//--> //--> //--> //-->
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
~language:"eng"
~type_genre:"Article in journal"
~person:"Haan, Jakob de"
~person:"McAleer, Michael"
~subject:"Volatility"
~accessRights:"restricted"
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:
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Volatilität
28
Welt
24
World
24
Theorie
21
Theory
21
Geldpolitik
18
Monetary policy
18
Estimation
17
Schätzung
16
Financial crisis
15
Finanzkrise
15
EU countries
14
EU-Staaten
14
ARCH model
13
ARCH-Modell
13
Börsenkurs
13
Share price
13
Time series analysis
13
Zeitreihenanalyse
13
Capital income
12
Kapitaleinkommen
12
Stochastic process
12
Stochastischer Prozess
12
Bank
11
Spillover effect
9
Spillover-Effekt
9
Capital market returns
8
Euro area
8
Eurozone
8
Forecasting model
8
Impact assessment
8
Kapitalmarktrendite
8
Prognoseverfahren
8
Wirkungsanalyse
8
China
7
Asymmetry
6
Central bank
6
Credit risk
6
Einkommensverteilung
6
more ...
less ...
Online availability
All
Undetermined
Free
9
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
28
Language
All
English
Author
All
Haan, Jakob de
McAleer, Michael
Gupta, Rangan
125
Ma, Feng
84
Bouri, Elie
79
Tiwari, Aviral Kumar
52
Hammoudeh, Shawkat
40
Mensi, Walid
39
Wohar, Mark E.
38
Zhang, Yaojie
37
Kang, Sang Hoon
36
Xuan Vinh Vo
36
Wang, Yudong
35
Bahmani-Oskooee, Mohsen
34
Demirer, Rıza
33
Ji, Qiang
33
Roubaud, David
33
Wei, Yu
33
Liang, Chao
32
Balcilar, Mehmet
31
Corbet, Shaen
30
Lucey, Brian M.
30
Salisu, Afees A.
27
Yin, Libo
27
Shahzad, Syed Jawad Hussain
26
Kumar, Dilip
25
Lau, Chi Keung
25
Pierdzioch, Christian
25
Umar, Zaghum
23
Gillas, Konstantinos Gkillas
22
Wen, Fenghua
22
Zhu, Huiming
22
Jawadi, Fredj
21
Serletis, Apostolos
21
Wu, Xinyu
21
Ryu, Doojin
20
Todorov, Viktor
20
Wang, Jiqian
20
Caporale, Guglielmo Maria
19
Lu, Xinjie
19
Molnár, Peter
19
more ...
less ...
Published in...
All
Journal of econometrics
6
Econometric reviews
3
International review of economics & finance : IREF
3
Applied economics
2
Econometrics : open access journal
2
Annals of financial economics
1
Computational economics
1
Economics letters
1
Energy economics
1
Finance research letters
1
International journal of economic theory
1
International journal of forecasting
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Open economies review
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
2
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
3
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
4
Tourism stocks in times of crisis : an econometric investigation of unexpected nonmacroeconomic factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
- In:
Journal of travel research : a quarterly publication of …
58
(
2019
)
3
,
pp. 459-479
Persistent link: https://www.econbiz.de/10011983320
Saved in:
5
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:
6
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
7
The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin
;
McAleer, Michael
- In:
Finance research letters
28
(
2019
),
pp. 11-19
Persistent link: https://www.econbiz.de/10012384032
Saved in:
8
Are international fund flows related to exchange rate dynamics?
Li, Suxiao
;
Haan, Jakob de
;
Scholtens, Bert
- In:
Open economies review
29
(
2018
)
1
,
pp. 31-48
Persistent link: https://www.econbiz.de/10012039063
Saved in:
9
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
10
Pricing carbon emissions in China
Chang, Chia-Lin
;
Mai, Te-Ke
;
McAleer, Michael
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011958479
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->