//--> //--> //--> //-->
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
~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"bul"
~language:"eng"
~subject:"ARCH model"
~subject:"Schätzung"
~subject:"Theorie"
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: Business Economics
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Schätzung
Theorie
Volatility
10
Volatilität
10
ARCH-Modell
6
Estimation
6
Forecasting model
6
Neuseeland
6
New Zealand
6
Prognoseverfahren
6
Theory
6
Welt
6
World
6
Capital income
5
Kapitaleinkommen
5
Time series analysis
5
Zeitreihenanalyse
5
Bibliometrics
4
Bibliometrie
4
Börsenkurs
4
Modellierung
4
Scientific modelling
4
Share price
4
USA
4
United States
4
Electric power industry
3
Elektrizitätswirtschaft
3
Experiment
3
Incomplete market
3
Market power
3
Marktmacht
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Portfolio selection
3
Portfolio-Management
3
Risikomaß
3
Risk measure
3
Spillover effect
3
Spillover-Effekt
3
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
15
Type of publication (narrower categories)
All
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Language
All
Bulgarian
English
Author
All
McAleer, Michael
9
Caporin, Massimiliano
3
Chang, Chia-Lin
2
Chen, Chi-chung
2
Anderson, Warwick
1
Asai, Manabu
1
Białkowski, Je̜drzej
1
Castle, Jennifer
1
Chen, Ping-yu
1
Etebari, Ahmad
1
Hammoudeh, Shawkat
1
Hogan, Seamus D.
1
Ishida, Isao
1
Khamkaew, Thanchanok
1
Kidd, Hamish
1
Lan Fen Chu
1
Meriluoto, Laura
1
Oxley, Les
1
Oya, Kosuke
1
Qin, Xiaochuan
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Reed, W. Robert
1
Reid, W. Robert
1
Roengchai Tansuchat
1
Scarrott, Carl
1
Smith, Andrew
1
Webb, Rachel S.
1
Wisniewski, Tomasz Piotr
1
Yuan, Yuan
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
Universitat Pompeu Fabra / Departament d'Economia i Empresa
115
National Bureau of Economic Research
114
University of Exeter / Department of Economics
109
Edward Elgar Publishing
105
Federal Reserve Bank of St. Louis
58
Institute of Finance and Accounting <London>
50
Federal Reserve Bank of San Francisco
45
Svenska Handelshögskolan <Helsinki>
43
Institutt for Samfunnsøkonomi <Bergen, Norwegen>
41
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
38
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
36
Forschungsinstitut zur Zukunft der Arbeit
35
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
32
Institut for Nationaløkonomi <Kopenhagen>
31
Ekonomiska forskningsinstitutet <Stockholm>
27
Institut für Weltwirtschaft
27
Johns Hopkins University / Department of Economics
26
School of Economics and Finance <Brisbane>
26
European University Institute / Department of Economics
25
Foerder Institute for Economic Research <Tēl-Āvîv>
25
University of Glasgow / Department of Economics
24
Columbia University / Department of Economics
22
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
22
Universität Augsburg / Institut für Volkswirtschaftslehre
22
Universität Regensburg / Wirtschaftswissenschaftliche Fakultät
18
Federal Reserve Bank of Cleveland
17
Rodney L. White Center for Financial Research
17
University of Reading / Department of Economics
17
National Institute of Economic and Social Research
16
Australian National University
15
IGI Global
15
School of Finance and Business Economics <Perth, Western Australia>
15
Zentrum für Europäische Wirtschaftsforschung
14
Odense universitet / Det Samfundsvidenskabelige fakultet
13
Brown University / Department of Economics
12
Instituttet for Industriøkonomi og Virksomhedsstrategi <Kopenhagen>
12
Social Systems Research Institute
12
Center for the Study of Industrial Organisation
11
Econometrisch Instituut <Rotterdam>
11
more ...
less ...
Published in...
All
Working paper
15
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
Dealing with trading thinness in event studies : an improved trade-to-trade model
Anderson, Warwick
-
2012
Persistent link: https://www.econbiz.de/10009681375
Saved in:
3
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
4
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
5
Using model selection algorthims to obtain reliable coefficient estimates
Castle, Jennifer
;
Qin, Xiaochuan
;
Reid, W. Robert
-
2011
Persistent link: https://www.econbiz.de/10009012239
Saved in:
6
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
7
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
Saved in:
8
The fixed price offer mechanism in Trade Me online auctions
Hogan, Seamus D.
;
Kidd, Hamish
;
Meriluoto, Laura
; …
-
2010
Persistent link: https://www.econbiz.de/10008688795
Saved in:
9
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
10
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->