//--> //--> //-->
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:"International review of economics & finance : IREF"
~isPartOf:"Journal of forecasting"
~language:"eng"
~person:"McAleer, Michael"
~person:"Speight, Alan E. H."
~subject:"ARCH-Modell"
~subject:"Risk"
~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
Risk
Forecasting model
9
Prognoseverfahren
9
ARCH model
6
Risikomaß
6
Risk measure
6
Volatility
6
Volatilität
6
Portfolio selection
5
Portfolio-Management
5
Basel Accord
4
Basler Akkord
4
Welt
4
World
4
Capital income
3
Estimation
3
Financial crisis
3
Finanzkrise
3
Kapitaleinkommen
3
Risiko
3
Risikomanagement
3
Risk management
3
Schätzung
3
Theorie
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
Commodity derivative
2
Economic policy
2
Rohstoffderivat
2
Spillover effect
2
Spillover-Effekt
2
USA
2
United States
2
Wirtschaftspolitik
2
1999-2007
1
Asymmetry
1
Asymptotic confidence interval
1
Australia
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
8
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
9
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
Author
All
McAleer, Michael
Speight, Alan E. H.
Ma, Feng
9
Hammoudeh, Shawkat
7
Gupta, Rangan
6
Salisu, Afees A.
6
Malik, Farooq
4
Wang, Jiqian
4
Wang, Yudong
4
Abakah, Emmanuel Joel Aikins
3
Bouri, Elie
3
Caporin, Massimiliano
3
Chen, Cathy W. S.
3
Chen, Wang
3
Choudhry, Taufiq
3
Huang, Dengshi
3
Ji, Qiang
3
Kit, Pong Wong
3
Kumar, Dilip
3
Lee, Kiryoung
3
Li, Steven
3
Liang, Chao
3
Lien, Da-hsiang Donald
3
Lin, Edward M. H.
3
Lu, Xinjie
3
So, Mike Ka-pui
3
Song, Yuping
3
Tang, Xiaolong
3
Wang, Lu
3
Wohar, Mark E.
3
Xu, Xin
3
Yang, Baochen
3
Zhang, Yaojie
3
Zhang, Yue-jun
3
Zhang, Zhaoyong
3
Abraham, Bovas
2
Amendola, Alessandra
2
Balakrishna, N.
2
Balcilar, Mehmet
2
Balli, Faruk
2
Balli, Hatice Ozer
2
more ...
less ...
Published in...
All
International review of economics & finance : IREF
Journal of forecasting
Applied financial economics
4
Econometrics : open access journal
4
Energy economics
4
Journal of economic surveys
4
Journal of risk and financial management : JRFM
4
Econometric reviews
3
Econometric theory
3
The North American journal of economics and finance : a journal of financial economics studies
3
Finance research letters
2
International journal of forecasting
2
Journal of econometrics
2
Risks : open access journal
2
The European journal of finance
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics
1
Asia-Pacific financial markets
1
Computational economics
1
Economia : revista da ANPEC
1
Economics letters
1
International Journal of Financial Studies : open access journal
1
International journal of finance & economics : IJFE
1
International review of finance
1
Journal of applied econometrics
1
Journal of economic psychology : research in economic psychology and behavioral economics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
Journal of multinational financial management
1
Journal of time series econometrics
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism economics : the business and finance of tourism and recreation
1
Tourism management : research, policies, practice
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 159-175
Persistent link: https://www.econbiz.de/10011740133
Saved in:
3
Advances in financial risk management and economic policy uncertainty : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011571823
Saved in:
4
Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 204-216
Persistent link: https://www.econbiz.de/10011573581
Saved in:
5
Special section: advances in financial risk management and economic policy uncertainty
Hammoudeh, Shawkat
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011571814
Saved in:
6
Daily FX volatility forecasts : can the GARCH (1,1) model be beaten using high-frequency data?
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 330-343
Persistent link: https://www.econbiz.de/10009576375
Saved in:
7
Forecasting value-at-risk with a parsimonious Portfolio Spillover GARCH (PS-GARCH) model
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003738381
Saved in:
8
Scalar BEKK and indirect DCC
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of forecasting
27
(
2008
)
6
,
pp. 537-549
Persistent link: https://www.econbiz.de/10003761681
Saved in:
9
Daily volatility forecasts : reassessing the performance of GARCH models
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
23
(
2004
)
6
,
pp. 449-460
Persistent link: https://www.econbiz.de/10002233160
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->