//--> //--> //--> //-->
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
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
A one line derivation of EGARC...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
388
Volatilität
355
Theorie
311
ARCH-Modell
299
Theory
290
ARCH model
286
Schätzung
184
Zeitreihenanalyse
181
Estimation
180
Schätztheorie
175
Time series analysis
174
Estimation theory
171
Welt
162
World
148
Prognoseverfahren
132
Forecasting model
124
Stochastischer Prozess
113
Stochastic process
109
USA
104
Risikomaß
101
United States
98
Risk measure
94
Eigenfactor
90
Portfolio-Management
89
Börsenkurs
87
Portfolio selection
86
Share price
82
Spillover-Effekt
82
Spillover effect
78
Kapitalmarktrendite
77
Capital market returns
76
Taiwan
74
Research assessment measures
73
Risk management
70
Korrelation
69
Kapitaleinkommen
68
Correlation
65
Capital income
64
Finanzkrise
64
Article Influence
62
more ...
less ...
Online availability
All
Free
1,573
Undetermined
323
CC license
20
Type of publication
All
Book / Working Paper
1,875
Article
864
Journal
3
Type of publication (narrower categories)
All
Working Paper
835
Arbeitspapier
662
Graue Literatur
621
Non-commercial literature
621
Article in journal
298
Aufsatz in Zeitschrift
298
Article
43
Aufsatz im Buch
22
Book section
22
Collection of articles of several authors
14
Sammelwerk
14
Systematic review
9
Übersichtsarbeit
9
Lehrbuch
8
Textbook
7
Bibliografie enthalten
6
Bibliography included
6
Aufsatzsammlung
4
research-article
4
Report
3
Festschrift
2
Konferenzschrift
2
Nachruf
2
Thesis
2
Conference Paper
1
Conference proceedings
1
Einführung
1
Elektronischer Datenträger
1
Handbook
1
Handbuch
1
Hochschulschrift
1
more ...
less ...
Language
All
English
1,664
Undetermined
1,068
German
8
French
2
Author
All
McAleer, Michael
2,249
Chang, Chia-Lin
664
Hafner, Christian M.
272
Allen, David E.
162
Asai, Manabu
147
Oxley, Les
118
Caporin, Massimiliano
110
Franses, Philip Hans
89
Wong, Wing Keung
74
Hammoudeh, Shawkat
71
Mcaleer, Michael
65
Chan, Felix
64
Medeiros, Marcelo C.
63
Singh, Abhay Kumar
55
Ling, Shiqing
53
Tansuchat, Roengchai
53
Hoti, Suhejla
46
Herwartz, Helmut
45
Singh, Abhay K.
45
McAleer, M.
44
Wong, Wing-Keung
44
Jiménez-Martín, Juan-Ángel
42
Powell, Robert
40
Pérez Amaral, Teodosio
40
Khamkaew, Thanchanok
36
Lim, Christine
36
Jimenez-Martin, Juan-Angel
34
McKenzie, Colin
32
Pérez-Amaral, Teodosio
32
Hsu, Hui-Kuang
29
Peiris, Shelton
29
Fisher, Gordon
28
Maasoumi, Esfandiar
27
Chen, Chi-Chung
26
Chen, Chi-chung
25
Härdle, Wolfgang
24
Shareef, Riaz
22
Yuan, Yuan
22
MCALEER, M.
21
Scharth, Marcel
21
more ...
less ...
Institution
All
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
140
Department of Economics and Finance, College of Business and Economics
122
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
116
Institute of Economic Research, Kyoto University
94
Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics
77
Tinbergen Instituut
66
Center for Advanced Research in Finance, Faculty of Economics
33
University of Canterbury / Dept. of Economics and Finance
26
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
25
Institute of Social and Economic Research (ISER), Osaka University
20
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
19
Economics Department, Queen's University
16
Research School of Pacific and Asian Studies, College of Asia and the Pacific
12
Shakai-Keizai-Kenkyūsho <Osaka>
12
University of Western Australia / Department of Economics
11
School of Business, Edith Cowan University
10
Econometrisch Instituut <Rotterdam>
8
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
6
Tilburg University, Center for Economic Research
6
CentER for Economic Research, Universiteit van Tilburg
5
Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
5
Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials
4
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Département de Sciences Économiques, Université de Montréal
3
Department of Economics, University of California-Los Angeles (UCLA)
2
Econometric Society
2
Econometrisch Instituut, Faculteit der Economische Wetenschappen
2
Economics Department, Ben Gurion University of the Negev
2
Faculty of Economics, University of Cambridge
2
Fondazione ENI Enrico Mattei (FEEM)
2
HAL
2
Tinbergen Institute
2
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Australian National University / Faculty of Economics
1
C.E.P.R. Discussion Papers
1
Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin
1
Centre for Economic Policy Research
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
more ...
less ...
Published in...
All
Econometric Institute research papers
249
Discussion paper / Tinbergen Institute
140
Econometric Institute Research Papers
140
Tinbergen Institute Discussion Paper
133
Working Papers in Economics
122
Working paper
122
Documentos de Trabajo del ICAE
116
KIER Working Papers
94
CIRJE F-Series
77
Tinbergen Institute Discussion Papers
68
Mathematics and Computers in Simulation (MATCOM)
60
Journal of economic surveys
58
Journal of econometrics
48
Working papers in economics and econometrics
39
Journal of Economic Surveys
38
Econometric reviews
37
CARF F-Series
33
Journal of Risk and Financial Management
30
Working papers in quantitative economics and econometrics
30
ISER Discussion Paper
29
Journal of risk and financial management : JRFM
24
Applied economics
23
CORE discussion papers : DP
21
Econometric theory
19
Annals of financial economics
18
Journal of Econometrics
18
CORE Discussion Papers
17
Working Papers / Economics Department, Queen's University
16
Journal of applied econometrics
15
School of Accounting, Finance and Economics & FEMARC working paper series
14
Applied financial economics
13
Discussion paper / Institute of Social and Economic Research
13
Econometric Reviews
13
Economics letters
13
Australian National University - Department of Economics
12
Energy economics
12
International journal of forecasting
12
Tourism management : research, policies, practice
12
Econometrics
11
International review of economics & finance : IREF
11
more ...
less ...
Source
All
ECONIS (ZBW)
1,224
RePEc
1,106
EconStor
220
OLC EcoSci
170
BASE
11
Other ZBW resources
6
USB Cologne (EcoSocSci)
5
more ...
less ...
Showing
371
-
380
of
2,742
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
371
Analyzing fixed-event forecast revisions
Chang, Chia-Lin
;
Bruijn, Bert de
;
Franses, Philip Hans
; …
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 622-627
Persistent link: https://www.econbiz.de/10010212461
Saved in:
372
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
373
Ten things you should know about DCC
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009744766
Saved in:
374
What do experts know about forecasting journal quality? : a comparison with ISI research impact in finance
Chang, Chia-Lin
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009744767
Saved in:
375
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009744769
Saved in:
376
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
377
How should journal quality be ranked? An application to agricultural, energy, environmental and resource economics
Chang, Chia-Lin
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009619342
Saved in:
378
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
379
Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto
;
Chang, Chia-Lin
;
Jiménez-Martín, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619354
Saved in:
380
Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
;
Lim, Christine
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619355
Saved in:
First
Prev
33
34
35
36
37
38
39
40
41
42
43
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->