//--> //--> //-->
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:"Accounting and finance : journal of the Accounting Association of Australia and New Zealand"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~subject:"Zeitreihenanalyse"
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
Zeitreihenanalyse
Volatility
15
Volatilität
15
Stochastic process
8
Stochastischer Prozess
8
Theorie
8
Theory
8
ARCH model
5
ARCH-Modell
5
Estimation
4
Multivariate Analyse
4
Multivariate analysis
4
Schätzung
4
Time series analysis
4
Börsenkurs
3
Share price
3
USA
3
United States
3
Asymmetry
2
Correlation
2
Estimation theory
2
Financial market
2
Finanzmarkt
2
Forecasting model
2
Korrelation
2
Modellierung
2
Prognoseverfahren
2
Schätztheorie
2
Scientific modelling
2
1982-2004
1
1999-2007
1
Aktienindex
1
Bank risk
1
Bankrisiko
1
Basel Accord
1
Basler Akkord
1
CAPM
1
Capital income
1
Capital market returns
1
Capital structure
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
4
Author
All
McAleer, Michael
Cavaliere, Giuseppe
3
Taylor, Robert
3
Teräsvirta, Timo
3
Dong, Yingjie
2
Dufays, Arnaud
2
Hafner, Christian M.
2
Jawadi, Fredj
2
Maasoumi, Esfandiar
2
Phillips, Peter C. B.
2
Tse, Yiu Kuen
2
Xu, Ke-li
2
Österholm, Pär
2
Ali, Faek Menla
1
Amado, Cristina
1
Anatolyev, Stanislav
1
Angelini, Giovanni
1
Ardia, David
1
Asai, Manabu
1
Atak, Alev
1
Audrino, Francesco
1
Augustyniak, Maciej
1
Bariviera, Aurelio Fernández
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bertelsen, Kristoffer Pons
1
Bewley, Ronald A.
1
Borup, Daniel
1
Boswijk, Herman Peter
1
Brechmann, E. C.
1
Bu, Ruijun
1
Cai, Yuzhi
1
Cai, Zongwu
1
Caporale, Tony
1
Carnero, M. Angeles
1
Catani, Paul
1
Chan, Joshua
1
Chang, Chia-Lin
1
Chuang, Hongwei
1
Corsi, Fulvio
1
more ...
less ...
Published in...
All
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
Econometric reviews
Economics letters
Discussion paper / Tinbergen Institute
12
Econometric Institute research papers
10
Working paper
6
Journal of econometrics
4
Applied economics
2
International review of economics & finance : IREF
2
Computational economics
1
Econometrics : open access journal
1
Energy economics
1
Risks : open access journal
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
Tinbergen Institute Discussion Paper 2017-105/III
1
Tinbergen Institute Discussion Paper 2018-005/III
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
2
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
3
Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
4
Special issue: Realized volatility and long memory
Maasoumi, Esfandiar
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003761206
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->