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
Asymmetric realized volatility...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Volatility
370
Volatilität
345
Theorie
304
Theory
285
ARCH-Modell
248
ARCH model
239
Schätzung
204
Estimation
202
Zeitreihenanalyse
165
Welt
164
Time series analysis
158
World
152
Prognoseverfahren
141
Schätztheorie
137
Estimation theory
134
Forecasting model
133
Börsenkurs
123
Risikomaß
123
Share price
117
USA
117
Risk measure
116
Stochastischer Prozess
113
Australia
110
United States
110
Stochastic process
109
Australien
108
Portfolio-Management
106
Portfolio selection
104
Eigenfactor
90
Kapitaleinkommen
85
Capital income
81
Spillover-Effekt
81
Spillover effect
77
Finanzkrise
76
Kapitalmarktrendite
75
Risk management
75
Capital market returns
74
Taiwan
74
Research assessment measures
73
Financial crisis
70
more ...
less ...
Online availability
All
Free
1,580
Undetermined
378
CC license
22
Type of publication
All
Book / Working Paper
1,913
Article
1,114
Journal
3
Type of publication (narrower categories)
All
Working Paper
840
Arbeitspapier
682
Graue Literatur
643
Non-commercial literature
643
Article in journal
363
Aufsatz in Zeitschrift
363
Article
41
Aufsatz im Buch
32
Book section
32
Collection of articles of several authors
17
Sammelwerk
17
Congress Report
12
Systematic review
9
Übersichtsarbeit
9
Aufsatzsammlung
7
Konferenzschrift
5
research-article
5
Bibliografie enthalten
3
Bibliography included
3
review-article
3
Festschrift
2
Interview
2
Nachruf
2
Bibliografie
1
Collection of articles written by one author
1
Conference proceedings
1
Hochschulschrift
1
Rezension
1
Sammlung
1
Thesis
1
more ...
less ...
Language
All
English
1,808
Undetermined
1,213
German
6
French
2
Portuguese
1
Author
All
McAleer, Michael
2,249
Chang, Chia-Lin
664
Allen, David E.
396
Allen, David
227
Asai, Manabu
147
Oxley, Les
118
Caporin, Massimiliano
110
Powell, Robert
85
Singh, Abhay Kumar
85
Franses, Philip Hans
81
Wong, Wing Keung
75
Medeiros, Marcelo C.
74
Hammoudeh, Shawkat
71
Allen, David G.
67
Mcaleer, Michael
65
Scharth, Marcel
65
Chan, Felix
64
Ling, Shiqing
53
Tansuchat, Roengchai
53
Peiris, Shelton
49
Singh, Abhay K.
47
Hoti, Suhejla
46
McAleer, M.
44
Wong, Wing-Keung
44
Jiménez-Martín, Juan-Ángel
42
Pérez Amaral, Teodosio
40
Khamkaew, Thanchanok
36
Lim, Christine
36
Jimenez-Martin, Juan-Angel
34
McKenzie, Colin
32
Pérez-Amaral, Teodosio
32
Powell, Robert J.
30
Hsu, Hui-Kuang
29
Fisher, Gordon
28
Maasoumi, Esfandiar
28
Chen, Chi-Chung
26
Chen, Chi-chung
25
Shareef, Riaz
23
Yuan, Yuan
22
MCALEER, M.
21
more ...
less ...
Institution
All
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
130
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
68
Center for Advanced Research in Finance, Faculty of Economics
33
University of Canterbury / Dept. of Economics and Finance
26
Institute of Social and Economic Research (ISER), Osaka University
20
Economics Department, Queen's University
16
School of Finance and Business Economics <Perth, Western Australia>
15
School of Business, Edith Cowan University
13
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 Accounting, Finance and Economics <Perth, Western Australia>
9
Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
6
Tilburg University, Center for Economic Research
6
CentER for Economic Research, Universiteit van Tilburg
5
Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials
4
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
4
Edward Elgar
4
Tinbergen Institute
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
4
Département de Sciences Économiques, Université de Montréal
3
Faculty of Economics, University of Cambridge
3
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
Department of Economics, Simon Fraser University
2
Department of Economics, University of California-Los Angeles (UCLA)
2
Econometrisch Instituut, Faculteit der Economische Wetenschappen
2
European Commission / Directorate-General for the Environment
2
Fondazione ENI Enrico Mattei (FEEM)
2
IUCN (International Union for Conservation of Nature)
2
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Australian National University / Faculty of Economics
1
British National Health Service
1
C.E.P.R. Discussion Papers
1
Centre for Economic Policy Research
1
Department of Economics, Emory University
1
East Asian Bureau of Economic Research (EABER)
1
more ...
less ...
Published in...
All
Econometric Institute research papers
239
Discussion paper / Tinbergen Institute
142
Tinbergen Institute Discussion Paper
135
Econometric Institute Research Papers
130
Working Papers in Economics
122
Working paper
122
Documentos de Trabajo del ICAE
116
KIER Working Papers
94
Management accounting
87
School of Accounting, Finance and Economics & FEMARC working paper series
78
CIRJE F-Series
77
Tinbergen Institute Discussion Papers
72
Mathematics and Computers in Simulation (MATCOM)
63
Journal of economic surveys
58
Journal of econometrics
42
Working papers in economics and econometrics
39
Journal of Economic Surveys
38
Econometric reviews
35
CARF F-Series
33
Applied economics
30
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
Annals of financial economics
21
Applied financial economics
16
Journal of Econometrics
16
Working Papers / Economics Department, Queen's University
16
Journal of Common Market Studies
15
International journal of forecasting
14
The North American journal of economics and finance : a journal of financial economics studies
14
Working paper series / School of Economics and Finance, Curtin University of Technology
14
Discussion paper / Institute of Social and Economic Research
13
Working papers / School of Business, Edith Cowan University
13
Australian National University - Department of Economics
12
Econometric Reviews
12
Energy economics
12
Journal of common market studies : JCMS
12
Tourism management : research, policies, practice
12
Econometric theory
11
more ...
less ...
Source
All
ECONIS (ZBW)
1,397
RePEc
1,085
OLC EcoSci
280
EconStor
202
BASE
30
USB Cologne (EcoSocSci)
24
Other ZBW resources
12
more ...
less ...
Showing
791
-
800
of
3,030
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
791
Market timing with moving averages for fossil fuel and renewable energy stocks
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920543
Saved in:
792
Size, internationalization and university rankings : evaluating Times Higher Education (THE) data for Japan
McAleer, Michael
;
Nakamura, Tamotsu
;
Watkins, Clinton
-
2018
Persistent link: https://www.econbiz.de/10011920676
Saved in:
793
Editorial statement of intent for Advances in Decision Sciences (ADS) : 22nd anniversary special issue in 2018
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10011920681
Saved in:
794
Research ideas for Advances in Decision Sciences (ADS) : 22nd anniversary special issue in 2018
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
); …
-
2018
Persistent link: https://www.econbiz.de/10011920689
Saved in:
795
Financial credit risk evaluation based on core enterprise supply chains
Mou, WeiMing
;
Wong, Wing Keung
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011920692
Saved in:
796
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
797
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
798
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
799
Spurious cross-sectional dependence in credit spread changes
Jaskowski, Marcin
;
McAleer, Michael
-
2018
-
Revised: August 2018
Persistent link: https://www.econbiz.de/10011898052
Saved in:
800
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
First
Prev
75
76
77
78
79
80
81
82
83
84
85
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
