//--> //--> //-->
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:"Zhang, Zhaoyong"
~isPartOf:"International review of economics & finance : IREF"
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:"Volatility"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
7
Volatilität
7
ARCH model
4
ARCH-Modell
4
China
4
Börsenkurs
3
Capital income
3
Kapitaleinkommen
3
Share price
3
Spillover effect
3
Spillover-Effekt
3
Ankündigungseffekt
2
Announcement effect
2
Estimation
2
Forecasting model
2
Index futures
2
Index-Futures
2
News sentiment
2
Prognoseverfahren
2
Risikomaß
2
Risk measure
2
Schätzung
2
Time series analysis
2
Welt
2
World
2
Zeitreihenanalyse
2
Aktienmarkt
1
Asymmetry
1
Australia
1
Australien
1
Bank
1
Basel Accord
1
Basel II Accord
1
Basler Akkord
1
Biofuel
1
Biokraftstoff
1
Block structures
1
Chinese currency
1
Chinese stock index futures market
1
Chinese stock markets
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
McAleer, Michael
Zhang, Zhaoyong
Gupta, Rangan
7
Ma, Feng
7
Hammoudeh, Shawkat
5
Mensi, Walid
5
Arize, Augustine Chuck
4
Caporin, Massimiliano
4
Kang, Sang Hoon
4
Xuan Vinh Vo
4
Yin, Libo
4
Abakah, Emmanuel Joel Aikins
3
Balcilar, Mehmet
3
Bouri, Elie
3
Brooks, Robert
3
Chen, Jinyu
3
Chen, Wang
3
Han, Liyan
3
Ho, Kin-Yip
3
Huang, Dengshi
3
Kumar, Dilip
3
Liang, Chao
3
Liu, Dehong
3
Lu, Xinjie
3
Lung, Peter P.
3
Malik, Farooq
3
Shi, Yanlin
3
Tiwari, Aviral Kumar
3
Wang, Jiqian
3
Wohar, Mark E.
3
Wu, Chunchi
3
Adkins, Lee Chester
2
Aizenman, Joshua
2
Al-Yahyaee, Khamis Hamed
2
Aragó, V.
2
Balli, Faruk
2
Chang, Chia-Lin
2
Chang, Juin-jen
2
Chang, Kuang-Liang
2
Chao, Chi-Chur
2
more ...
less ...
Published in...
All
International review of economics & finance : IREF
Econometric Institute research papers
77
Discussion paper / Tinbergen Institute
62
Tinbergen Institute Discussion Paper
52
Working Papers in Economics
41
Working paper
40
Documentos de Trabajo del ICAE
39
Econometric Institute Research Papers
38
KIER Working Papers
32
Tinbergen Institute Discussion Papers
23
Mathematics and Computers in Simulation (MATCOM)
19
Econometric reviews
13
Journal of econometrics
9
The North American journal of economics and finance : a journal of financial economics studies
9
Journal of Risk and Financial Management
8
Econometric Reviews
7
Journal of risk and financial management : JRFM
6
The North American Journal of Economics and Finance
6
Energy economics
4
Working papers / School of Business, Edith Cowan University
4
Applied economics
3
DEA Working Papers
3
Econometrics
3
Econometrics : open access journal
3
Risks
3
Risks : open access journal
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
International journal of forecasting
2
Journal of Reviews on Global Economics
2
Journal of economic surveys
2
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
2
Texto para discussão
2
The econometrics journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Tourism economics : the business and finance of tourism and recreation
2
"Marco Fanno" Working Papers
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
1
Applied financial economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
How does news flow affect cross-market
volatility
spillovers? : evidence from China’s stock index futures and spot markets
Zhou, Xinmiao
;
Zhang, Junru
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
73
(
2021
),
pp. 196-213
Persistent link: https://www.econbiz.de/10012692222
Saved in:
2
News and return
volatility
of Chinese bank stocks
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 1095-1105
Persistent link: https://www.econbiz.de/10012487527
Saved in:
3
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:
4
Volatility
spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 159-175
Persistent link: https://www.econbiz.de/10011740133
Saved in:
5
Forecasting value-at-risk using block structure multivariate stochastic
volatility
models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
6
Does news matter in China's foreign exchange market? : Chinese RMB
volatility
and public information arrivals
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
International review of economics & finance : IREF
52
(
2017
),
pp. 302-321
Persistent link: https://www.econbiz.de/10011791354
Saved in:
7
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->