//--> //--> //-->
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:"Applied economics"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
BEKK
1
Bio
1
Börsenkurs
1
Capital market returns
1
Cointegration
1
DBEKK
1
ESDC
1
Estimation
1
GFC
1
Großbritannien
1
Kapitalmarktrendite
1
Kointegration
1
Multivariate Analyse
1
Multivariate analysis
1
Schock
1
Schätzung
1
Share price
1
Shock
1
Spillover effect
1
Spillover index
1
Spillover-Effekt
1
United Kingdom
1
VAR model
1
VAR-Modell
1
VECM impulse responses
1
Volatility impulse Response Functions (VIRF)
1
asymmetry
1
fuels time series cointegration
1
partial cointegration Markov-switching
1
more ...
less ...
Online availability
All
Undetermined
2
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
Zhang, Yaojie
6
Tiwari, Aviral Kumar
5
Umar, Zaghum
5
Yoon, Seong-min
5
Zhu, Huiming
5
Bahmani-Oskooee, Mohsen
4
Goutte, Stéphane
4
Gubareva, Mariya
4
Gupta, Rangan
4
Jawadi, Fredj
4
Kim, Jong-Min
4
Sosvilla-Rivero, Simón
4
García, Philip
3
Hammoudeh, Shawkat
3
Hernandez, Jose Arreola
3
Nguyen, Duc Khuong
3
Roubaud, David
3
Zheng, Xian
3
Abakah, Emmanuel Joel Aikins
2
Agbola, Frank Wogbe
2
Allen, David E.
2
Apergēs, Nikolaos
2
Balcilar, Mehmet
2
Balli, Faruk
2
Balli, Hatice Ozer
2
Bollen, Bernard
2
Bouri, Elie
2
Cheffou, Abdoulkarim Idi
2
Chiu, Chien-liang
2
Clements, Kenneth W.
2
Coronado, Semei
2
Dempsey, Michael
2
Dowling, Michael
2
Elyasiani, Elyas
2
Fernandez-Perez, Adrian
2
Feuerriegel, Stefan
2
Fonseca, José da
2
Frijns, Bart
2
Ftiti, Zied
2
more ...
less ...
Published in...
All
Applied economics
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
KIER Working Papers
10
Tinbergen Institute Discussion Paper
10
Journal of econometrics
9
Documentos de Trabajo del ICAE
7
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
Tinbergen Institute Discussion Papers
4
Econometrics : open access journal
3
Journal of Risk and Financial Management
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 North American Journal of Economics and Finance
3
Working papers / School of Business, Edith Cowan University
3
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
"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 financial economics
1
Computational economics
1
Contributions to economic analysis
1
DEA Working Papers
1
Discussion paper / Institute of Social and Economic Research
1
Econometric theory
1
Economics letters
1
Finance research letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
2
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->