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~accessRights:"free"
~language:"eng"
~language:"ita"
~language:"kor"
~person:"McAleer, Michael"
~person:"Stulz, René M."
~subject:"Volatility"
~type:"book"
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Volatility
USA
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Volatilität
42
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40
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35
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35
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28
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28
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McAleer, Michael
Stulz, René M.
Caporale, Guglielmo Maria
20
Gupta, Rangan
18
Pierdzioch, Christian
13
Chang, Chia-Lin
11
Spagnolo, Nicola
11
Diebold, Francis X.
10
Guo, Hui
9
Härdle, Wolfgang
9
Buch, Claudia M.
8
Miller, Stephen M.
8
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8
Andersen, Torben
7
Bollerslev, Tim
7
Hautsch, Nikolaus
7
Xu, Yongdeng
7
Alòs, Elisa
6
Asai, Manabu
6
Caporin, Massimiliano
6
Chiarella, Carl
6
Gil-Alaña, Luis A.
6
Mumtaz, Haroon
6
Neely, Christopher J.
6
Nguyen, Hoang
6
Siklos, Pierre L.
6
Vespignani, Joaquin
6
Allen, David E.
5
Bartram, Söhnke M.
5
Benk, Szilárd
5
Billio, Monica
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Cepni, Oguzhan
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Dijk, Dick van
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Fang, Wen-shwo
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Gillman, Max
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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ECONIS (ZBW)
42
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1
Tourism stocks in times of crises : an econometric investigation of unexpected non-macroeconomic factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668137
Saved in:
2
Tourism stocks in times of crises : an econometric investigation of non-macro factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2016
Persistent link: https://www.econbiz.de/10011823329
Saved in:
3
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701646
Saved in:
4
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
5
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
6
Machine news and volatility : the Dow Jones industrial average and the TRNA sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010242810
Saved in:
7
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
8
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
9
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
10
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
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