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Year of publication
Subject
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Theorie 83 Theory 83 USA 63 United States 63 Volatility 62 Volatilität 61 ARCH model 43 ARCH-Modell 43 Estimation 34 Schätzung 34 Time series analysis 30 Zeitreihenanalyse 30 Estimation theory 25 Schätztheorie 25 Stochastic process 22 Stochastischer Prozess 22 Börsenkurs 20 Forecasting model 20 Prognoseverfahren 20 Share price 20 Portfolio selection 16 Portfolio-Management 16 Risikomaß 16 Risk measure 16 Financial crisis 13 Finanzkrise 13 Capital income 12 Kapitaleinkommen 12 Risk management 12 Welt 12 World 12 International tourism 11 Internationaler Tourismus 11 Risikomanagement 11 Spillover effect 11 Spillover-Effekt 11 Correlation 9 Korrelation 9 Risk 9 Australia 8
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Online availability
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Undetermined 42 Free 30
Type of publication
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Article 219 Book / Working Paper 7
Type of publication (narrower categories)
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Article in journal Working Paper 741 Arbeitspapier 602 Graue Literatur 558 Non-commercial literature 558 Aufsatz in Zeitschrift 226 Aufsatz im Buch 17 Book section 17 Article 16 Collection of articles of several authors 13 Sammelwerk 13 Systematic review 9 Übersichtsarbeit 9 Bibliografie enthalten 3 Bibliography included 3 Aufsatzsammlung 1 Conference proceedings 1 Konferenzschrift 1
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Language
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English French 1
Author
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McAleer, Michael Bahmani-Oskooee, Mohsen 404 Gupta, Rangan 385 Nijkamp, Peter 376 Wright, Mike 302 Gil-Alaña, Luis A. 288 Audretsch, David B. 265 Cebula, Richard J. 262 Apergēs, Nikolaos 260 Cheng, T. C. E. 259 Narayan, Paresh Kumar 249 Eichengreen, Barry 243 Creedy, John 238 Frey, Bruno S. 233 Faff, Robert W. 229 Phillips, Peter C. B. 228 Güth, Werner 227 Beladi, Hamid 225 Lien, Da-hsiang Donald 217 Stiglitz, Joseph E. 217 Law, Rob 211 Moosa, Imad A. 210 Smyth, Russell 210 Egger, Peter 207 Fabozzi, Frank J. 206 Haan, Jakob de 206 Tsionas, Efthymios G. 205 Hassan, M. Kabir 204 Hasan, Iftekhar 203 List, John A. 202 Serletis, Apostolos 201 Williams, Colin C. 201 Taylor, Mark P. 200 Kumbhakar, Subal 199 Caporale, Guglielmo Maria 198 Acemoglu, Daron 195 Barros, Carlos Pestana 194 Arestis, Philip 192 Laporte, Gilbert 192 Chang, Tsangyao 190
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Published in...
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Journal of economic surveys 25 Econometric reviews 20 Journal of econometrics 20 Journal of risk and financial management : JRFM 20 Applied economics 13 International review of economics & finance : IREF 9 Annals of financial economics 8 Energy economics 7 The North American journal of economics and finance : a journal of financial economics studies 7 Risks : open access journal 6 Econometric theory 5 Econometrics : open access journal 5 International journal of forecasting 5 Journal of forecasting 5 The Japanese economic review : the journal of the Japanese Economic Association 5 Tourism economics : the business and finance of tourism and recreation 5 Economics letters 4 Tourism management : research, policies, practice 4 Applied financial economics 3 Journal of applied econometrics 3 Managerial finance 3 Finance research letters 2 Journal of financial econometrics : official journal of the Society for Financial Econometrics 2 Journal of macroeconomics 2 Journal of travel research : a quarterly publication of the Travel and Tourism Research Association 2 The econometrics journal 2 The economic journal : the journal of the Royal Economic Society 2 The economic record : er 2 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 2 The review of economics and statistics 2 Accounting and finance : journal of the Accounting Association of Australia and New Zealand 1 Applied economics letters 1 Bulletin of economic research 1 Economia : revista da ANPEC 1 Economic modelling 1 Economics of innovation and new technology 1 Economies : open access journal 1 International Journal of Financial Studies : open access journal 1 International economic review 1 International journal of economic theory 1
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Source
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ECONIS (ZBW) 226
Showing 1 - 10 of 226
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Risk spillovers in returns for Chinese and international tourists to Taiwan
Chang, Chia-Lin; Hsu, Shu-Han; McAleer, Michael - In: Journal of travel research : a quarterly publication of … 59 (2020) 2, pp. 335-351
Persistent link: https://www.econbiz.de/10012151658
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Risk management of COVID-19 by universities in China
Wang, Chuanyi; Cheng, Zhe; Yue, Xiao-Guang; McAleer, Michael - In: Journal of risk and financial management : JRFM 13 (2020) 2/36, pp. 1-6
The rapid spread of new coronaviruses throughout China and the world in 2019-2020 has had a great impact on China's economic and social development. As the backbone of Chinese society, Chinese universities have made significant contributions to emergency risk management. Such contributions have...
