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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:"Forecast"
~subject:"Japan"
~subject:"Shock"
~subject:"Theorie"
~subject:"USA"
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Alternative Ökonomie
Business model
Corporate Social Responsibility
Corporate social responsibility
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Volatility
39
Volatilität
39
Welt
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World
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26
ARCH-Modell
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26
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26
Prognoseverfahren
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Portfolio-Management
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Anderson, Richard G.
McAleer, Michael
Wen, Yi
31
Guidolin, Massimo
21
Owyang, Michael T.
16
Piger, Jeremy Max
15
Wall, Howard J.
14
Neely, Christopher J.
13
Dueker, Michael
12
Garrett, Thomas Andrew
12
Guo, Hui
12
Heimonen, Kari
12
Nelson, Edward
12
Wheeler, Christopher H.
11
Wheelock, David C.
11
Thornton, Daniel L.
10
Guender, Alfred V.
9
Garriga, Carlos
8
Mumtaz, Haroon
8
Budzinski, Oliver
7
Nguyen, Hoang
7
Pakko, Michael Robert
7
Timmermann, Allan
7
Wang, Pengfei
7
Brandt, Urs Steiner
6
Bullard, James Brian
6
DiCecio, Riccardo
6
Gavin, William T.
6
Kehoe, Patrick J.
6
Mazur, Stepan
6
Reed, W. Robert
6
Asai, Manabu
5
Bandyopadhyay, Subhayu
5
Caporin, Massimiliano
5
Chang, Chia-Lin
5
Froyen, Richard T.
5
Kim, Chang-jin
5
Koska, Onur A.
5
Luttmer, Erzo Gerrit Jan
5
Rasche, Robert H.
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Working paper
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Business economics : the journal of the National Association for Business Economists
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ECONIS (ZBW)
44
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1
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:
2
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:
3
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
4
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:
5
Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
-
2012
Persistent link: https://www.econbiz.de/10009562948
Saved in:
6
Ten things you should know about the dynamic conditional correlation representation
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009771098
Saved in:
7
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
8
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10010211227
Saved in:
9
Ten things you should know about DCC
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009723138
Saved in:
10
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
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