//--> //--> //-->
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
~isPartOf:"Computational economics"
~isPartOf:"Economics letters"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Welt"
~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
| 8 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Welt
Volatility
8
Volatilität
8
ARCH model
5
Risk management
4
Asymmetry
3
Börsenkurs
3
Financial crisis
3
Finanzkrise
3
Options
3
Portfolio selection
3
Portfolio-Management
3
Risikomanagement
3
Share price
3
Theorie
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
Bayes-Statistik
2
Bayesian inference
2
Derivat
2
Derivative
2
Estimation
2
Estimation theory
2
Exchange rate
2
Financial derivatives
2
Forecasting model
2
Futures
2
Global financial crisis
2
Hedging
2
Multivariate GARCH
2
Option pricing theory
2
Optionspreistheorie
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Schätztheorie
2
Schätzung
2
Size effects
2
Spillover effect
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
6
Language
All
English
Author
All
McAleer, Michael
Gupta, Rangan
12
Lee, Chien-chiang
9
Dreher, Axel
8
Kang, Sang Hoon
8
Mensi, Walid
8
Chen, Cathy W. S.
6
Chang, Chia-Lin
5
Hamori, Shigeyuki
5
Nonejad, Nima
5
Sunde, Uwe
5
Tiwari, Aviral Kumar
5
Wu, Xinyu
5
Zhu, Huiming
5
Balcilar, Mehmet
4
Corbet, Shaen
4
Demirer, Rıza
4
Egger, Peter
4
Fischer, Justina A. V.
4
Grobys, Klaus
4
Hammoudeh, Shawkat
4
Hwang, Y.
4
Lee, Sangyeol
4
Pittis, Nikitas
4
Serletis, Apostolos
4
Thornton, John
4
Uddin, Mohammed Gazi Salah
4
Xuan Vinh Vo
4
Yoon, Seong-min
4
Aizenman, Joshua
3
Apergēs, Nikolaos
3
Asai, Manabu
3
Bekiros, Stelios
3
Caporale, Guglielmo Maria
3
Cepni, Oguzhan
3
Chen, Mei-Ping
3
Conrad, Christian
3
Fabozzi, Frank J.
3
Hau, Liya
3
Jawadi, Fredj
3
more ...
less ...
Published in...
All
Computational economics
Economics letters
The North American journal of economics and finance : a journal of financial economics studies
Annals of financial economics
4
Econometrics : open access journal
4
International review of economics & finance : IREF
4
Journal of economic surveys
4
Journal of risk and financial management : JRFM
4
Econometric reviews
3
Econometric theory
3
Energy economics
3
Journal of forecasting
3
Tourism economics : the business and finance of tourism and recreation
3
Finance research letters
2
International journal of forecasting
2
Journal of econometrics
2
Tourism management : research, policies, practice
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics
1
Applied financial economics
1
Economia : revista da ANPEC
1
Economic modelling
1
Economics of innovation and new technology
1
International Journal of Financial Studies : open access journal
1
International journal of innovation and technology management
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of time series econometrics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Risks : open access journal
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism management perspectives : TMP
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
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
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
3
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:
4
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 250-265
Persistent link: https://www.econbiz.de/10010365769
Saved in:
5
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 519-534
Persistent link: https://www.econbiz.de/10010367563
Saved in:
6
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->