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~isPartOf:"Working paper"
~language:"eng"
~language:"lit"
~person:"McAleer, Michael"
~subject:"ARCH model"
~subject:"Alternative Ökonomie"
~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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ARCH model
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McAleer, Michael
Chang, Chia-Lin
19
Guo, Hui
15
Neely, Christopher J.
15
Owyang, Michael T.
14
Wall, Howard J.
14
Piger, Jeremy Max
13
Garrett, Thomas Andrew
12
Guidolin, Massimo
12
Wen, Yi
12
Wheelock, David C.
11
Anderson, Richard G.
9
Dueker, Michael
9
Mumtaz, Haroon
9
Thornton, Daniel L.
9
Wheeler, Christopher H.
9
Nelson, Edward
8
Caporin, Massimiliano
7
Heimonen, Kari
7
Österholm, Pär
7
Białkowski, Je̜drzej
6
Rasche, Robert H.
6
Bénassy-Quéré, Agnès
5
DiCecio, Riccardo
5
Fontagné, Lionel
5
Gavin, William T.
5
Hammoudeh, Shawkat
5
Kim, Chang-jin
5
Savickas, Robert
5
Timmermann, Allan
5
Bordo, Michael D.
4
Bullard, James Brian
4
Chen, Chi-chung
4
Garriga, Carlos
4
Havrylchyk, Olena
4
Kiss, Tamás
4
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4
Mayer, Thierry
4
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16
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ECONIS (ZBW)
50
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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
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
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 EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
10
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
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