//--> //--> //--> //-->
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:"Econometric Institute research papers"
~person:"McAleer, Michael"
~subject:"Spillover effect"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Spillover effect
Volatility
72
Volatilität
72
ARCH model
59
ARCH-Modell
59
Estimation
38
Schätzung
38
USA
38
United States
38
Welt
38
World
38
Forecasting model
33
Prognoseverfahren
33
Time series analysis
30
Zeitreihenanalyse
30
Risikomaß
27
Risk measure
27
Capital market returns
26
Kapitalmarktrendite
26
Portfolio selection
25
Portfolio-Management
25
Spillover-Effekt
25
Theorie
25
Theory
25
Bibliometrics
20
Bibliometrie
20
Taiwan
20
Modellierung
16
Scientific modelling
16
Spot market
16
Spotmarkt
16
Stochastic process
16
Stochastischer Prozess
16
Basel Accord
15
Basler Akkord
15
Commodity derivative
15
Rohstoffderivat
15
Börsenkurs
12
Fachzeitschrift
12
Financial crisis
12
more ...
less ...
Online availability
All
Free
25
Type of publication
All
Book / Working Paper
25
Type of publication (narrower categories)
All
Arbeitspapier
25
Graue Literatur
25
Non-commercial literature
25
Working Paper
25
Language
All
English
25
Author
All
McAleer, Michael
Chang, Chia-Lin
17
Tansuchat, Roengchai
4
Wang, Yu-Ann
3
Allen, David E.
2
Satō, Kiyotaka
2
Zhang, Zhaoyong
2
Asai, Manabu
1
Caporin, Massimiliano
1
Chang, Chia-Ling
1
Chen, Jinghui
1
Goyal, Sanjeev
1
Hakim, Abdul
1
Hammoudeh, Shawkat M.
1
Hsu, Hui-kuang
1
Hsu, Shu-Han
1
Khamkaew, Tanchanok
1
Khamkaew, Thanchanok
1
Kobayashi, Masahito
1
Konovalov, Alexander Victorovich
1
Li, Yiying
1
Liu, Chia-Ping
1
Moraga-González, José Luis
1
Powell, Robert
1
Pérez Amaral, Teodosio
1
Radalj, Kim
1
Singh, Abhay Kumar
1
Tian, Jiarong
1
Wang, Chien-Hsun
1
Wang, Yanghuiting
1
Yuan, Yuan
1
Zuo, Guangdong
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Discussion paper / Tinbergen Institute
19
Working paper
8
International review of economics & finance : IREF
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Energy economics
1
International Journal of Financial Studies : open access journal
1
International journal of forecasting
1
Journal of econometrics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tinbergen Institute Discussion Paper 2018-031/III
1
Tinbergen Institute Discussion Paper 2018-052/III
1
Tourism economics : the business and finance of tourism and recreation
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Risk spillovers in returns for Chinese and international tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823285
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
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
-
2016
Persistent link: https://www.econbiz.de/10011432792
Saved in:
5
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:
6
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:
7
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:
8
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:
9
Realized matrix-exponential stochastic volatility with asymmetry, long memory and spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011631770
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->