//--> //--> //-->
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
subject:"Prognoseverfahren"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Fritsche, Ulrich"
~person:"McAleer, Michael"
~subject:"Conditional correlations"
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:"Estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Conditional correlations
ARCH model
2
ARCH-Modell
2
Estimation
2
Schätzung
2
Volatility
2
Volatilität
2
12-Month variance futures
1
3-Month variance futures
1
Aktienindex
1
Börsenkurs
1
Capital income
1
Commodity derivative
1
Correlation
1
Crude oil prices
1
Derivat
1
Derivative
1
Financial derivatives
1
Forecasting model
1
Forward and futures prices
1
Futures
1
Hedging
1
Kapitaleinkommen
1
Korrelation
1
Modellierung
1
Multivariate GARCH
1
Oil price
1
Option pricing theory
1
Options
1
Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Risikomanagement
1
Risk exposure
1
Risk management
1
Rohstoffderivat
1
Scientific modelling
1
Share price
1
Spillover effect
1
more ...
less ...
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
Fritsche, Ulrich
McAleer, Michael
Gupta, Rangan
5
Dai, Zhifeng
4
Nonejad, Nima
3
Pierdzioch, Christian
3
Chang, Chia-Lin
2
Wohar, Mark E.
2
Ahmad, Nasir
1
Alemany, Nuria
1
Anjum, Hassan
1
Aragó, Vicent
1
Asai, Manabu
1
Bec, Frédérique
1
Bellos, Sotirios K.
1
Brugal, Ivan
1
Caporin, Massimiliano
1
Chang, Carolyn C. W.
1
Chang, Hung-Chou
1
Chang, Xiaoming
1
Chen, An-sing
1
Chen, Cathy W. S.
1
Chen, Zan
1
Cheng, Lee-Young
1
Chong, Lee Lee
1
Christou, Christina
1
Croushore, Dean Darrell
1
David, Or
1
Demirer, Rıza
1
Denault, Michel
1
Dong, Xiaodi
1
Figà-Talamanca, Gianna
1
Focardi, Sergio M.
1
Freire, Gustavo
1
Fu, Junhui
1
Gillas, Konstantinos Gkillas
1
Gkasis, Pavlos
1
Golitsis, Petros
1
Grossmann, Axel
1
Guo, Shuxin
1
Han, Liyan
1
more ...
less ...
Published in...
All
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
11
Working paper
9
Discussion paper / Tinbergen Institute
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
4
Diskussionspapiere / Deutsches Institut für Wirtschaftsforschung
3
International journal of forecasting
2
DEP discussion papers : macroeconomics and finance series
1
DIW Berlin Discussion Paper
1
International review of economics & finance : IREF
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
Journal of risk and financial management : JRFM
1
Kiel working paper
1
Risks : open access journal
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
2
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->