//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~language:"hun"
~language:"ind"
~person:"McAleer, Michael"
~subject:"Stochastic process"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: Business Economics
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Volatility
Volatilität
57
ARCH model
39
ARCH-Modell
39
Welt
39
World
39
Forecasting model
32
Prognoseverfahren
32
Estimation
29
Theorie
29
Theory
29
Schätzung
28
Time series analysis
26
Zeitreihenanalyse
26
Risikomaß
24
Risk measure
24
USA
23
United States
23
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Portfolio selection
20
Portfolio-Management
20
Capital market returns
17
Kapitalmarktrendite
17
Risk management
17
Modellierung
16
Risikomanagement
16
Scientific modelling
16
Spillover effect
15
Spillover-Effekt
15
Stochastischer Prozess
15
Eigenfactor
14
Basel Accord
12
C3PO
12
PI-BETA
12
Ranking method
12
Ranking-Verfahren
12
h-index
12
more ...
less ...
Online availability
All
Free
40
Type of publication
All
Book / Working Paper
57
Article
6
Type of publication (narrower categories)
All
Arbeitspapier
55
Graue Literatur
55
Non-commercial literature
55
Working Paper
55
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
Hungarian
Indonesian
Undetermined
4
Author
All
McAleer, Michael
Gupta, Rangan
33
Chang, Chia-Lin
23
Caporale, Guglielmo Maria
22
Chiarella, Carl
19
Pierdzioch, Christian
19
Gannon, Gerard L.
12
Härdle, Wolfgang
12
Mumtaz, Haroon
12
Spagnolo, Nicola
12
Yu, Jun
11
Allen, David E.
10
Caporin, Massimiliano
10
Diebold, Francis X.
10
Bollerslev, Tim
9
Gil-Alaña, Luis A.
9
Guo, Hui
9
Miller, Stephen M.
9
Weber, Enzo
9
Alòs, Elisa
8
Andersen, Torben
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
Timmermann, Allan
8
Yu, Yang
8
Zanetti, Francesco
8
Beaudry, Paul
7
Billio, Monica
7
Clements, Kenneth W.
7
Döpke, Jörg
7
Hautsch, Nikolaus
7
Laurent, Sébastien
7
Pesaran, M. Hashem
7
Siklos, Pierre L.
7
Wang, Pengfei
7
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
8
Department of Economics and Finance, College of Business and Economics
2
Published in...
All
Working paper
42
Econometric Institute research papers
13
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
2
Working Papers in Economics
2
International review of economics & finance : IREF
1
Source
All
ECONIS (ZBW)
61
RePEc
2
Showing
1
-
10
of
63
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
4
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
5
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:
6
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:
7
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
8
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
9
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
10
A one line derivation of DCC : application of a vector random coefficient moving average process
Hafner, Christian M.
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410197
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->