//--> //--> //-->
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:"Managerial finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"cat"
~language:"eng"
~person:"McAleer, Michael"
~subject:"Anlageverhalten"
~subject:"Schätzung"
~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
Anlageverhalten
Schätzung
Volatility
7
Volatilität
7
Risk management
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Derivat
3
Derivative
3
Estimation
3
Financial crisis
3
Finanzkrise
3
Options
3
Portfolio selection
3
Portfolio-Management
3
Risikomanagement
3
Risikomaß
3
Risk measure
3
Share price
3
Basel Accord
2
Basler Akkord
2
Exchange rate
2
Financial derivatives
2
Futures
2
Global financial crisis
2
Hedging
2
Option pricing theory
2
Optionspreistheorie
2
Size effects
2
Spillover effect
2
Spillover-Effekt
2
Wechselkurs
2
12-Month variance futures
1
3-Month variance futures
1
Accounting
1
Aggressive or conservative risk management strategies
1
Aktienindex
1
Ankündigungseffekt
1
Announcement effect
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
4
Language
All
Valencian
English
Author
All
McAleer, Michael
Gupta, Rangan
14
Kang, Sang Hoon
7
Zhu, Huiming
7
Hau, Liya
6
Mensi, Walid
6
Zhou, Liyun
6
Li, Jinfang
5
Lien, Da-hsiang Donald
5
Pierdzioch, Christian
5
Ryu, Doojin
5
Wohar, Mark E.
5
Xuan Vinh Vo
5
Yang, Chunpeng
5
Chen, Mei-Ping
4
Cho, Hoon
4
Dai, Zhifeng
4
Salisu, Afees A.
4
Ur Rehman, Mobeen
4
Yoon, Seong-min
4
Al-Yahyaee, Khamis Hamed
3
Balcilar, Mehmet
3
Beckmann, Joscha
3
Belke, Ansgar
3
Chung, Chune Young
3
Hu, Duni
3
Huang, Jialiang
3
Iyer, Subramanian Rama
3
Ji, Qiang
3
Kang, Jangkoo
3
Lee, Changjun
3
Lee, Chien-chiang
3
Nonejad, Nima
3
Seok, Sang Ik
3
Wang, Hailong
3
Yin, Libo
3
Zhang, Weiguo
3
Adediran, Idris A.
2
Ahmed, Walid M. A.
2
Beyer, Scott
2
more ...
less ...
Published in...
All
Managerial finance
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
4
Econometric reviews
4
International review of economics & finance : IREF
3
Journal of econometrics
3
Journal of risk and financial management : JRFM
3
Applied financial economics
2
International journal of forecasting
2
Journal of macroeconomics
2
Risks : open access journal
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The econometrics journal
2
Econometrics : open access journal
1
Economies : open access journal
1
Energy economics
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The Korean economic review
1
Tourism economics : the business and finance of tourism and recreation
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
Saved in:
2
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:
3
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:
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
- In:
Managerial finance
37
(
2011
)
11
,
pp. 1048-1067
Persistent link: https://www.econbiz.de/10009388885
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->