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~isPartOf:"Working paper"
~language:"eng"
~language:"lit"
~person:"Anderson, Richard G."
~person:"McAleer, Michael"
~subject:"Alternative Ökonomie"
~subject:"Business model"
~subject:"Corporate Social Responsibility"
~subject:"Corporate social responsibility"
~subject:"Estimation"
~subject:"Forecast"
~subject:"Japan"
~subject:"Shock"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~subject:"USA"
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Alternative Ökonomie
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Volatility
39
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Anderson, Richard G.
McAleer, Michael
Wen, Yi
31
Guidolin, Massimo
21
Chang, Chia-Lin
17
Neely, Christopher J.
16
Owyang, Michael T.
16
Piger, Jeremy Max
15
Heimonen, Kari
14
Wall, Howard J.
14
Dueker, Michael
13
Guo, Hui
13
Nelson, Edward
13
Garrett, Thomas Andrew
12
Wheeler, Christopher H.
11
Wheelock, David C.
11
Thornton, Daniel L.
10
Guender, Alfred V.
9
Mumtaz, Haroon
9
Österholm, Pär
9
Garriga, Carlos
8
Nguyen, Hoang
8
Budzinski, Oliver
7
Bénassy-Quéré, Agnès
7
DiCecio, Riccardo
7
Gavin, William T.
7
Pakko, Michael Robert
7
Timmermann, Allan
7
Wang, Pengfei
7
Asai, Manabu
6
Białkowski, Je̜drzej
6
Brandt, Urs Steiner
6
Bullard, James Brian
6
Caporin, Massimiliano
6
Kehoe, Patrick J.
6
Mazur, Stepan
6
Rasche, Robert H.
6
Reed, W. Robert
6
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5
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ECONIS (ZBW)
66
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1
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
2
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
3
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348322
Saved in:
4
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:
5
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
6
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
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 DCC : application of a vector random coefficient moving average process
Hafner, Christian M.
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410197
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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