//--> //--> //--> //-->
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
~subject:"Volatility"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Applied economics"
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: subject:"Identification"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Modellierung
64
Scientific modelling
64
Theorie
37
Theory
37
Forecasting model
31
Prognoseverfahren
31
Estimation
19
Schätzung
19
Time series analysis
18
Zeitreihenanalyse
18
Volatilität
12
ARCH model
11
ARCH-Modell
11
Knowledge
9
Wissen
9
Bayes-Statistik
8
Bayesian inference
8
Product labelling
8
Warenkennzeichnung
8
Experten
7
Experts
7
USA
7
United States
7
Welt
6
World
6
Demand system
4
Nachfragesystem
4
Product quality
4
Produktqualität
4
Commodity derivative
3
Consumer behaviour
3
Credit risk
3
Deutschland
3
Econometric model
3
Economic growth
3
Exchange rate
3
Germany
3
Inflation
3
Konsumentenverhalten
3
more ...
less ...
Online availability
All
Free
7
Undetermined
3
Type of publication
All
Book / Working Paper
7
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
12
Author
All
McAleer, Michael
7
Caporin, Massimiliano
3
Chang, Chia-Lin
2
Asai, Manabu
1
Chen, Jin
1
Chen, Yue
1
Costola, Michele
1
Gu, Qinen
1
Hammoudeh, Shawkat M.
1
Jimenez-Martin, Juan-Angel
1
Louzis, Dimitrios P.
1
Ma, Jun
1
Pérez Amaral, Teodosio
1
Qiao, Gaoxiu
1
Refenes, Apostolos-Paul
1
Roengchai Tansuchat
1
Wiphatthanananthakul, Chatayan
1
Wohar, Mark E.
1
Xanthopoulos-Sisinis, Spyros
1
Yuan, Yuan
1
Zhang, Gaoxun
1
Zhou, Wei
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Applied economics
CREATES research paper
9
Econometric reviews
8
Journal of econometrics
8
Working paper
8
Energy economics
6
Journal of forecasting
6
CESifo working papers
4
Econometrics : open access journal
4
International journal of forecasting
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Research series / Universiteit van Amsterdam
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Tinbergen Institute research series
4
Annals of finance
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
ECON PhD dissertations
3
Economics letters
3
European journal of operational research : EJOR
3
Forecasting volatility in the financial markets
3
Journal of banking & finance
3
Journal of economic dynamics & control
3
Journal of international money and finance
3
NCER working paper series
3
Quantitative finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
The journal of computational finance
3
The journal of futures markets
3
CAMA working paper series
2
Cambridge working papers in economics
2
Discussion paper / Tinbergen Institute
2
Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
2
Documento de trabajo
2
ERID working paper
2
Economic Research Initiatives at Duke (ERID) Working Paper
2
Economic modelling
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
European economic review : EER
2
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Network evolution underneath the volatility spillover in traditional and clean energy markets
Chen, Jin
;
Chen, Yue
;
Gu, Qinen
;
Zhou, Wei
- In:
Applied economics
55
(
2023
)
58
,
pp. 6905-6921
Persistent link: https://www.econbiz.de/10014393160
Saved in:
2
Out-of-sample realized volatility forecasting : does the support vector regression compete combination methods
Zhang, Gaoxun
;
Qiao, Gaoxiu
- In:
Applied economics
53
(
2021
)
19
,
pp. 2192-2205
Persistent link: https://www.econbiz.de/10012501131
Saved in:
3
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10010507684
Saved in:
4
Asymmetry and leverage in GARCH models : a News Impact Curve perspective
Caporin, Massimiliano
;
Costola, Michele
- In:
Applied economics
51
(
2019
)
31
,
pp. 3345-3364
Persistent link: https://www.econbiz.de/10012196836
Saved in:
5
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
6
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
7
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008664052
Saved in:
8
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat M.
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987666
Saved in:
9
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003987296
Saved in:
10
A simple expected volatility (SEV) index : application to SET50 index options
Wiphatthanananthakul, Chatayan
;
McAleer, Michael
-
2008
Persistent link: https://www.econbiz.de/10003893426
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->