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Search: subject:"Volatilität"
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Volatility
82
Volatilität
82
ARCH model
42
ARCH-Modell
42
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25
United States
25
Estimation
22
Schätzung
22
Spillover effect
22
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20
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20
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14
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Theorie
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82
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82
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McAleer, Michael
77
Chang, Chia-Lin
36
Asai, Manabu
14
Tansuchat, Roengchai
7
Caporin, Massimiliano
4
Chen, Chi-chung
4
Dijk, Dick van
4
Medeiros, Marcelo C.
4
Allen, David E.
3
Franses, Philip Hans
3
Hafner, Christian M.
3
Hammoudeh, Shawkat
3
Hsieh, Tai-Lin
3
Kobayashi, Masahito
3
Pérez Amaral, Teodosio
3
Wang, Yu-Ann
3
Bodeutsch, Denice
2
Chen, Jinghui
2
Chen, Ping-yu
2
Hammoudeh, Shawkat M.
2
Lambertides, Neophytos
2
Martens, Martin
2
Martinet, Guillaume Gaetan
2
Peiris, Shelton
2
Powell, Robert
2
Roengchai Tansuchat
2
Savva, Christos S.
2
Singh, Abhay Kumar
2
Wong, Wing Keung
2
Yuan, Yuan
2
Zopiatis, Anastasios
2
Anh The Vo
1
Bannouh, Karim
1
Chan, Felix
1
Chang, Chia-Ling
1
Chen, Meng-Gu
1
Chen, Ping-Yu
1
Chu, LanFen
1
Da Veiga, Bernardo
1
Duc Hong Vo
1
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Econometrisch Instituut <Rotterdam>
4
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Econometric Institute research papers
Energy economics
642
Finance research letters
608
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487
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468
International review of financial analysis
419
NBER Working Paper
417
Applied economics
380
Journal of banking & finance
374
The journal of futures markets
370
International review of economics & finance : IREF
368
Economic modelling
340
The North American journal of economics and finance : a journal of financial economics studies
324
Journal of econometrics
321
Research in international business and finance
283
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265
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264
Applied economics letters
261
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261
Economics letters
247
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245
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244
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239
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230
Discussion paper / Tinbergen Institute
199
Journal of risk and financial management : JRFM
197
Quantitative finance
194
Journal of financial economics
184
CESifo working papers
173
Pacific-Basin finance journal
171
International Journal of Energy Economics and Policy : IJEEP
169
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
169
The European journal of finance
160
IMF working papers
158
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
International journal of finance & economics : IJFE
151
Journal of economic dynamics & control
151
International journal of forecasting
145
Journal of forecasting
131
The review of financial studies
126
Computational economics
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ECONIS (ZBW)
87
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1
Testing for a common volatility process and information spillovers in bivariate financial time series models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2016
-
Revised
Persistent link: https://www.econbiz.de/10011448006
Saved in:
2
The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
Saved in:
3
Modelling the relationship between crude oil and agricultural commodity prices
Duc Hong Vo
;
Tan Ngoc Vu
;
Anh The Vo
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011987133
Saved in:
4
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
5
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
6
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:
7
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
8
Tourism stocks in times of crises : an econometric investigation of unexpected non-macroeconomic factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668137
Saved in:
9
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:
10
Realized stochastic volatility models with generalized Gegenbauer long memory
Asai, Manabu
;
McAleer, Michael
;
Peiris, Shelton
-
2017
Persistent link: https://www.econbiz.de/10011742720
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