//--> //--> //-->
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:"Working paper"
~subject:"Derivat"
~subject:"Hedging"
~subject:"Kapitalmarktrendite"
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
Derivat
Hedging
Kapitalmarktrendite
Volatility
40
Volatilität
40
ARCH model
16
ARCH-Modell
16
Estimation
13
Schätzung
13
Forecasting model
10
Prognoseverfahren
10
Stochastic process
10
Stochastischer Prozess
10
Capital income
9
Kapitaleinkommen
9
Theorie
9
Theory
9
Welt
9
World
9
Risikomaß
8
Risk measure
8
Börsenkurs
7
Commodity derivative
7
Modellierung
7
Portfolio selection
7
Portfolio-Management
7
Rohstoffderivat
7
Scientific modelling
7
Share price
7
USA
7
United States
7
Oil price
6
Time series analysis
6
Zeitreihenanalyse
6
Ölpreis
6
Spillover effect
5
Spillover-Effekt
5
Capital market returns
4
Preis
4
Price
4
Derivative
3
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
8
Author
All
McAleer, Michael
Chang, Chia-Lin
3
Hammoudeh, Shawkat
2
Malik, Neha
2
Neely, Christopher J.
2
Allen, David E.
1
Białkowski, Je̜drzej
1
Burger, John D.
1
Dang, Huong
1
Guo, Hui
1
Hafner, Christian M.
1
Jimenez-Martin, Juan-Angel
1
Kapetanios, George
1
Kundu, Srikanta
1
Martinet, Guillaume Gaetan
1
Neumann, Michael
1
Nguyen, Hoang
1
Paul, Amartya
1
Pérez Amaral, Teodosio
1
Ray, Saon
1
Rebucci, Alessandro
1
Roengchai Tansuchat
1
Rzepkowski, Bronka
1
Scharth, Marcel
1
Shchestyuk, Nataliya
1
Skiadopoulos, George
1
Tyshchenkob, Sergii
1
Virbickaite, Audrone
1
Warnock, Francis E.
1
Warnock, Veronica C.
1
Wei, Xiaopeng
1
Yuan, Yuan
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Working paper
Econometric Institute research papers
25
Discussion paper / Tinbergen Institute
21
Energy economics
2
Journal of econometrics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Computational economics
1
Documentos de Trabajo del ICAE
1
Econometric reviews
1
Econometrics : open access journal
1
Journal of risk and financial management : JRFM
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
KIER Working Papers
1
Risks : open access journal
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
The North American Journal of Economics and Finance
1
The journal of futures markets
1
Tinbergen Institute Discussion Paper 2018-005/III
1
Working Papers in Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
2
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
3
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
4
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
5
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562953
Saved in:
6
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
7
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
8
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->