//--> //--> //-->
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
type_genre:"Non-commercial literature"
~institution:"University of Canterbury / Dept. of Economics and Finance"
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_exact:"GARCH model"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
8
ARCH-Modell
8
Modellierung
5
Scientific modelling
5
Volatility
4
Volatilität
4
Estimation
3
Forecasting model
3
Prognoseverfahren
3
Schätzung
3
Welt
3
World
3
Analysis of variance
2
Commodity derivative
2
Rohstoffderivat
2
Time series analysis
2
Varianzanalyse
2
Zeitreihenanalyse
2
1933-2007
1
2003-2008
1
Demand
1
Düngemittel
1
Exchange rate risk
1
Fertilizer
1
Hedging
1
Index construction
1
Indexberechnung
1
Indonesia
1
Indonesien
1
International tourism
1
Internationaler Tourismus
1
Malaysia
1
Multivariate Analyse
1
Multivariate analysis
1
Nachfrage
1
Oil price
1
Preis
1
Price
1
Robust statistics
1
Robustes Verfahren
1
more ...
less ...
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Non-commercial literature
Arbeitspapier
8
Graue Literatur
8
Working Paper
8
Language
All
English
8
Author
All
McAleer, Michael
8
Caporin, Massimiliano
3
Chang, Chia-Lin
3
Chen, Chi-chung
2
Roengchai Tansuchat
2
Chen, Ping-yu
1
Hammoudeh, Shawkat
1
Khamkaew, Thanchanok
1
Lan Fen Chu
1
Yuan, Yuan
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Ekonomiska forskningsinstitutet <Stockholm>
12
Centre for Analytical Finance <Århus>
10
Instituto Valenciano de Investigaciones Económicas
5
Shakai-Keizai-Kenkyūsho <Osaka>
5
Econometrisch Instituut <Rotterdam>
4
European University Institute / Department of Economics
3
National Institute of Economic and Social Research
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
Queen Mary College / Department of Economics
2
School of Finance and Business Economics <Perth, Western Australia>
2
Svenska Handelshögskolan <Helsinki>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Université de Montréal / Département de sciences économiques
2
William Davidson Institute <Ann Arbor, Mich.>
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Bank of Canada
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of San Francisco
1
Institut für Weltwirtschaft
1
Konjunkturinstitutet <Stockholm>
1
London School of Economics and Political Science
1
Loughborough University / Department of Economics
1
National Bureau of Economic Research
1
Nuffield College
1
Robert Schuman Centre for Advanced Studies
1
Rodney L. White Center for Financial Research
1
School of Accounting, Economics and Finance <Geelong>
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
School of Economics and Finance <Brisbane>
1
Springer Fachmedien Wiesbaden
1
more ...
less ...
Published in...
All
Working paper
8
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
2
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562979
Saved in:
3
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
4
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
5
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
6
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
7
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
Saved in:
8
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->