//--> //--> //--> //-->
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
type_genre:"Non-commercial literature"
~isPartOf:"Econometric Institute research papers"
~type_genre:"Accompanied by computer file"
~type_genre:"Arbeitspapier"
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:"Single stock futures"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Futures
11
Volatility
10
Volatilität
10
Spot market
9
Spotmarkt
9
Spillover effect
8
Spillover-Effekt
8
USA
6
United States
6
ARCH model
5
ARCH-Modell
5
Biofuel
4
Biokraftstoff
4
Hedging
4
Capital market returns
3
Index derivative
3
Indexderivat
3
Kapitalmarktrendite
3
Getreide
2
Grain
2
Großbritannien
2
Oil market
2
Sugar crops
2
United Kingdom
2
Zuckerpflanze
2
Ölmarkt
2
2005-2015
1
Agrarmarkt
1
Agrarpreis
1
Agricultural market
1
Agricultural price
1
Causality analysis
1
China
1
Coal
1
Cointegration
1
Commodity price
1
Correlation
1
DCC model
1
EU countries
1
EU-Staaten
1
more ...
less ...
Online availability
All
Free
11
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Non-commercial literature
Accompanied by computer file
Arbeitspapier
Graue Literatur
11
Working Paper
11
Language
All
English
11
Author
All
McAleer, Michael
11
Chang, Chia-Lin
8
Asai, Manabu
2
Wang, Yu-Ann
2
Allen, David E.
1
Gupta, Rangan
1
Hakim, Abdul
1
Liu, Chia-Ping
1
Singh, Abhay Kumar
1
Tian, Jiarong
1
Wang, Chien-Hsun
1
Wang, Yanghuiting
1
Zuo, Guangdong
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / Tinbergen Institute
7
CESifo working papers
2
Cambridge working papers in economics
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper series / School of Economics, the University of Hong Kong / Economics & Finance Workshop
2
Dresdner Beiträge zu quantitativen Verfahren
2
ECON PhD dissertations
2
ISRA research paper
2
Tinbergen Institute research series
2
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
2
Working paper series
2
Arbeitspapiere zur mathematischen Wirtschaftsforschung
1
CAMA working paper series
1
CEFIR and NES working papers
1
CEMFI working paper
1
Continuing education
1
Department of Economics discussion paper series / University of Oxford
1
Discussion paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / LSE Financial Markets Group
1
Discussion paper / Leibniz Institute of Agricultural Development in Transition Economies
1
Discussion paper / The Pensions Institute, Cass Business School, City University
1
Discussion paper series / IZA
1
Discussion paper series / University of Essex, Department of Economics
1
Discussion papers / CEPR
1
Discussion papers / Stanford Institute for Economic Policy Research
1
Discussion papers of interdisciplinary research project 373
1
Diskussionsbeiträge / Universität Potsdam, Lehrstuhl für Betriebswirtschaftslehre mit dem Schwerpunkt Finanzierung und Banken
1
Dissertation Series CentER
1
Documento de trabajo / Fundación de las Cajas de Ahorros
1
Documentos de investigación / Comisión Nacional Supervisora de Empresas y Valores - CONASEV, Gerencia General y Gerencia de Análisis, Promoción y Desarrollo
1
ERID working paper
1
FHTW-Transfer / Fachhochschule für Technik und Wirtschaft Berlin, FHTW : Forschungsberichte
1
IES working paper
1
IIIS discussion paper series
1
International papers in political economy : IPPE
1
Les notes d'études et de recherche : NER
1
Mannheimer Manuskripte zu Risikotheorie, Portfolio Management und Versicherungswirtschaft
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
Saved in:
2
Forecasting the volatility of Nikkei 225 futures
Asai, Manabu
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823321
Saved in:
3
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
4
Volatility spillovers for spot, futures, and ETF prices in Energy and Agriculture
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541148
Saved in:
5
Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China
Chang, Chia-Lin
;
McAleer, Michael
;
Tian, Jiarong
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541151
Saved in:
6
A cointegration analysis of agricultural, energy and bio-fuel spot and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2016
Persistent link: https://www.econbiz.de/10011500264
Saved in:
7
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yanghuiting
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500276
Saved in:
8
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Chien-Hsun
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500282
Saved in:
9
Modelling volatility spillovers for bio-ethanol, sugarcane and corn
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
-
Revised
Persistent link: https://www.econbiz.de/10011448000
Saved in:
10
Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
-
Revised: December 2016
Persistent link: https://www.econbiz.de/10011631784
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->