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~accessRights:"free"
~isPartOf:"Econometric Institute research papers"
~language:"eng"
~subject:"Finanzpolitik"
~subject:"Volatility"
~type:"book"
~type_genre:"Non-commercial literature"
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Finanzpolitik
Volatility
Theorie
149
Theory
149
Forecasting model
84
Prognoseverfahren
84
Volatilität
77
ARCH model
65
ARCH-Modell
65
Estimation
61
Schätzung
61
USA
58
United States
58
Welt
57
World
57
Time series analysis
53
Zeitreihenanalyse
53
Netherlands
42
Niederlande
42
Modellierung
35
Scientific modelling
35
Mathematical programming
31
Mathematische Optimierung
31
Stochastic process
31
Stochastischer Prozess
31
Risikomaß
29
Risk measure
29
Tourenplanung
29
Vehicle routing problem
29
Inventory model
28
Lagerhaltungsmodell
28
Portfolio selection
27
Portfolio-Management
27
Capital market returns
26
Kapitalmarktrendite
26
Scheduling problem
25
Scheduling-Verfahren
25
Spillover effect
25
Spillover-Effekt
25
Bayes-Statistik
24
Bayesian inference
24
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Type of publication (narrower categories)
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Non-commercial literature
Arbeitspapier
82
Working Paper
82
Graue Literatur
77
Language
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English
Author
All
McAleer, Michael
72
Chang, Chia-Lin
34
Asai, Manabu
10
Tansuchat, Roengchai
7
Caporin, Massimiliano
4
Chen, Chi-chung
4
Medeiros, Marcelo C.
4
Allen, David E.
3
Hammoudeh, Shawkat
3
Hsieh, Tai-Lin
3
Pérez Amaral, Teodosio
3
Wang, Yu-Ann
3
Bodeutsch, Denice
2
Chen, Ping-yu
2
Dijk, Dick van
2
Franses, Philip Hans
2
Hammoudeh, Shawkat M.
2
Kobayashi, Masahito
2
Lambertides, Neophytos
2
Martinet, Guillaume Gaetan
2
Powell, Robert
2
Roengchai Tansuchat
2
Savva, Christos S.
2
Singh, Abhay Kumar
2
Wong, Wing Keung
2
Yuan, Yuan
2
Zopiatis, Anastasios
2
Anh The Vo
1
Bannouh, Karim
1
Chan, Felix
1
Chang, Chia-Ling
1
Chen, Jinghui
1
Chen, Meng-Gu
1
Chen, Ping-Yu
1
Chu, LanFen
1
Da Veiga, Bernardo
1
Duc Hong Vo
1
Guo, Xu
1
Gupta, Rangan
1
Hafner, Christian M.
1
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Econometrisch Instituut <Rotterdam>
1
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Econometric Institute research papers
CESifo working papers
439
Working paper / National Bureau of Economic Research, Inc.
368
IMF country report
317
Working paper
307
IMF working papers
305
IMF working paper
242
Discussion paper / Tinbergen Institute
209
Working paper series / European Central Bank
191
CAMA working paper series
141
Working papers
122
Discussion paper
118
CREATES research paper
101
Discussion paper series / IZA
93
Finance and economics discussion series
91
Research paper series / Swiss Finance Institute
87
Working paper series
73
Staff working paper / Bank of Canada
72
Discussion papers / Deutsches Institut für Wirtschaftsforschung
69
International finance discussion papers
68
SFB 649 discussion paper
62
Staff reports / Federal Reserve Bank of New York
61
Working papers / The Levy Economics Institute
61
Policy research working paper : WPS
60
Swiss Finance Institute Research Paper
56
CFS working paper series
55
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
55
Discussion paper series
54
Working paper / World Institute for Development Economics Research
54
Working papers / Inter-American Development Bank, Department of Research and Chief Economist
53
Cambridge working papers in economics
52
Working papers / National Institute of Public Finance and Policy
51
Documentos de trabajo / Banco de España
50
Working papers / Bank for International Settlements
50
Economics and finance working paper series
49
Department of Economics working paper series
46
Temi di discussione / Banca d'Italia
46
Working paper series / European Central Bank ; Eurosystem
42
IES working paper
41
SAFE working paper
41
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ECONIS (ZBW)
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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
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
3
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
4
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
5
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
6
Modelling the relationship between crude oil and agricultural commodity prices
Duc Hong Vo
;
Tan Ngoc Vu
;
Anh The Vo
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011987133
Saved in:
7
Connecting VIX and stock index ETF
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
Saved in:
8
Forecasting the volatility of Nikkei 225 futures
Asai, Manabu
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823321
Saved in:
9
Tourism stocks in times of crises : an econometric investigation of unexpected non-macroeconomic factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668137
Saved in:
10
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:
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