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~language:"eng"
~language:"ita"
~language:"kor"
~person:"McAleer, Michael"
~person:"Stulz, René M."
~subject:"Aktienmarkt"
~subject:"Capital income"
~subject:"Time series analysis"
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Aktienmarkt
Capital income
Time series analysis
USA
79
United States
79
Volatility
64
Volatilität
62
Welt
62
World
62
Estimation
45
Schätzung
44
Theorie
44
Theory
44
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39
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39
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37
Finanzkrise
37
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32
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32
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28
Share price
28
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26
Zeitreihenanalyse
26
Risikomanagement
25
Risikomaß
25
Risk measure
25
Bibliometrics
22
Bibliometrie
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Portfolio selection
22
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22
Taiwan
22
Capital market returns
18
Firm value
18
Kapitaleinkommen
18
Kapitalmarktrendite
18
Unternehmenswert
18
Spillover effect
17
Spillover-Effekt
17
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56
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56
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56
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English
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Author
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McAleer, Michael
Stulz, René M.
Caporale, Guglielmo Maria
57
Gil-Alaña, Luis A.
50
Gupta, Rangan
30
Allen, David E.
17
Guo, Hui
17
Hou, Kewei
17
Diebold, Francis X.
16
Croux, Christophe
15
Franses, Philip Hans
15
Karolyi, G. Andrew
15
Pierdzioch, Christian
15
Teräsvirta, Timo
15
Chang, Chia-Lin
14
Dijk, Dick van
14
Weber, Enzo
14
Härdle, Wolfgang
13
Reichlin, Lucrezia
13
Dijk, Herman K. van
11
Guidolin, Massimo
11
Hecq, Alain W. J.
11
Spagnolo, Nicola
11
Hayo, Bernd
10
Kontonikas, Alexandros
10
Ravazzolo, Francesco
10
Sercu, Piet
10
Timmermann, Allan
10
Canova, Fabio
9
Koop, Gary
9
Koopman, Siem Jan
9
Liljeblom, Eva
9
Narayan, Paresh Kumar
9
Nielsen, Morten Ørregaard
9
Palm, Franz C.
9
Phillips, Peter C. B.
9
Piger, Jeremy Max
9
Bauwens, Luc
8
Ben-David, Itzhak
8
Benati, Luca
8
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University of Canterbury / Dept. of Economics and Finance
6
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
New York Stock Exchange
1
University of Canterbury / Dept. of Economics
1
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Working paper
28
Fisher College of Business working paper series
15
Econometric Institute research papers
10
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1
Fisher College of Business Working Paper
1
Research papers / New York Stock Exchange
1
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1
Simon Business School working paper
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ECONIS (ZBW)
56
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1
CO2 emissions, energy consumption and economic growth : evidence from the Trans-Pacific Partnership
Duc Hong Vo
;
Nguyen, Ha
;
Anh The Vo
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986960
Saved in:
2
Energy consumption and economic growth : evidence from Vietnam
Ha Minh Nguyen
;
Ngoc Hoang Bui
;
Duc Hong Vo
;
McAleer, …
-
2019
Persistent link: https://www.econbiz.de/10011987023
Saved in:
3
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
4
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348322
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
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
7
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:
8
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
9
The impact of China on stock returns and volatility in the Taiwan tourism industry
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010188543
Saved in:
10
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
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