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~isPartOf:"Working paper"
~language:"eng"
~language:"lit"
~person:"DiCecio, Riccardo"
~person:"McAleer, Michael"
~subject:"Business model"
~subject:"Corporate Social Responsibility"
~subject:"Corporate social responsibility"
~subject:"Estimation"
~subject:"Japan"
~subject:"Shock"
~subject:"USA"
~type_genre:"Graue Literatur"
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DiCecio, Riccardo
McAleer, Michael
Chang, Chia-Lin
15
Neely, Christopher J.
14
Owyang, Michael T.
14
Wall, Howard J.
14
Guo, Hui
13
Piger, Jeremy Max
13
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Wen, Yi
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11
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9
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9
Mumtaz, Haroon
9
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9
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9
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8
Heimonen, Kari
7
Österholm, Pär
7
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6
Rasche, Robert H.
6
Bénassy-Quéré, Agnès
5
Fontagné, Lionel
5
Gavin, William T.
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Kim, Chang-jin
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Timmermann, Allan
5
Bordo, Michael D.
4
Bullard, James Brian
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38
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21
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
22
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
23
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
24
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
Saved in:
25
Time series modelling of tourism demand from the USA, Japan and Malaysia to Thailand
Chaovanapoonphol, Yaovarate
;
Lim, Christine
;
McAleer, …
-
2010
Persistent link: https://www.econbiz.de/10008669316
Saved in:
26
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
27
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669356
Saved in:
28
Market efficiency of oil spot and futures : a mean-variance and stochastic dominance approach
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10008670002
Saved in:
29
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670005
Saved in:
30
A simple expected volatility (SEV) index : application to SET50 Index Options
McAleer, Michael
;
Wiphatthanananthakul, Chatayan
-
2010
Persistent link: https://www.econbiz.de/10008670007
Saved in:
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