//--> //--> //--> //-->
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"
~subject:"Schätzung"
~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
Schätzung
ARCH model
Volatility
108
Volatilität
96
Theorie
73
Theory
73
ARCH-Modell
69
Estimation theory
58
Schätztheorie
58
Eigenfactor
56
Welt
54
World
54
Zeitreihenanalyse
54
Estimation
53
Time series analysis
52
Research assessment measures
49
Prognoseverfahren
46
USA
46
United States
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
Capital market returns
31
Kapitalmarktrendite
31
Spillover effect
31
Spillover-Effekt
31
Risk management
25
Stochastic process
25
Stochastischer Prozess
25
Börsenkurs
24
more ...
less ...
Online availability
All
Free
56
Undetermined
9
Type of publication
All
Book / Working Paper
82
Article
26
Type of publication (narrower categories)
All
Working Paper
80
Arbeitspapier
79
Graue Literatur
77
Non-commercial literature
77
Article in journal
26
Aufsatz in Zeitschrift
26
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
108
Author
All
McAleer, Michael
Gupta, Rangan
173
Caporale, Guglielmo Maria
149
Wagner, Joachim
144
Gil-Alaña, Luis A.
136
Bahmani-Oskooee, Mohsen
100
Pierdzioch, Christian
88
Schneider, Friedrich
80
Winter-Ebmer, Rudolf
78
Chang, Tsangyao
75
Buch, Claudia M.
72
Woessmann, Ludger
69
Lechner, Michael
68
Egger, Peter
62
Narayan, Paresh Kumar
59
Pesaran, M. Hashem
59
Berg, Gerard J. van den
56
Döpke, Jörg
56
Salvanes, Kjell G.
55
Tiwari, Aviral Kumar
55
Blundell, Richard W.
53
Herwartz, Helmut
53
Belke, Ansgar
52
Entorf, Horst
51
Hayo, Bernd
49
Miller, Stephen M.
49
Wohar, Mark E.
48
Apergēs, Nikolaos
47
Puhani, Patrick A.
47
Riphahn, Regina T.
47
Allen, David E.
46
Gundlach, Erich
46
Voigt, Stefan
45
Bauer, Thomas K.
44
Smyth, Russell
44
Afonso, António
43
Balcilar, Mehmet
43
Chang, Chia-Lin
43
Yilmazkuday, Hakan
43
Görg, Holger
42
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
10
University of Western Australia / Department of Economics
1
Published in...
All
Working paper
45
Econometric Institute research papers
24
Applied economics
5
School of Accounting, Finance and Economics & FEMARC working paper series
5
Energy economics
4
International review of economics & finance : IREF
4
Applied financial economics
3
The North American journal of economics and finance : a journal of financial economics studies
3
Discussion paper / Tinbergen Institute
2
Tourism economics : the business and finance of tourism and recreation
2
Working papers in economics and econometrics
2
Computational economics
1
Economia : revista da ANPEC
1
Economics letters
1
Journal of economic surveys
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tinbergen Institute Discussion Paper
1
Working paper / Graduate Institute of International Studies
1
Working papers in quantitative economics and econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
107
EconStor
1
Showing
1
-
10
of
108
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
2
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
- In:
Applied economics
51
(
2019
)
30
,
pp. 3212-3235
Persistent link: https://www.econbiz.de/10012196823
Saved in:
3
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
4
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
5
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
6
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:
7
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
8
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
9
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:
10
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:
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...
//-->