//--> //--> //--> //-->
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:"Working paper"
~person:"Guidolin, Massimo"
~person:"McAleer, Michael"
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
Volatility
42
Volatilität
42
Forecasting model
34
Prognoseverfahren
34
Theorie
34
Theory
34
Welt
32
World
32
Estimation
30
Schätzung
30
ARCH model
29
ARCH-Modell
29
USA
27
United States
27
Portfolio selection
26
Portfolio-Management
26
Time series analysis
21
Zeitreihenanalyse
21
Risikomaß
20
Risk measure
20
Bibliometrics
17
Bibliometrie
17
Capital income
17
Kapitaleinkommen
17
Modellierung
16
Scientific modelling
16
Stochastic process
13
Stochastischer Prozess
13
Taiwan
13
Commodity derivative
12
Rohstoffderivat
12
Börsenkurs
11
Fachzeitschrift
11
Financial crisis
11
Finanzkrise
11
Journal
11
Share price
11
Statistical distribution
10
Statistische Verteilung
10
Basel Accord
8
more ...
less ...
Online availability
All
Free
115
Type of publication
All
Book / Working Paper
159
Type of publication (narrower categories)
All
Arbeitspapier
159
Working Paper
159
Graue Literatur
158
Non-commercial literature
158
Systematic review
1
Übersichtsarbeit
1
Language
All
English
159
Author
All
Guidolin, Massimo
McAleer, Michael
Kapetanios, George
86
Wen, Yi
86
Sahn, David E.
78
Martinez-Vazquez, Jorge
77
Reed, W. Robert
71
Bosetti, Valentina
65
Torgler, Benno
63
Manera, Matteo
58
Owyang, Michael T.
57
Chang, Chia-Lin
53
Zhang, ZhongXiang
53
Mignon, Valérie
51
Fontagné, Lionel
49
Phelps, Edmund S.
49
Scartascini, Carlos G.
49
Neely, Christopher J.
48
Carraro, Carlo
47
Lang, Frank
46
Bandyopadhyay, Subhayu
44
Tavoni, Massimo
44
Barrett, Christopher B.
42
Hensher, David A.
42
Alberini, Anna
41
Moretto, Michele
41
Poncet, Sandra
40
Vergalli, Sergio
40
Bloom, Nicholas
39
Devereux, Michael P.
39
Kraemer-Eis, Helmut
39
Bénassy-Quéré, Agnès
36
Wheelock, David C.
36
De Cian, Enrica
35
Mumtaz, Haroon
35
Stavins, Robert N.
35
Stehrer, Robert
35
Albis, Hippolyte d’
34
Clark, Andrew E.
34
Galeotti, Marzio
34
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
26
Federal Reserve Bank of St. Louis
16
Published in...
All
Working paper
Econometric Institute research papers
239
Discussion paper / Tinbergen Institute
139
Tinbergen Institute Discussion Paper
131
Econometric Institute Research Papers
130
Working Papers in Economics
122
Documentos de Trabajo del ICAE
116
KIER Working Papers
92
CIRJE F-Series
77
Tinbergen Institute Discussion Papers
66
Mathematics and Computers in Simulation (MATCOM)
54
Journal of economic surveys
48
Journal of Economic Surveys
38
Working papers in economics and econometrics
38
Journal of econometrics
37
Working Papers / Federal Reserve Bank of St. Louis
37
CARF F-Series
33
Working papers in quantitative economics and econometrics
30
Journal of Risk and Financial Management
27
BAFFI CAREFIN Centre Research Paper
24
Econometric reviews
23
Journal of risk and financial management : JRFM
21
Working papers / Innocenzo Gasparini Institute for Economic Research
20
Journal of Econometrics
18
Annals of financial economics
17
Working Papers / Economics Department, Queen's University
16
Applied economics
15
International journal of forecasting
14
School of Accounting, Finance and Economics & FEMARC working paper series
14
Discussion paper / Institute of Social and Economic Research
13
Econometric Reviews
13
ISER Discussion Paper
13
Energy economics
12
International review of economics & finance : IREF
11
Manchester Business School Working Paper
11
Working papers series / Manchester Business School
11
Applied financial economics
10
Econometrics
10
The North American journal of economics and finance : a journal of financial economics studies
10
Working papers / School of Business, Edith Cowan University
10
more ...
less ...
Source
All
ECONIS (ZBW)
159
Showing
1
-
10
of
159
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Advances in financial risk management and economic policy uncertainty : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410203
Saved in:
2
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
3
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
4
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
5
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
6
European Market portfolio diversifcation strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10011296531
Saved in:
7
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348322
Saved in:
8
Hedge fund portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Peiris, Shelton
; …
-
2014
Persistent link: https://www.econbiz.de/10011296524
Saved in:
9
Just how good are the top three journals in finance? : an assessment based on quantity and quality citations
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410208
Saved in:
10
Machine news and volatility : the Dow Jones industrial average and the TRNA sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010242810
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->