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~language:"eng"
~language:"hun"
~language:"ind"
~person:"Andersen, Torben"
~person:"McAleer, Michael"
~subject:"Volatility"
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Volatility
Volatilität
65
ARCH model
45
ARCH-Modell
45
Welt
39
World
39
Forecasting model
34
Prognoseverfahren
34
Estimation
33
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27
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22
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18
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Kapitalmarktrendite
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16
Scientific modelling
16
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16
Stochastischer Prozess
16
Spillover effect
15
Spillover-Effekt
15
Eigenfactor
14
Basel Accord
12
C3PO
12
Capital income
12
Kapitaleinkommen
12
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Free
44
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Book / Working Paper
61
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58
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58
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56
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Andersen, Torben
McAleer, Michael
Gupta, Rangan
32
Chang, Chia-Lin
22
Caporale, Guglielmo Maria
20
Pierdzioch, Christian
19
Chiarella, Carl
14
Gannon, Gerard L.
12
Mumtaz, Haroon
12
Spagnolo, Nicola
12
Caporin, Massimiliano
10
Diebold, Francis X.
10
Bollerslev, Tim
9
Guo, Hui
9
Härdle, Wolfgang
9
Miller, Stephen M.
9
Allen, David E.
8
Asai, Manabu
8
Buch, Claudia M.
8
Farmer, Roger E. A.
8
Fernández-Villaverde, Jesús
8
Hammoudeh, Shawkat
8
Salisu, Afees A.
8
Theodoridis, Konstantinos
8
Weber, Enzo
8
Yu, Yang
8
Zanetti, Francesco
8
Alòs, Elisa
7
Billio, Monica
7
Döpke, Jörg
7
Hautsch, Nikolaus
7
Siklos, Pierre L.
7
Timmermann, Allan
7
Xu, Yongdeng
7
Yu, Jun
7
Ҫepni, Oğuzhan
7
Bonato, Matteo
6
Clements, Kenneth W.
6
Dijk, Dick van
6
Gil-Alaña, Luis A.
6
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University of Canterbury / Dept. of Economics and Finance
8
Department of Economics and Finance, College of Business and Economics
2
Rodney L. White Center for Financial Research
1
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Working paper
39
Econometric Institute research papers
12
The North American journal of economics and finance : a journal of financial economics studies
3
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2
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2
Tourism economics : the business and finance of tourism and recreation
2
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ECONIS (ZBW)
65
RePEc
2
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67
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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
Time-varying periodicity in intraday volatility
Andersen, Torben
;
Thyrsgaard, Martin
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797522
Saved in:
4
Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797670
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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