//--> //--> //--> //-->
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
~language:"eng"
~person:"McAleer, Michael"
~subject:"Risk management"
~subject:"Risk measure"
~subject:"Stochastic process"
~subject:"Zeitreihenanalyse"
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: Business Economics
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Risk management
Risk measure
Stochastic process
Zeitreihenanalyse
Volatility
59
Volatilität
57
ARCH model
39
ARCH-Modell
39
Welt
39
World
39
Forecasting model
32
Prognoseverfahren
32
Estimation
29
Theorie
29
Theory
29
Schätzung
28
Time series analysis
26
Risikomaß
24
USA
23
United States
23
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Portfolio selection
20
Portfolio-Management
20
Capital market returns
17
Kapitalmarktrendite
17
Modellierung
16
Risikomanagement
16
Scientific modelling
16
Spillover effect
15
Spillover-Effekt
15
Stochastischer Prozess
15
Eigenfactor
14
Basel Accord
12
C3PO
12
PI-BETA
12
Ranking method
12
Ranking-Verfahren
12
h-index
12
more ...
less ...
Online availability
All
Free
47
Undetermined
3
Type of publication
All
Book / Working Paper
64
Article
9
Type of publication (narrower categories)
All
Arbeitspapier
62
Graue Literatur
62
Non-commercial literature
62
Working Paper
62
Article in journal
10
Aufsatz in Zeitschrift
10
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
Undetermined
1
Author
All
McAleer, Michael
Gil-Alaña, Luis A.
45
Caporale, Guglielmo Maria
38
Broll, Udo
20
Chang, Chia-Lin
18
Franses, Philip Hans
17
Härdle, Wolfgang
17
Allen, David E.
16
Gupta, Rangan
15
Teräsvirta, Timo
15
Croux, Christophe
14
Dhaene, Jan
14
Hammoudeh, Shawkat
14
Reichlin, Lucrezia
14
Billio, Monica
13
Caporin, Massimiliano
13
Dijk, Dick van
13
Gatzert, Nadine
13
Phillips, Peter C. B.
12
Theodoridis, Konstantinos
12
Tobacman, Jeremy
12
Dijk, Herman K. van
11
Mumtaz, Haroon
11
Townsend, Robert M.
11
Chiarella, Carl
10
Cole, Shawn
10
Engle, Robert F.
10
Giné, Xavier
10
Nielsen, Morten Ørregaard
10
Pérez Amaral, Teodosio
10
Ravazzolo, Francesco
10
Turvey, Calum Greig
10
Österholm, Pär
10
Acharya, Viral V.
9
Asai, Manabu
9
Bauwens, Luc
9
Benati, Luca
9
Canova, Fabio
9
Dionne, Georges
9
Goodwin, Barry K.
9
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
8
Department of Economics and Finance, College of Business and Economics
1
University of Canterbury / Dept. of Economics
1
Published in...
All
Working paper
48
Econometric Institute research papers
12
International review of economics & finance : IREF
3
The North American journal of economics and finance : a journal of financial economics studies
3
Annals of financial economics
2
Journal of risk and financial management : JRFM
1
Risks : open access journal
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Working Papers in Economics
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
more ...
less ...
Source
All
ECONIS (ZBW)
72
RePEc
1
Showing
1
-
10
of
73
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Recent developments in financial
economics
and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701642
Saved in:
2
Risk analysis of energy in Vietnam
Duc Hong Vo
;
Ngoc Phu Tran
;
Tam Nguyen-Thanh Duong
; …
-
2019
Persistent link: https://www.econbiz.de/10011986947
Saved in:
3
CO2 emissions, energy consumption and economic growth : evidence from the Trans-Pacific Partnership
Duc Hong Vo
;
Nguyen, Ha
;
Anh The Vo
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986960
Saved in:
4
Energy consumption and economic growth : evidence from Vietnam
Ha Minh Nguyen
;
Ngoc Hoang Bui
;
Duc Hong Vo
;
McAleer, …
-
2019
Persistent link: https://www.econbiz.de/10011987023
Saved in:
5
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:
6
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
7
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
8
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:
9
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:
10
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:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->