//--> //--> //--> //-->
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:"McAleer, Michael"
~person:"Serletis, Apostolos"
~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
Volatility
126
Volatilität
112
Theorie
106
Theory
106
ARCH-Modell
81
Estimation
70
Zeitreihenanalyse
70
Schätzung
69
Time series analysis
68
Estimation theory
67
Schätztheorie
67
USA
67
United States
67
Welt
64
World
64
Eigenfactor
56
Research assessment measures
49
Prognoseverfahren
46
Forecasting model
45
STAR
40
Article Influence
37
C3PO
37
PI-BETA
37
Bibliometrie
36
Portfolio selection
36
Portfolio-Management
36
Risikomaß
36
Bibliometrics
35
IFI
35
Risk measure
35
h-index
35
Spillover effect
34
Spillover-Effekt
34
Capital market returns
32
Kapitalmarktrendite
32
Kanada
29
Börsenkurs
28
Canada
28
Commodity derivative
28
more ...
less ...
Online availability
All
Free
41
Undetermined
12
Type of publication
All
Book / Working Paper
55
Article
25
Type of publication (narrower categories)
All
Arbeitspapier
54
Graue Literatur
54
Non-commercial literature
54
Working Paper
54
Article in journal
25
Aufsatz in Zeitschrift
25
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
80
Author
All
McAleer, Michael
Serletis, Apostolos
Gupta, Rangan
43
Ma, Feng
33
Chang, Chia-Lin
29
Teräsvirta, Timo
28
Bouri, Elie
21
Caporale, Guglielmo Maria
21
Conrad, Christian
20
Engle, Robert F.
20
Karanasos, Menelaos
19
Hafner, Christian M.
17
Hammoudeh, Shawkat
17
Caporin, Massimiliano
16
Allen, David E.
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
Salisu, Afees A.
12
Weber, Enzo
12
Yoon, Seong-min
12
Ledoit, Olivier
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
Liang, Chao
10
Polasek, Wolfgang
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
7
The North American journal of economics and finance : a journal of financial economics studies
4
Discussion paper / Department of Business and Management Science
3
Economics letters
2
International review of economics & finance : IREF
2
Applied economics
1
Applied financial economics
1
Computational economics
1
Economia : revista da ANPEC
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of finance & economics : IJFE
1
Journal of economic surveys
1
Journal of economics and finance : JEF
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)
80
Showing
1
-
10
of
80
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Inflation uncertainty
Serletis, Apostolos
;
Xu, Libo
- In:
Empirical economics : a quarterly journal of the …
66
(
2024
)
5
,
pp. 1903-1920
Persistent link: https://www.econbiz.de/10014520073
Saved in:
2
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:
3
Modelling environmental risk
Hoti, Suhejla
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002396335
Saved in:
4
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:
5
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:
6
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:
7
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
8
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:
9
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
10
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:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->