//--> //--> //--> //-->
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"
~isPartOf:"Econometric Institute research papers"
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:"conditional heteroskedasticity"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
59
ARCH-Modell
59
Volatility
36
Volatilität
36
Estimation
15
Schätzung
15
Time series analysis
13
Zeitreihenanalyse
13
Spillover effect
12
Spillover-Effekt
12
Forecasting model
10
Modellierung
10
Oil price
10
Prognoseverfahren
10
Scientific modelling
10
USA
10
United States
10
Welt
10
World
10
Ölpreis
10
Capital market returns
9
Commodity derivative
9
Kapitalmarktrendite
9
Rohstoffderivat
9
Theorie
9
Theory
9
Risikomaß
8
Risk measure
8
Spot market
7
Spotmarkt
7
Stochastic process
7
Stochastischer Prozess
7
Multivariate Analyse
6
Multivariate analysis
6
Börsenkurs
5
Futures
5
Share price
5
Taiwan
5
ARMA model
4
ARMA-Modell
4
more ...
less ...
Online availability
All
Free
59
Type of publication
All
Book / Working Paper
59
Type of publication (narrower categories)
All
Arbeitspapier
59
Graue Literatur
59
Non-commercial literature
59
Working Paper
59
Language
All
English
59
Author
All
McAleer, Michael
Chang, Chia-Lin
28
Asai, Manabu
8
Hafner, Christian M.
8
Caporin, Massimiliano
6
Chen, Chi-chung
6
Tansuchat, Roengchai
6
Franses, Philip Hans
4
Pérez Amaral, Teodosio
4
Allen, David E.
3
Herwartz, Helmut
3
Chan, Felix
2
Chen, Ping-yu
2
Dijk, Dick van
2
Hammoudeh, Shawkat M.
2
Jimenez-Martin, Juan-Angel
2
Jiménez-Martín, Juan-Ángel
2
Lan Fen Chu
2
Maasoumi, Esfandiar
2
Martinet, Guillaume Gaetan
2
Powell, Robert
2
Roengchai Tansuchat
2
Singh, Abhay Kumar
2
Yuan, Yuan
2
Bodeutsch, Denice
1
Chang, Chia-Ling
1
Chen, Ping-Yu
1
Chu, LanFen
1
Da Veiga, Bernardo
1
Hakim, Abdul
1
Hsu, Hui-Kuang
1
Hsu, Hui-kuang
1
Hsu, Shu-Han
1
Khamkaew, Thanchanok
1
Leij, Marco van der
1
Lim, Christine
1
Liu, Chia-Ping
1
Medeiros, Marcelo C.
1
Paap, Richard
1
Pauwels, Laurent
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Discussion paper / Tinbergen Institute
32
Working paper
29
Discussion paper / Institute of Social and Economic Research
6
Econometrics : open access journal
4
Journal of economic surveys
4
Journal of risk and financial management : JRFM
4
Econometric reviews
3
Econometric theory
3
Energy economics
3
Journal of Risk and Financial Management
3
The North American journal of economics and finance : a journal of financial economics studies
3
Tinbergen Institute Discussion Paper
3
Working Papers in Economics
3
Documentos de Trabajo del ICAE
2
Finance research letters
2
International journal of forecasting
2
International review of economics & finance : IREF
2
Journal of econometrics
2
Journal of forecasting
2
Tinbergen Institute Discussion Papers
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied economics
1
Applied financial economics
1
Computational economics
1
Contributions to economic analysis
1
Contributions to financial econometrics : theoretical and practical issues
1
Econometric Institute Research Papers
1
Economia : revista da ANPEC
1
Economics letters
1
International Journal of Financial Studies : open access journal
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of time series econometrics
1
KIER Working Papers
1
Nota di lavoro / Fondazione Eni Enrico Mattei
1
Papers in efficiency, effectiveness and international competitiveness
1
Quantifying consumer preferences
1
Risks : open access journal
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
59
Showing
1
-
10
of
59
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Discussion of "principal volatility component analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359780
Saved in:
2
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:
3
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
4
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:
5
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
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
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:
8
The fiction of full BEKK
Chang, Chia-Lin
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011823320
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
Theoretical and empirical differences between diagonal and full BEKK for risk management
Allen, David E.
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011734887
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->