//--> //--> //--> //-->
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
~person:"Batabyal, Amitrajeet A."
~person:"McAleer, Michael"
~subject:"ARCH model"
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: economics
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Theorie
261
Theory
261
Volatility
108
Volatilität
96
ARCH-Modell
69
Estimation theory
63
Schätztheorie
63
Welt
63
World
63
USA
58
United States
58
Eigenfactor
57
Estimation
54
Zeitreihenanalyse
54
Schätzung
53
Time series analysis
52
Environmental economics
50
Research assessment measures
50
Umweltökonomik
50
Prognoseverfahren
46
Forecasting model
45
Game theory
42
Spieltheorie
42
Creativity
41
Economic growth
41
Kreativität
41
Stochastic process
41
Stochastischer Prozess
41
STAR
40
Article Influence
38
Wirtschaftswachstum
38
C3PO
37
PI-BETA
37
Bibliometrie
36
Innovation
36
Portfolio selection
36
Portfolio-Management
36
Risikomaß
36
Spillover effect
36
more ...
less ...
Online availability
All
Free
38
Undetermined
6
Type of publication
All
Book / Working Paper
52
Article
16
Type of publication (narrower categories)
All
Arbeitspapier
51
Graue Literatur
51
Non-commercial literature
51
Working Paper
51
Article in journal
16
Aufsatz in Zeitschrift
16
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
68
Author
All
Batabyal, Amitrajeet A.
McAleer, Michael
Gupta, Rangan
49
Ma, Feng
35
Chang, Chia-Lin
29
Teräsvirta, Timo
28
Bouri, Elie
25
Caporale, Guglielmo Maria
21
Conrad, Christian
20
Engle, Robert F.
20
Karanasos, Menelaos
19
Caporin, Massimiliano
17
Hafner, Christian M.
17
Hammoudeh, Shawkat
17
Allen, David E.
15
Salisu, Afees A.
15
Wei, Yu
15
Hamori, Shigeyuki
14
Rahbek, Anders
14
Shephard, Neil G.
14
Tiwari, Aviral Kumar
14
Zhang, Yaojie
14
Herwartz, Helmut
13
Zagaglia, Paolo
13
Asai, Manabu
12
Kumar, Dilip
12
Serletis, Apostolos
12
Weber, Enzo
12
Yoon, Seong-min
12
Ledoit, Olivier
11
Liang, Chao
11
Mensi, Walid
11
Miller, Stephen M.
11
Rombouts, Jeroen V. K.
11
Saikkonen, Pentti
11
Sheppard, Kevin
11
Spagnolo, Nicola
11
Wolf, Michael
11
Billio, Monica
10
Chevallier, Julien
10
Jawadi, Fredj
10
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
8
Published in...
All
Working paper
28
Econometric Institute research papers
21
Energy economics
3
The North American journal of economics and finance : a journal of financial economics studies
3
International review of economics & finance : IREF
2
Applied economics
1
Applied financial economics
1
Computational economics
1
Economia : revista da ANPEC
1
Economics letters
1
Journal of economic surveys
1
School of Accounting, Finance and Economics & FEMARC working paper series
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
Working paper / Graduate Institute of International Studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
68
Showing
1
-
10
of
68
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Measuring risk in environmental finance
Hoti, Suhejla
;
McAleer, Michael
;
Pauwels, Laurent L.
- In:
Journal of economic surveys
21
(
2007
)
5
,
pp. 970-998
Persistent link: https://www.econbiz.de/10003556396
Saved in:
2
Modelling environmental risk
Hoti, Suhejla
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002396335
Saved in:
3
An event study of Chinese tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011785180
Saved in:
4
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
5
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: April 2017
Persistent link: https://www.econbiz.de/10011659228
Saved in:
6
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
7
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:
8
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
9
The correct egularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668132
Saved in:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->