//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~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
Asymmetric realized volatility...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatility
43
Volatilität
35
Theorie
29
Theory
29
ARCH model
19
ARCH-Modell
19
Stochastic process
17
Stochastischer Prozess
16
Arbeitsmobilität
15
Labour mobility
15
Time series analysis
15
Zeitreihenanalyse
15
Asymmetry
14
Welt
14
World
14
Risk management
13
Human Resource Management
12
Personalmanagement
12
Risk
12
Börsenkurs
11
Employee retention
11
Estimation
11
Forecasting model
11
Mitarbeiterbindung
11
Prognoseverfahren
11
Share price
11
Capital market returns
9
Eigenfactor
9
Estimation theory
9
Kapitalmarktrendite
9
Schätztheorie
9
Schätzung
9
Stochastic volatility
8
Arbeitszufriedenheit
7
Article Influence
7
Capital income
7
Job satisfaction
7
Kapitaleinkommen
7
Portfolio selection
7
Portfolio-Management
7
more ...
less ...
Online availability
All
Undetermined
Free
1,580
CC license
21
Type of publication
All
Article
364
Book / Working Paper
14
Type of publication (narrower categories)
All
Article in journal
101
Aufsatz in Zeitschrift
101
research-article
5
Aufsatz im Buch
3
Aufsatzsammlung
3
Book section
3
review-article
3
Collection of articles of several authors
2
Sammelwerk
2
Festschrift
1
Nachruf
1
more ...
less ...
Language
All
Undetermined
236
English
141
German
1
Author
All
McAleer, Michael
246
Allen, David G.
45
Chang, Chia-Lin
41
Allen, David
33
Allen, David E.
31
Asai, Manabu
21
Singh, Abhay Kumar
12
Chan, Felix
11
McAleer, M.
11
Slottje, Daniel
10
Medeiros, Marcelo C.
9
Caporin, Massimiliano
8
Hoti, S.
8
Peiris, Shelton
8
Allen, D. E.
7
Franses, Philip Hans
7
Hoti, Suhejla
7
Oxley, Les
7
Hammoudeh, Shawkat
6
Scharth, Marcel
6
Syn Wee, Pei
6
Vardaman, James M.
6
Wong, Wing Keung
6
Jimenez-Martin, Juan-Angel
5
Lim, Christine
5
Powell, Robert
5
Sato, Kiyotaka
5
Wong, Wing-Keung
5
Zhang, Zhaoyong
5
Fisher, Gordon
4
Ling, Shiqing
4
Lizieri, Colin
4
Maasoumi, Esfandiar
4
Pérez-Amaral, Teodosio
4
Satchell, Stephen
4
Shareef, Riaz
4
Smith, Jeremy
4
Tansuchat, Roengchai
4
Watkins, Clinton
4
ALLEN, DAVID
3
more ...
less ...
Institution
All
Edward Elgar
4
C.E.P.R. Discussion Papers
1
Edward Elgar Publishing
1
Published in...
All
Mathematics and Computers in Simulation (MATCOM)
63
Journal of Econometrics
16
Annals of financial economics
14
Econometric Reviews
12
Applied Economics
10
Annals of Financial Economics (AFE)
9
The North American Journal of Economics and Finance
9
Applied Financial Economics
8
Economics Letters
7
Journal of econometrics
7
Journal of management
7
Energy Economics
6
International Journal of Forecasting
6
International review of economics & finance : IREF
6
Journal of Economic Surveys
6
Applied economics
5
Econometric reviews
5
Journal of the Association for Information Science & Technology
5
Managerial Finance
5
Australian Journal of Management
4
Books / Edward Elgar
4
Econometrics : open access journal
4
Human resource management
4
Human resource management review
4
Journal of Financial Econometrics
4
The Review of Economics and Statistics
4
Canadian Journal of Economics
3
Financial analysts journal : FAJ
3
Journal of Applied Econometrics
3
Journal of Forecasting
3
Pacific-Basin Finance Journal
3
Personnel psychology : a journal of applied research
3
Statistica Neerlandica
3
Telecommunications Policy
3
Accounting and Finance
2
Applied Economics Letters
2
Computational Statistics & Data Analysis
2
Contributions to economic analysis
2
Economic Journal
2
Essentials of employee recruitment : individual and organizational perspectives
2
more ...
less ...
Source
All
RePEc
236
ECONIS (ZBW)
130
Other ZBW resources
12
Showing
1
-
10
of
378
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, R. J.
; …
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 175-179
Persistent link: https://www.econbiz.de/10011414540
Saved in:
2
Non-parametric multiple change point analysis of the global financial crisis
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011931167
Saved in:
3
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
4
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 159-175
Persistent link: https://www.econbiz.de/10011740133
Saved in:
5
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
6
An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
- In:
Applied economics
49
(
2017
)
7
,
pp. 677-692
Persistent link: https://www.econbiz.de/10011810876
Saved in:
7
Flattening the curve in risk management of Covid-19 : do lockdowns work?
Allen, David E.
;
McAleer, Michael
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012643015
Saved in:
8
Predicting cases and deaths in Europe from Covid-19 tests and country populations
Allen, David E.
;
McAleer, Michael
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-15
Persistent link: https://www.econbiz.de/10012643030
Saved in:
9
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
- In:
Applied economics
51
(
2019
)
30
,
pp. 3212-3235
Persistent link: https://www.econbiz.de/10012196823
Saved in:
10
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
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->