//--> //--> //-->
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:""Marco Fanno" Working Papers"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Boughrara, Adel"
~subject:"ARCH-Modell"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Volatility
4
Volatilität
4
ARCH model
3
Börsenkurs
2
Capital income
2
Estimation
2
Kapitaleinkommen
2
Portfolio selection
2
Portfolio-Management
2
Risikomaß
2
Risk measure
2
Schätzung
2
Share price
2
1995-2009
1
2001-2007
1
Aktienmarkt
1
Conditional volatility
1
Edelmetall
1
Forecasting model
1
Full-fledged inflation targeting
1
GARCH
1
Implied volatility
1
Japan
1
Katar
1
Kuwait
1
Precious metal
1
Prognoseverfahren
1
Propensity score matching
1
Qatar
1
Risikomanagement
1
Risikoprämie
1
Risk management
1
Risk premium
1
Saudi Arabia
1
Saudi-Arabien
1
Schock
1
Shock
1
Spillover effect
1
Spillover-Effekt
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
McAleer, Michael
Boughrara, Adel
Bouri, Elie
2
Gupta, Rangan
2
Serna, Gregorio
2
Ahmed, Mohamed S.
1
Al Rababa'a, Abdel Razzaq
1
Al-Shboul, Mohammad
1
Alkhataybeh, Ahmad
1
Alomari, Mohammad
1
Alsharari, Nizar Mohammad
1
Anwar, Sajid
1
Apergēs, Nikolaos
1
Awartani, Basel
1
Azhar Mohamad
1
Beg, Rabiul Alam
1
Bohl, Martin T.
1
Bonga-Bonga, Lumengo
1
Bourdeau-Brien, Michael
1
Chaiechi, Taha
1
Chen, Sheng-Hung
1
Cuñado Eizaguirre, Juncal
1
Cyree, Ken B.
1
Dahmene, Meriam
1
Ding, Liang
1
Dridi, Ichrak
1
Eagle, Lynne C.
1
Edmonds, Radcliffe G.
1
El-Nader, Ghaith
1
Essid, Badye
1
Griffiths, Mark D.
1
Hammoudeh, Shawkat M.
1
Hilu, Khalil Al
1
Huq, Md. Monimul
1
Knif, Johan
1
Koutmos, Gregory
1
Kryzanowski, Lawrence
1
Kumar, Dilip
1
León Valle, Ángel Manuel
1
Liu, Jiapeng
1
Low, David R.
1
more ...
less ...
Published in...
All
"Marco Fanno" Working Papers
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Econometric Institute research papers
36
Discussion paper / Tinbergen Institute
21
Working paper
16
Econometric reviews
3
Econometrics : open access journal
3
Energy economics
3
Journal of risk and financial management : JRFM
3
The North American journal of economics and finance : a journal of financial economics studies
3
International review of economics & finance : IREF
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics
1
Computational economics
1
Contributions to economic analysis
1
Discussion paper / Institute of Social and Economic Research
1
Econometric theory
1
Economics letters
1
Finance research letters
1
International Journal of Financial Studies : open access journal
1
International journal of forecasting
1
Journal of econometrics
1
Journal of economic policy reform
1
Journal of economic surveys
1
Quantifying consumer preferences
1
Risks : open access journal
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
The Korean economic review
1
Tinbergen Institute Discussion Paper
1
Tinbergen Institute Discussion Paper 2018-052/III
1
Working paper / Graduate Institute of International Studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the effect of full-fledged IT adoption on stock returns and their conditional volatility : evidence from propensity score matching
Dridi, Ichrak
;
Boughrara, Adel
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 179-194
Persistent link: https://www.econbiz.de/10012655300
Saved in:
2
How informative are variance risk premium and implied volatility for Value-at-Risk prediction? : international evidence
Slim, Skander
;
Dahmene, Meriam
;
Boughrara, Adel
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 22-37
Persistent link: https://www.econbiz.de/10012417081
Saved in:
3
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
Hammoudeh, Shawkat M.
;
Yuan, Yuan
;
McAleer, Michael
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
3
,
pp. 829-842
Persistent link: https://www.econbiz.de/10003873635
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->