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~accessRights:"free"
~person:"Glabadanidis, Paskalis"
~person:"McAleer, Michael"
~person:"Stulz, René M."
~subject:"Kapitalmarktrendite"
~subject:"Securities trading"
~subject:"Volatility"
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Kapitalmarktrendite
Securities trading
Volatility
USA
61
United States
61
Volatilität
42
Welt
41
World
41
Theorie
35
Theory
35
Financial crisis
28
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28
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27
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27
ARCH model
24
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24
Börsenkurs
24
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24
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18
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Taiwan
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Time series analysis
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15
Bibliometrics
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Firm value
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13
Finanzanalyse
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60
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Glabadanidis, Paskalis
McAleer, Michael
Stulz, René M.
Caporale, Guglielmo Maria
22
Gupta, Rangan
21
Chang, Chia-Lin
14
Pierdzioch, Christian
13
Spagnolo, Nicola
11
Diebold, Francis X.
10
Härdle, Wolfgang
10
Werner, Ingrid M.
10
Chiarella, Carl
9
Guo, Hui
9
Miller, Stephen M.
9
Weber, Enzo
9
Allen, David E.
8
Buch, Claudia M.
8
Hautsch, Nikolaus
8
Andersen, Torben
7
Bollerslev, Tim
7
Gil-Alaña, Luis A.
7
Karolyi, G. Andrew
7
Mumtaz, Haroon
7
Nguyen, Hoang
7
Vespignani, Joaquin
7
Xu, Yongdeng
7
Alòs, Elisa
6
Asai, Manabu
6
Caporin, Massimiliano
6
Cepni, Oguzhan
6
Huber, Florian
6
Neely, Christopher J.
6
Siklos, Pierre L.
6
Bartram, Söhnke M.
5
Benk, Szilárd
5
Billio, Monica
5
Christoffersen, Peter F.
5
Dijk, Dick van
5
Fang, Wen-shwo
5
Fernández-Villaverde, Jesús
5
Gillman, Max
5
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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27
Econometric Institute research papers
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Fisher College of Business working paper series
12
Charles A. Dice Center Working Paper
1
Charles A. Dice Working Paper
1
Fisher College of Business Working Paper
1
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ECONIS (ZBW)
60
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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
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:
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
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
7
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
8
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
9
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
10
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
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