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~language:"bul"
~language:"eng"
~person:"McAleer, Michael"
~subject:"Estimation"
~subject:"United Kingdom"
~subject:"Volatility"
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Estimation
United Kingdom
Volatility
Volatilität
57
ARCH model
39
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Welt
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39
Forecasting model
32
Prognoseverfahren
32
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29
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15
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12
PI-BETA
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h-index
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Bulgarian
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McAleer, Michael
Caporale, Guglielmo Maria
68
Gupta, Rangan
58
Gil-Alaña, Luis A.
45
Minford, Patrick
44
Wagner, Joachim
44
Chang, Chia-Lin
34
Hayo, Bernd
34
Pierdzioch, Christian
34
Görg, Holger
28
Döpke, Jörg
26
Weber, Enzo
25
Salvanes, Kjell G.
23
Van Reenen, John
23
Meenagh, David
22
Fritsch, Michael
21
Pesaran, M. Hashem
21
Allen, David E.
20
Buch, Claudia M.
20
Galí, Jordi
19
Hart, Robert A.
19
Huber, Florian
19
Miller, Stephen M.
19
Stulz, René M.
19
Benati, Luca
18
Hess, Gregory D.
18
Machin, Stephen
18
Merkl, Christian
18
Theodoridis, Konstantinos
18
Bloom, Nicholas
17
Czarnitzki, Dirk
17
Diebold, Francis X.
17
Blake, David
16
Chiarella, Carl
16
Härdle, Wolfgang
16
Kaiser, Ulrich
16
Timmermann, Allan
16
Afonso, António
15
Bauer, Thomas K.
15
Fischer, Manfred M.
15
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University of Canterbury / Dept. of Economics and Finance
9
Department of Economics and Finance, College of Business and Economics
3
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Working paper
52
Econometric Institute research papers
12
The North American journal of economics and finance : a journal of financial economics studies
3
Tourism economics : the business and finance of tourism and recreation
3
Working Papers in Economics
3
International review of economics & finance : IREF
1
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ECONIS (ZBW)
71
RePEc
3
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1
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:
2
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:
3
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
4
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
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
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
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
Machine news and volatility : the Dow Jones industrial average and the TRNA sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010242810
Saved in:
9
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
10
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
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