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~language:"eng"
~language:"fra"
~language:"frm"
~language:"kor"
~person:"Kamihigashi, Takashi"
~person:"McAleer, Michael"
~subject:"Kapitalmarktrendite"
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Kapitalmarktrendite
Theorie
79
Theory
79
Volatility
59
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57
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40
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40
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39
ARCH-Modell
39
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32
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32
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30
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29
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24
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Kamihigashi, Takashi
McAleer, Michael
Chang, Chia-Lin
6
Papanikolaou, Dimitris
6
Glabadanidis, Paskalis
5
Albuquerque, Rui
4
Alexeev, Vitali
4
Allen, David E.
4
Ilomäki, Jukka
4
Laurila, Hannu
4
Timmermann, Allan
4
Eichenbaum, Martin
3
Eichenbaum, Martin S.
3
Rebelo, Sérgio
3
Singh, Abhay Kumar
3
Tapon, Francis
3
Albuquerque, Rui A.
2
Alcock, Jamie
2
Andrikopoulos, P.
2
Ang, Clifford S.
2
Arx, Urs von
2
Asness, Cliff
2
Croce, Mariano M.
2
Dang, Huong
2
Elliott, Graham
2
Frazzini, Andrea
2
Gargano, Antonio
2
Gauthier, Laurent
2
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2
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2
Israel, Ronen
2
Kallinterakis, V.
2
Kang, Wensheng
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2
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2
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2
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Econometric Institute research papers
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ECONIS (ZBW)
17
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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
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
4
Hedge fund portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Peiris, Shelton
; …
-
2014
Persistent link: https://www.econbiz.de/10011296524
Saved in:
5
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:
6
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
7
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
8
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
9
An event study of Chinese tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011785180
Saved in:
10
A tourism financial conditions index for tourism finance
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2017
-
Revised: August 2017
Persistent link: https://www.econbiz.de/10011734895
Saved in:
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