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  • Search: subject:"conditional volatility models"
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Year of publication
Subject
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asymmetry 20 conditional volatility models 19 leverage 16 Conditional volatility models 11 Volatility 11 Volatilität 11 ARCH model 10 ARCH-Modell 10 Tourism 9 random coefficient complex nonlinear moving average process 9 Conditional Volatility Models 7 random coefficient autoregressive processes 7 Asymmetry 6 Time series analysis 6 Zeitreihenanalyse 6 firm size 6 volatility size effects 6 DJIA 5 Sentiment Scores 5 TRNA 5 stock returns 5 Börsenkurs 4 Firm size 4 Share price 4 Stochastic process 4 Stochastischer Prozess 4 joining the WTO 4 moment conditions 4 tourism policy reform 4 Brazilian Amazon 3 EGARCH 3 Estimation 3 Hog prices 3 Modellierung 3 Schätzung 3 Scientific modelling 3 Stock returns 3 Theorie 3 Theory 3 Tourism policy reform 3
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Online availability
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Free 30 Undetermined 8
Type of publication
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Book / Working Paper 32 Article 10
Type of publication (narrower categories)
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Working Paper 13 Arbeitspapier 7 Graue Literatur 7 Non-commercial literature 7 Article in journal 4 Aufsatz in Zeitschrift 4 Article 1
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Language
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English 22 Undetermined 20
Author
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McAleer, Michael 35 Chang, Chia-Lin 23 Hsu, Hui-Kuang 8 Allen, David E. 4 Chen, Meng-Gu 4 Huang, Biing-Wen 4 Singh, Abhay K. 4 Divino, Jose Angelo 2 Hsu, Shu-Han 2 Li, Yiying 2 Allen, David Edmund 1 Caporin, Massimiliano 1 Chan, Felix 1 Chang, C-L. 1 Chen, Chen, M-G. 1 Chen, M.-G. 1 Costola, Michele 1 Divino, Divino, J.A. 1 Divino, J. A. 1 Hoti, Suhejla 1 Hsu, Hsu, H-K. 1 Huang, B-W. 1 Huang, Huang, B-W. 1 McAleer, M.J. 1 Singh, Abhay Kumar 1
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Institution
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 5 Department of Economics and Finance, College of Business and Economics 4 Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam 3 Tinbergen Instituut 3 Erasmus University Rotterdam, Econometric Institute 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2
Published in...
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Discussion paper / Tinbergen Institute 6 Tinbergen Institute Discussion Paper 6 Documentos de Trabajo del ICAE 5 Working Papers in Economics 4 Econometric Institute Research Papers 3 Mathematics and Computers in Simulation (MATCOM) 3 Tinbergen Institute Discussion Papers 3 Econometric Institute Report 2 Econometrics 2 MPRA Paper 2 Applied economics 1 Econometric Institute research papers 1 Econometrics : open access journal 1 Economics letters 1 International review of economics & finance : IREF 1 The North American Journal of Economics and Finance 1
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Source
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RePEc 24 ECONIS (ZBW) 11 EconStor 7
Showing 41 - 42 of 42
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Modelling risk in agricultural finance: Application to the poultry industry in Taiwan
Huang, Biing-Wen; Chen, Meng-Gu; Chang, Chia-Lin; … - In: Mathematics and Computers in Simulation (MATCOM) 79 (2009) 5, pp. 1472-1487
volatility models all fit the data extremely well. The empirical second moment and log-moment conditions also support the …, their logarithms and their growth rates are stationary, and that the estimated symmetric and asymmetric conditional …
Persistent link: https://www.econbiz.de/10010748643
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Cover Image
Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations
Hoti, Suhejla; McAleer, Michael; Chan, Felix - In: Mathematics and Computers in Simulation (MATCOM) 69 (2005) 1, pp. 46-56
Atmospheric carbon dioxide concentrations (ACDC) are critical to the global temperature control system and climate change, with ACDC levels having increased rapidly since the start of the industrial revolution in the late 1700s, and the climate having become quite unstable with significant...
Persistent link: https://www.econbiz.de/10010870018
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