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subject:"Purchasing power parity"
subject:"Wechselkurs"
~accessRights:"restricted"
~person:"Hsing, Yu"
~person:"McAleer, Michael"
~person:"Onour, Ibrahim A."
~subject:"ARCH model"
~subject:"Capital market returns"
~subject:"Fiscal policy"
~subject:"Geldnachfrage"
~subject:"Monetary policy"
~subject:"Volatilität"
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Purchasing power parity
Wechselkurs
ARCH model
Capital market returns
Fiscal policy
Geldnachfrage
Monetary policy
Volatilität
Estimation
18
Schätzung
16
Volatility
11
Börsenkurs
7
Share price
7
Stochastic process
6
Stochastischer Prozess
6
Time series analysis
5
Zeitreihenanalyse
5
ARCH-Modell
4
Capital income
4
Kapitaleinkommen
4
Leverage effects
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Multivariate stochastic volatility
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Theorie
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Theory
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Welt
4
World
4
Asymmetry
3
Exchange rate
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Forecasting model
3
Interest rate
3
Oil price
3
Prognoseverfahren
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Zins
3
Ölpreis
3
Bruttoinlandsprodukt
2
Commodity derivative
2
Geldpolitik
2
Gross domestic product
2
Kapitalmarktrendite
2
Rohstoffderivat
2
Spillover effect
2
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2
existence
2
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English
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Hsing, Yu
McAleer, Michael
Onour, Ibrahim A.
Gupta, Rangan
69
Bahmani-Oskooee, Mohsen
50
Ma, Feng
26
Bouri, Elie
24
Balcilar, Mehmet
23
Wohar, Mark E.
22
Pierdzioch, Christian
21
Serletis, Apostolos
20
Tiwari, Aviral Kumar
20
Xuan Vinh Vo
20
Zaremba, Adam
19
Gil-Alaña, Luis A.
17
Zhang, Yaojie
17
Afonso, António
16
Kang, Sang Hoon
16
Todorov, Viktor
16
Zhu, Huiming
16
Mensi, Walid
15
Salisu, Afees A.
15
Yoon, Seong-min
15
Apergēs, Nikolaos
14
Jalles, João Tovar
14
Wang, Yudong
14
Belke, Ansgar
13
Bollerslev, Tim
13
Demirer, Rıza
13
Li, Jia
13
Marcellino, Massimiliano
13
Wei, Yu
13
Wu, Xinyu
13
Jawadi, Fredj
12
Kumar, Dilip
12
Lee, Chien-chiang
12
Hammoudeh, Shawkat
11
Long, Huaigang
11
Mumtaz, Haroon
11
Nonejad, Nima
11
Shahbaz, Muhammad
11
Brooks, Robert
10
Caporale, Guglielmo Maria
10
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Econometric reviews
2
Global economy journal : GEJ
2
International review of economics & finance : IREF
2
Journal of econometrics
2
Applied economics
1
Econometrics : open access journal
1
Economies : open access journal
1
International journal of forecasting
1
International journal of trade and global markets
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Journal of Asian finance, economics and business : JAFEB
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ECONIS (ZBW)
14
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1
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
2
Exchange rate movements and aggregate output : the case of China
Hsing, Yu
- In:
International journal of trade and global markets
13
(
2020
)
2
,
pp. 135-143
Persistent link: https://www.econbiz.de/10012206726
Saved in:
3
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
4
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
5
Is currency appreciation or depreciation expansionary in Thailand?
Hsing, Yu
- In:
Journal of Asian finance, economics and business : JAFEB
5
(
2018
)
1
,
pp. 5-9
Persistent link: https://www.econbiz.de/10011917729
Saved in:
6
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:
7
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
8
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
9
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
10
Short-run determinants of the IDR/USD exchange rate : a simultaneous-equation model
Hsing, Yu
- In:
Global economy journal : GEJ
15
(
2015
)
3
,
pp. 311-318
Persistent link: https://www.econbiz.de/10011381859
Saved in:
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