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
~subject:"Australien"
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
Power ARCH modelling of commod...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Australien
Volatility
22
Börsenkurs
20
Share price
20
Volatilität
20
Australia
19
Securities trading
19
Wertpapierhandel
19
Aktienmarkt
17
Stock market
17
Short selling
16
Capital income
15
Kapitaleinkommen
15
Theorie
15
Theory
15
Exchange rate
14
Leerverkauf
14
Wechselkurs
14
USA
12
United States
12
ARCH model
11
ARCH-Modell
11
Ankündigungseffekt
10
Announcement effect
10
Financial market regulation
10
Finanzmarktregulierung
10
Welt
10
World
10
Anlageverhalten
9
Behavioural finance
9
Estimation
9
Schätzung
9
Portfolio selection
7
Portfolio-Management
7
Asia-Pacific region
6
Asiatisch-pazifischer Raum
6
Autocorrelation
6
Autokorrelation
6
Derivat
6
Derivative
6
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
16
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Diskette
1
Floppy disk
1
Language
All
English
19
Author
All
McKenzie, Michael D.
19
Faff, Robert W.
5
Kim, Suk-Joong
4
Brooks, Robert
3
Daniel, Lawrence
2
Brailsford, Timothy J.
1
Di Amy Shi
1
Frino, Alex
1
Hallahan, Terrence
1
Lecce, Steven
1
Lepone, Andrew
1
Segara, Reuben
1
Shannon, John H.
1
Shi, Amy
1
Stewart, Mark F.
1
more ...
less ...
Published in...
All
The journal of futures markets
2
Applied financial economics
1
Australian economic papers
1
Australian journal of management
1
Economic papers : a journal of applied economics and policy
1
International journal of accounting and information management
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of financial analysis
1
Investment management and financial innovations
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Journal of multinational financial management
1
McGraw-Hill series in advanced finance
1
The economic record : er
1
The journal of business : B
1
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The economics of exchange rate volatility asymmetry
McKenzie, Michael D.
- In:
International journal of finance & economics : IJFE
7
(
2002
)
3
,
pp. 247-260
Persistent link: https://www.econbiz.de/10001694050
Saved in:
2
An empirical examination of the relationship between central bank intervention and exchange rate volatility : some Australian evidence
McKenzie, Michael D.
- In:
Australian economic papers
43
(
2004
)
1
,
pp. 59-74
Persistent link: https://www.econbiz.de/10001976159
Saved in:
3
Power transformation and forecasting the magnitude of exchange rate changes
McKenzie, Michael D.
- In:
International journal of forecasting
15
(
1999
)
1
,
pp. 49-55
Persistent link: https://www.econbiz.de/10001428473
Saved in:
4
The impact of exchange rate volatility on Australian trade flows
McKenzie, Michael D.
- In:
Journal of international financial markets, …
8
(
1998
)
1
,
pp. 21-38
Persistent link: https://www.econbiz.de/10001246203
Saved in:
5
ARCH modelling of Australian bilateral exchange rate data
McKenzie, Michael D.
- In:
Applied financial economics
7
(
1997
)
2
,
pp. 147-164
Persistent link: https://www.econbiz.de/10001227575
Saved in:
6
Non-periodic Australian stock market cycles : evidence from rescaled range analysis
McKenzie, Michael D.
- In:
The economic record : er
77
(
2001
),
pp. 393-406
Persistent link: https://www.econbiz.de/10001752392
Saved in:
7
A variable rate goods and services tax (GST) for Australia?
Stewart, Mark F.
;
Shannon, John H.
;
McKenzie, Michael D.
- In:
Economic papers : a journal of applied economics and policy
18
(
1999
)
2
,
pp. 78-94
Persistent link: https://www.econbiz.de/10001463519
Saved in:
8
The use of domestic and world market indexes in the estimation of time-varying betas
McKenzie, Michael D.
;
Brooks, Robert
;
Faff, Robert W.
- In:
Journal of multinational financial management
10
(
2000
)
1
,
pp. 91-106
Persistent link: https://www.econbiz.de/10001481105
Saved in:
9
Research design issues in time-series modelling of financial market volatility
McKenzie, Michael D.
;
Brooks, Robert
-
1999
Persistent link: https://www.econbiz.de/10001372125
Saved in:
10
Time-varying beta risk of Australian industry portfolios : a comparison of modelling techniques
Brooks, Robert
- In:
Australian journal of management
23
(
1998
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001256324
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
