paper
64
Policy research working paper : WPS
58
International finance discussion papers
57
CFS working paper series
53
IMF Working Paper
52
Discussion paper series / IZA
50
Staff reports / Federal Reserve Bank of New York
48
Tinbergen Institute Discussion Paper
48
Working paper series
48
Department of Economics working paper series
47
Economics and finance working paper series
46
FEDS Working Paper
44
Cambridge working papers in economics
43
Kiel working paper
41
SFB 649 Discussion Paper
41
Discussion papers / Deutsches Institut für Wirtschaftsforschung
40
more ...
less ...
Source
All
ECONIS (ZBW)
146
Showing
1
-
10
of
146
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Testing for a common volatility process and information spillovers in bivariate financial time series models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2016
-
Revised
Persistent link: https://www.econbiz.de/10011448006
Saved in:
2
The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
Saved in:
3
Pricing American options with jumps in asset and volatility
Taruvinga, Blessing
;
Kang, Boda
;
Nikitopoulos, …
-
2019
-
Updated January 2019
Persistent link: https://www.econbiz.de/10013255767
Saved in:
4
Modelling the relationship between crude oil and agricultural commodity prices
Duc Hong Vo
;
Tan Ngoc Vu
;
Anh The Vo
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011987133
Saved in:
5
Regime switching rough Heston model
Alfeus, Mesias
;
Overbeck, Ludger
-
2018
Persistent link: https://www.econbiz.de/10011778197
Saved in:
6
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
7
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
8
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
9
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
10
Testing for volatility co-movement in bivariate stochastic volatility models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2017
-
Revised: February 2017
Persistent link: https://www.econbiz.de/10011659216
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...
//-->