//--> //--> //-->
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:"Share price"
subject:"Stock index"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The econometrics journal"
~person:"McAleer, Michael"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Share price
Stock index
Estimation
8
Schätzung
8
Volatility
6
Volatilität
6
Börsenkurs
3
Stochastic process
3
Stochastischer Prozess
3
ARCH model
2
ARCH-Modell
2
Capital income
2
Forecasting model
2
Kapitaleinkommen
2
Modellierung
2
Option pricing theory
2
Optionspreistheorie
2
Prognoseverfahren
2
Scientific modelling
2
Time series analysis
2
USA
2
United States
2
Zeitreihenanalyse
2
12-Month variance futures
1
1980-1997
1
1982-2003
1
1996-2009
1
3-Month variance futures
1
Aktienindex
1
Commodity derivative
1
Conditional correlations
1
Correlation
1
Crude oil prices
1
Derivat
1
Derivative
1
EU countries
1
EU-Staaten
1
East Asia
1
Entropie
1
Entropy
1
Exchange rate
1
more ...
less ...
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
3
Author
All
McAleer, Michael
Allen, David E.
10
Gupta, Rangan
6
Dai, Zhifeng
4
Yang, Chunpeng
3
Zhou, Liyun
3
Asai, Manabu
2
Balcilar, Mehmet
2
Caporin, Massimiliano
2
Chen, Mei-Ping
2
Chen, Wen-Yi
2
Cho, Hoon
2
Hau, Liya
2
Ji, Qiang
2
Kang, Sang Hoon
2
Kok Haur Ng
2
Li, Jinfang
2
Liu, Fang
2
Mensi, Walid
2
Mo, Guoli
2
Peiris, Shelton
2
Powell, Robert
2
Ryu, Doojin
2
Seok, Sang Ik
2
Singh, Abhay Kumar
2
Soucik, Victor
2
Tan, Chunzhi
2
Ur Rehman, Mobeen
2
Xuan Vinh Vo
2
Zhang, Weiguo
2
Zhu, Huiming
2
Adediran, Idris A.
1
Ahmad, Nasir
1
Ahmed, Walid M. A.
1
Al Rababa'a, Abdel Razzaq
1
Al-Shboul, Mohammad
1
Alomari, Mohammad
1
Amporn Soongswang
1
Anwar, Sajid
1
Auer, Benjamin R.
1
more ...
less ...
Published in...
All
School of Accounting, Finance and Economics & FEMARC working paper series
The North American journal of economics and finance : a journal of financial economics studies
The econometrics journal
Econometric Institute research papers
9
Discussion paper / Tinbergen Institute
8
Working paper
5
Applied economics
2
Econometric reviews
2
Econometrics : open access journal
1
Economies : open access journal
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk and financial management : JRFM
1
Managerial finance
1
Risks : open access journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
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
A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009711717
Saved in:
3
Non-trading day effects in asymmetric conditional and stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 113-123
Persistent link: https://www.econbiz.de/10003451750
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->