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ARCH model
69
ARCH-Modell
69
Volatility
40
Volatilität
40
Estimation
16
Schätzung
16
Time series analysis
15
Zeitreihenanalyse
15
Theorie
14
Theory
14
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12
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10
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Börsenkurs
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7
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69
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69
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65
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69
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McAleer, Michael
59
Chang, Chia-Lin
28
Asai, Manabu
8
Hafner, Christian M.
8
Caporin, Massimiliano
6
Chen, Chi-chung
6
Tansuchat, Roengchai
6
Franses, Philip Hans
4
Pérez Amaral, Teodosio
4
Allen, David E.
3
Herwartz, Helmut
3
Chan, Felix
2
Chen, Ping-yu
2
Dijk, Dick van
2
Hammoudeh, Shawkat M.
2
Jimenez-Martin, Juan-Angel
2
Jiménez-Martín, Juan-Ángel
2
Lan Fen Chu
2
Maasoumi, Esfandiar
2
Martinet, Guillaume Gaetan
2
Powell, Robert
2
Roengchai Tansuchat
2
Singh, Abhay Kumar
2
Yuan, Yuan
2
Bodeutsch, Denice
1
Chang, Chia-Ling
1
Chen, Ping-Yu
1
Chu, LanFen
1
Da Veiga, Bernardo
1
Hakim, Abdul
1
Hsu, Hui-Kuang
1
Hsu, Hui-kuang
1
Hsu, Shu-Han
1
Khamkaew, Thanchanok
1
Leij, Marco van der
1
Lim, Christine
1
Liu, Chia-Ping
1
Medeiros, Marcelo C.
1
Paap, Richard
1
Pauwels, Laurent
1
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Econometrisch Instituut <Rotterdam>
7
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Econometric Institute research papers
Energy economics
260
Finance research letters
198
Applied economics
163
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155
Journal of econometrics
147
International review of financial analysis
144
Journal of empirical finance
134
International review of economics & finance : IREF
125
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
98
International journal of forecasting
96
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88
Journal of forecasting
87
Applied economics letters
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
The European journal of finance
74
The journal of futures markets
74
Econometric theory
73
Working paper
68
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
International Journal of Energy Economics and Policy : IJEEP
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of finance & economics : IJFE
51
International journal of economics and financial issues : IJEFI
49
Econometric reviews
47
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
CREATES research paper
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
42
The econometrics journal
40
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ECONIS (ZBW)
69
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An event study of Chinese tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011785180
Saved in:
2
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
3
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
4
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
5
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: April 2017
Persistent link: https://www.econbiz.de/10011659228
Saved in:
6
The correct egularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668132
Saved in:
7
The fiction of full BEKK
Chang, Chia-Lin
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011823320
Saved in:
8
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
9
Theoretical and empirical differences between diagonal and full BEKK for risk management
Allen, David E.
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011734887
Saved in:
10
Stationarity and invertibility of a dynamic correlation matrix
McAleer, Michael
-
2017
-
Revised: September 2017
Persistent link: https://www.econbiz.de/10011734899
Saved in:
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