Persistent link: https://www.econbiz.de/10012173713
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Prevention is better than the cure : risk management of COVID-19
McAleer, Michael - In: Journal of risk and financial management : JRFM 13 (2020) 3/46, pp. 1-5
A novel coronavirus was reported to the World Health Organization (WHO) in China on 31 December 2019. The WHO named the disease COVID-19 on 11 February 2020. As of 26 February 2020, the disease has been detected on all continents, except for Antarctica. Daily updates on COVID-19 since early...
Persistent link: https://www.econbiz.de/10012174133
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Review on efficiency and anomalies in stock markets
Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51
The efficient-market hypothesis (EMH) is one of the most important economic and financial hypotheses that have been tested over the past century. Due to many abnormal phenomena and conflicting evidence, otherwise known as anomalies against EMH, some academics have questioned whether EMH is...
Persistent link: https://www.econbiz.de/10012237439
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Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu; Peiris, Shelton; McAleer, Michael; Allen, … - In: Journal of time series econometrics 12 (2020) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
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Is one diagnostic test for COVID-19 enough?
McAleer, Michael - In: Journal of risk and financial management : JRFM 13 (2020) 4/77, pp. 1-3
There is no doubt about the importance of diagnostic testing in an emergency; specifically, which range of tests is available, where and when they are dispensed, and who might be tested using laboratory-developed tests, or other diagnostic tests including experimental tests. This includes...
Persistent link: https://www.econbiz.de/10012302713
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Risk and financial management of COVID-19 in business, economics and finance
Chang, Chia-Lin; McAleer, Michael; Wong, Wing Keung - In: Journal of risk and financial management : JRFM 13 (2020) 5/102, pp. 1-5
The SARS-CoV-2 coronavirus that causes the COVID-19 disease led to the most significant change in the world order over the past century, destabilizing the global economy and financial stock markets, the world's economy, social development, business, risk, financial management and financial...
Persistent link: https://www.econbiz.de/10012304962
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Review papers for journal of risk and financial management (JRFM)
McAleer, Michael - In: Journal of risk and financial management : JRFM 13 (2020) 8/185, pp. 1-18
This paper evaluates an editorial and seven invaluable and interesting review papers for the Journal of Risk and Financial Management (JRFM). The topics covered include the rising complexity of bank regulatory capital requirements from global guidelines to their United States (US)...
Persistent link: https://www.econbiz.de/10012321338
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Ten most highly cited papers in Journal of risk and financial management (JRFM), 2018–2020
McAleer, Michael - In: Journal of risk and financial management : JRFM 13 (2020) 12/294, pp. 1-5
Persistent link: https://www.econbiz.de/10012392195
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Do we need stochastic volatility and generalised autoregressive conditional heteroscedasticity? : Comparing squared end-of-day returns on ftse
Allen, David E.; McAleer, Michael - In: Risks : open access journal 8 (2020) 1/12, pp. 1-20
The paper examines the relative performance of Stochastic Volatility (SV) and Generalised Autoregressive Conditional Heteroscedasticity (GARCH) (1,1) models fitted to ten years of daily data for FTSE. As a benchmark, we used the realized volatility (RV) of FTSE sampled at 5 min intervals taken...
Persistent link: https://www.econbiz.de/10012203997
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