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~language:"ara"
~language:"eng"
~language:"rus"
~person:"McAleer, Michael"
~subject:"China"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Hochschulschrift"
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China
Volatility
Welt
Theorie
81
Theory
81
Volatilität
73
ARCH model
49
ARCH-Modell
49
Estimation
40
Schätzung
39
Time series analysis
37
Zeitreihenanalyse
37
Estimation theory
35
Schätztheorie
35
Stochastic process
31
Stochastischer Prozess
31
Forecasting model
25
Prognoseverfahren
25
Börsenkurs
22
Portfolio selection
22
Portfolio-Management
22
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22
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19
Risk measure
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13
Rohstoffderivat
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12
Finanzkrise
12
Spillover effect
12
Spillover-Effekt
12
Basel Accord
11
Basler Akkord
11
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11
International tourism
11
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92
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Article in journal
Hochschulschrift
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269
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249
Graue Literatur
247
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247
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93
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5
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5
Bibliografie enthalten
2
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McAleer, Michael
Gupta, Rangan
194
Rozelle, Scott
181
Lee, Chien-chiang
145
Huang, Jikun
143
Bahmani-Oskooee, Mohsen
123
Bouri, Elie
116
Zhang, Wei
114
Chan, Kam C.
113
Eichengreen, Barry
112
Smyth, Russell
107
Fung, Hung-gay
105
Hammoudeh, Shawkat
105
Lin, Boqiang
104
Wu, Yanrui
100
Li, Shi
98
Ma, Feng
97
Apergēs, Nikolaos
93
Kong, Dongmin
93
Lucey, Brian M.
93
Tiwari, Aviral Kumar
91
Aizenman, Joshua
85
Su, Chi-Wei
85
Cai, Fang
83
Wan, Guanghua
81
Zhang, Linxiu
80
Yao, Shujie
79
Dreher, Axel
75
Li, Jing
75
Huang, Yiping
74
Ji, Qiang
74
Lien, Da-hsiang Donald
74
Xuan Vinh Vo
74
Egger, Peter
73
Li, Yuan
73
Anderson, Kym
72
Whalley, John
72
Cooke, Fang Lee
71
Liu, Yang
71
Li, Jie
69
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Econometric reviews
13
Journal of econometrics
9
Journal of risk and financial management : JRFM
7
The North American journal of economics and finance : a journal of financial economics studies
7
Annals of financial economics
5
International review of economics & finance : IREF
5
Energy economics
4
Tourism economics : the business and finance of tourism and recreation
4
Econometrics : open access journal
3
Risks : open access journal
3
Applied economics
2
International journal of forecasting
2
Journal of economic surveys
2
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The econometrics journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied financial economics
1
Computational economics
1
Econometric theory
1
Economic modelling
1
Economics letters
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1
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International Journal of Financial Studies : open access journal
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International journal of economic theory
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Journal of forecasting
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Managerial finance
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Pacific-Basin finance journal
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The Korean economic review
1
The journal of futures markets
1
Tourism management : research, policies, practice
1
Tourism management perspectives : TMP
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ECONIS (ZBW)
93
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71
A scientific classification of volatility models
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
24
(
2010
)
1
,
pp. 192-195
Persistent link: https://www.econbiz.de/10003948949
Saved in:
72
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
- In:
The Korean economic review
50
(
2009
)
2
,
pp. 241-267
Persistent link: https://www.econbiz.de/10003926815
Saved in:
73
Estimating the impact of avian flu on international tourism demand using panel data
Kuo, Hsiao-i
;
Chang, Chia-Lin
;
Huang, Bing-wen
;
Chen, …
- In:
Tourism economics : the business and finance of tourism …
15
(
2009
)
3
,
pp. 501-511
Persistent link: https://www.econbiz.de/10003877856
Saved in:
74
Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
75
Modelling air passenger arrivals in the Balearic and Canary Islands, Spain
Bartolomé, Ana
;
McAleer, Michael
;
Ramos, Vicente
; …
- In:
Tourism economics : the business and finance of tourism …
15
(
2009
)
3
,
pp. 481-500
Persistent link: https://www.econbiz.de/10003877853
Saved in:
76
Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
Saved in:
77
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
Hammoudeh, Shawkat M.
;
Yuan, Yuan
;
McAleer, Michael
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
3
,
pp. 829-842
Persistent link: https://www.econbiz.de/10003873635
Saved in:
78
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
Saved in:
79
The structure of dynamic correlations in multivariate stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 182-192
Persistent link: https://www.econbiz.de/10003858519
Saved in:
80
Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
- In:
Pacific-Basin finance journal
16
(
2008
)
4
,
pp. 453-475
Persistent link: https://www.econbiz.de/10003757401
Saved in:
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