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~isPartOf:"Working paper"
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Hafner, Christian M."
~person:"Martin, Gael M."
~person:"McAleer, Michael"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"Börsenkurs"
~subject:"Measurement"
~subject:"Stochastic process"
~subject:"Theorie"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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ARCH model
Börsenkurs
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Stochastic process
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Volatility
40
Volatilität
40
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16
Estimation
13
Schätzung
13
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10
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10
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10
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9
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9
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9
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5
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5
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3
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26
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26
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26
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English
26
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All
Andersen, Torben
Christoffersen, Peter F.
Hafner, Christian M.
Martin, Gael M.
McAleer, Michael
Medeiros, Marcelo C.
Mumtaz, Haroon
13
Neely, Christopher J.
10
Chang, Chia-Lin
9
Manera, Matteo
6
Nguyen, Hoang
6
Raunig, Burkhard
5
Theodoridis, Konstantinos
5
Asai, Manabu
4
Christiansen, Charlotte
4
Guo, Hui
4
Karlsson, Sune
4
Roengchai Tansuchat
4
Österholm, Pär
4
Caporin, Massimiliano
3
Chen, Chi-chung
3
Erdemlioglu, Deniz
3
Kapetanios, George
3
Laurent, Sébastien
3
Nicolini, Marcella
3
Skiadopoulos, George
3
Wen, Yi
3
Yu, Jun
3
Alessandri, Piergiorgio
2
Baillie, Richard
2
Baker, Scott
2
Baldi, Lucia
2
Bastianin, Andrea
2
Białkowski, Je̜drzej
2
Birinci, Serdar
2
Bloom, Nicholas
2
Chen, Ping-yu
2
Davis, Steven J.
2
Escribano, Álvaro
2
Gourier, Elise
2
Hsu, Hui-kuang
2
Kayal, Parthajit
2
Kiss, Tamás
2
Mazur, Stepan
2
Minh-Ngoc Tran
2
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University of Canterbury / Dept. of Economics and Finance
6
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Working paper
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49
Discussion paper / Tinbergen Institute
42
Working paper / Department of Econometrics and Business Statistics, Monash University
17
Working paper / National Bureau of Economic Research, Inc.
13
Working papers / Financial Institutions Center
9
CREATES research paper
8
CORE discussion papers : DP
6
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
6
Tinbergen Institute Discussion Paper
5
CFS working paper series
4
CORE discussion paper : DP
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Financial Institutions Center
3
Discussion papers of interdisciplinary research project 373
2
Global COE Hi-Stat discussion paper series
2
SFB 649 discussion paper
2
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2
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2
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Department of Economics discussion paper series / University of Oxford
1
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1
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1
Econometric reviews
1
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1
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1
Handbook of economic forecasting ; Vol. 1
1
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1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
SFB 649 Discussion Paper
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Staff working paper / Bank of Canada
1
Technical working paper / National Bureau of Economic Research
1
Texto para discussão
1
Working paper / Department of Finance, Kellogg Graduate School of Management, Northwestern University
1
Working paper / Graduate Institute of International Studies
1
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ECONIS (ZBW)
26
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1
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:
2
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
3
Asymmetry and leverage in conditional
volatility
models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
4
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
5
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
6
Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10009771105
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
The impact of China on stock returns and
volatility
in the Taiwan tourism industry
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010188543
Saved in:
9
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:
10
Volatility
spillovers from the Chinese stock market to economic neighbours
Allena, David E.
;
Amrama, Ron
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413631
Saved in:
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