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~language:"ara"
~language:"eng"
~language:"ita"
~language:"pol"
~person:"Czarnitzki, Dirk"
~person:"McAleer, Michael"
~subject:"ARCH model"
~subject:"Finanzkrise"
~subject:"KMU"
~subject:"Wirkungsanalyse"
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
~type_genre:"Hochschulschrift"
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ARCH model
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Czarnitzki, Dirk
McAleer, Michael
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36
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26
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17
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16
Ben-David, Itzhak
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13
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12
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12
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11
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11
Shibamoto, Masahiko
11
White, Lawrence J.
11
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10
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Mumtaz, Haroon
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Neuenkirch, Matthias
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Theodoridis, Konstantinos
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9
Davis, E. Philip
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Harvie, Charles
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ECONIS (ZBW)
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1
Recent developments in financial
economics
and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701642
Saved in:
2
Tourism stocks in times of crises : an econometric investigation of unexpected non-macroeconomic factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668137
Saved in:
3
Tourism stocks in times of crises : an econometric investigation of non-macro factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2016
Persistent link: https://www.econbiz.de/10011823329
Saved in:
4
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
5
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:
6
European Market portfolio diversifcation strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10011296531
Saved in:
7
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:
8
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
9
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:
10
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
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