//--> //--> //--> //-->
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
~accessRights:"restricted"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Volatility"
~type_genre:"Article in journal"
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:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Volatility
Volatilität
27
ARCH model
13
Time series analysis
13
Zeitreihenanalyse
13
Stochastic process
12
Stochastischer Prozess
12
Theorie
12
Theory
12
Estimation
11
Börsenkurs
10
Schätzung
10
Share price
10
Welt
9
World
9
Capital market returns
8
Kapitalmarktrendite
8
Capital income
7
Kapitaleinkommen
7
Spillover effect
7
Spillover-Effekt
7
Asymmetry
6
Forecasting model
6
Prognoseverfahren
6
Commodity derivative
4
Estimation theory
4
Financial crisis
4
Finanzkrise
4
Leverage effects
4
Rohstoffderivat
4
Schätztheorie
4
Stochastic volatility
4
leverage
4
China
3
Correlation
3
Korrelation
3
Long memory
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
more ...
less ...
Online availability
All
Undetermined
Free
11
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
28
Language
All
English
28
Author
All
McAleer, Michael
Gupta, Rangan
130
Ma, Feng
84
Bouri, Elie
80
Tiwari, Aviral Kumar
57
Hammoudeh, Shawkat
43
Mensi, Walid
42
Xuan Vinh Vo
41
Kang, Sang Hoon
39
Wohar, Mark E.
39
Zhang, Yaojie
38
Wang, Yudong
37
Demirer, Rıza
36
Bahmani-Oskooee, Mohsen
35
Balcilar, Mehmet
33
Ji, Qiang
33
Liang, Chao
33
Roubaud, David
33
Wei, Yu
33
Corbet, Shaen
32
Lucey, Brian M.
31
Pierdzioch, Christian
28
Salisu, Afees A.
28
Shahzad, Syed Jawad Hussain
27
Yin, Libo
27
Lau, Chi Keung
26
Serletis, Apostolos
26
Kumar, Dilip
25
Jawadi, Fredj
24
Gillas, Konstantinos Gkillas
23
Umar, Zaghum
23
Guesmi, Khaled
22
Wen, Fenghua
22
Yoon, Seong-min
22
Zhu, Huiming
22
Wu, Xinyu
21
Ryu, Doojin
20
Todorov, Viktor
20
Wang, Jiqian
20
Caporale, Guglielmo Maria
19
more ...
less ...
Published in...
All
Journal of econometrics
6
Econometric reviews
3
International review of economics & finance : IREF
3
Applied economics
2
Econometrics : open access journal
2
Annals of financial economics
1
Computational economics
1
Economics letters
1
Energy economics
1
Finance research letters
1
International journal of economic theory
1
International journal of forecasting
1
Journal of time series econometrics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
2
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
3
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
4
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
5
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
6
The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin
;
McAleer, Michael
- In:
Finance research letters
28
(
2019
),
pp. 11-19
Persistent link: https://www.econbiz.de/10012384032
Saved in:
7
Tourism stocks in times of crisis : an econometric investigation of unexpected nonmacroeconomic factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
- In:
Journal of travel research : a quarterly publication of …
58
(
2019
)
3
,
pp. 459-479
Persistent link: https://www.econbiz.de/10011983320
Saved in:
8
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
9
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
10
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->