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~language:"eng"
~language:"ita"
~language:"kor"
~person:"McAleer, Michael"
~person:"Stulz, René M."
~subject:"Capital income"
~subject:"Capital market returns"
~subject:"Scientific modelling"
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Capital income
Capital market returns
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USA
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Volatility
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Volatilität
62
Welt
62
World
62
Estimation
45
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44
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44
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44
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39
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39
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37
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37
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32
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26
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26
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McAleer, Michael
Stulz, René M.
Caporale, Guglielmo Maria
18
Gupta, Rangan
16
Chang, Chia-Lin
15
Hou, Kewei
15
Allen, David E.
13
Diebold, Francis X.
13
Ravazzolo, Francesco
12
Timmermann, Allan
11
Billio, Monica
10
Casarin, Roberto
10
Caporin, Massimiliano
9
Gil-Alaña, Luis A.
8
Guidolin, Massimo
8
Guo, Hui
8
Pettenuzzo, Davide
8
Sercu, Piet
8
Albuquerque, Rui
7
Backus, David
7
Ben-David, Itzhak
7
Birru, Justin
7
Krippner, Leo
7
Alexeev, Vitali
6
Dijk, Herman K. van
6
Engsted, Tom
6
Malley, James R.
6
Papanikolaou, Dimitris
6
Souza, Thiago de Oliveira
6
Zaremba, Adam
6
Zhang, Lu
6
Bailey, Warren
5
Canova, Fabio
5
Cepni, Oguzhan
5
Christiansen, Charlotte
5
Copeland, Laurence S.
5
Fischer, Manfred M.
5
Furlanetto, Francesco
5
Gelain, Paolo
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Glabadanidis, Paskalis
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5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
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29
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13
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7
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1
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1
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
51
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51
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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
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
4
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
5
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
6
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
7
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
8
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:
9
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:
10
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
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