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~isPartOf:"Working paper"
~person:"Brandner, Peter"
~person:"Caporin, Massimiliano"
~person:"Chen, Chi-chung"
~person:"Hervé, Karine"
~person:"McAleer, Michael"
~subject:"Scientific modelling"
~subject:"Theorie"
~subject:"Volatilität"
~subject:"Welt"
~type:"book"
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Search: subject_exact:"ARCH-Modell"
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Scientific modelling
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ARCH model
31
ARCH-Modell
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17
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12
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11
Time series analysis
10
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Brandner, Peter
Caporin, Massimiliano
Chen, Chi-chung
Hervé, Karine
McAleer, Michael
Chang, Chia-Lin
8
Manera, Matteo
4
Roengchai Tansuchat
4
Christiansen, Charlotte
3
Guo, Hui
3
Neely, Christopher J.
3
Nicolini, Marcella
3
Asai, Manabu
2
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2
Chen, Ping-yu
2
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2
Lan Fen Chu
2
Morana, Claudio
2
Vignati, Ilaria
2
Antoniou, Antonios
1
Awartani, Basel
1
Bardgett, Chris
1
Batra, Amita
1
Behmiri, Niaz Bashiri
1
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1
Chan, Felix
1
Chang, Chia-lin
1
Chen, Long
1
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1
Coudert, Virginie
1
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1
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1
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1
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6
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ECONIS (ZBW)
28
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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
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
3
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
4
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
5
Internationalization versus regionalization in the emerging stock markets
Coudert, Virginie
;
Hervé, Karine
;
Mabille, Pierre
-
2013
Persistent link: https://www.econbiz.de/10009790148
Saved in:
6
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:
7
How volatile is ENSO for global greenhouse gas emissions
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2012
Persistent link: https://www.econbiz.de/10009624310
Saved in:
8
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
9
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
10
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
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