//--> //--> //--> //-->
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:"Review of quantitative finance and accounting"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~type_genre:"Non-commercial literature"
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:"Autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
65
ARCH-Modell
65
Volatility
38
Volatilität
38
Estimation
15
Schätzung
15
Time series analysis
14
Zeitreihenanalyse
14
Spillover effect
12
Spillover-Effekt
12
Theorie
12
Theory
12
Forecasting model
10
Modellierung
10
Oil price
10
Prognoseverfahren
10
Scientific modelling
10
USA
10
United States
10
Welt
10
World
10
Ölpreis
10
Capital market returns
9
Commodity derivative
9
Kapitalmarktrendite
9
Rohstoffderivat
9
Risikomaß
8
Risk measure
8
Multivariate Analyse
7
Multivariate analysis
7
Spot market
7
Spotmarkt
7
Stochastic process
7
Stochastischer Prozess
7
Börsenkurs
6
Share price
6
Capital income
5
Futures
5
Kapitaleinkommen
5
Taiwan
5
more ...
less ...
Online availability
All
Free
65
Type of publication
All
Book / Working Paper
65
Type of publication (narrower categories)
All
Non-commercial literature
Article in journal
100
Aufsatz in Zeitschrift
100
Arbeitspapier
69
Working Paper
69
Graue Literatur
65
Collection of articles of several authors
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
65
Author
All
McAleer, Michael
59
Chang, Chia-Lin
28
Asai, Manabu
8
Caporin, Massimiliano
6
Chen, Chi-chung
6
Tansuchat, Roengchai
6
Hafner, Christian M.
5
Pérez Amaral, Teodosio
4
Allen, David E.
3
Chan, Felix
2
Chen, Ping-yu
2
Dijk, Dick van
2
Franses, Philip Hans
2
Hammoudeh, Shawkat M.
2
Herwartz, Helmut
2
Jimenez-Martin, Juan-Angel
2
Jiménez-Martín, Juan-Ángel
2
Lan Fen Chu
2
Maasoumi, Esfandiar
2
Martinet, Guillaume Gaetan
2
Powell, Robert
2
Roengchai Tansuchat
2
Singh, Abhay Kumar
2
Yuan, Yuan
2
Bodeutsch, Denice
1
Chang, Chia-Ling
1
Chen, Ping-Yu
1
Chu, LanFen
1
Da Veiga, Bernardo
1
Hakim, Abdul
1
Hsu, Hui-Kuang
1
Hsu, Hui-kuang
1
Hsu, Shu-Han
1
Khamkaew, Thanchanok
1
Lim, Christine
1
Liu, Chia-Ping
1
Medeiros, Marcelo C.
1
Pauwels, Laurent
1
Peiris, Shelton
1
Pooter, Michiel de
1
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
4
Published in...
All
Review of quantitative finance and accounting
Econometric Institute research papers
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Discussion paper / Tinbergen Institute
93
Working paper
67
CREATES research paper
43
CESifo working papers
34
CORE discussion papers : DP
34
Working papers
32
SSE EFI working paper series in economics and finance
22
Research paper series / Swiss Finance Institute
21
SFB 649 discussion paper
21
CORE discussion paper : DP
20
Department of Economics working paper series
19
Série des documents de travail / Centre de Recherche en Économie et Statistique
18
Discussion papers of interdisciplinary research project 373
17
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Cambridge working papers in economics
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Economics and finance working paper series
15
Working paper series
15
Swiss Finance Institute Research Paper
14
Department of Economics discussion paper series / University of Oxford
13
Discussion paper
13
IES working paper
13
IWQW discussion paper series
13
CFS working paper series
12
Working paper / National Bureau of Economic Research, Inc.
12
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Working paper series / European Central Bank
11
Working paper series / University of Zurich, Department of Economics
11
Discussion paper series / University of Heidelberg, Department of Economics
10
Discussion papers in economics
10
IMF working paper
10
Umeå economic studies
10
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
9
Working papers / University of Connecticut, Department of Economics
9
Working papers on finance
9
BOFIT discussion papers
8
Discussion papers / Department of Economics, University of Copenhagen
8
Discussion papers in economics, finance and international competitiveness
8
more ...
less ...
Source
All
ECONIS (ZBW)
65
Showing
1
-
10
of
65
Sort
Relevance
Date (newest first)
Date (oldest first)
1
An event study of Chinese tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011785180
Saved in:
2
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
3
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:
4
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
5
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: April 2017
Persistent link: https://www.econbiz.de/10011659228
Saved in:
6
The correct egularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668132
Saved in:
7
The fiction of full BEKK
Chang, Chia-Lin
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011823320
Saved in:
8
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
9
Theoretical and empirical differences between diagonal and full BEKK for risk management
Allen, David E.
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011734887
Saved in:
10
Stationarity and invertibility of a dynamic correlation matrix
McAleer, Michael
-
2017
-
Revised: September 2017
Persistent link: https://www.econbiz.de/10011734899
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->