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~language:"eng"
~language:"ita"
~person:"Bauwens, Luc"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Kapitaleinkommen"
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ARCH-Modell
Kapitaleinkommen
Volatility
63
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40
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Theory
36
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Bauwens, Luc
McAleer, Michael
Caporale, Guglielmo Maria
23
Chang, Chia-Lin
19
Diebold, Francis X.
16
Gupta, Rangan
15
Hou, Kewei
14
Allen, David E.
12
Miller, Stephen M.
11
Weber, Enzo
11
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10
Teräsvirta, Timo
10
Guo, Hui
9
Sercu, Piet
9
Fang, Wen-shwo
8
Gil-Alaña, Luis A.
8
Guidolin, Massimo
8
Rombouts, Jeroen V. K.
8
Xu, Yongdeng
8
Andersen, Torben
7
Ben-David, Itzhak
7
Birru, Justin
7
Bollerslev, Tim
7
Conrad, Christian
7
Hammoudeh, Shawkat
7
Krippner, Leo
7
Silvennoinen, Annastiina
7
Stavroyiannis, Stavros
7
Stulz, René M.
7
Timmermann, Allan
7
Engsted, Tom
6
Karolyi, G. Andrew
6
Moor, Lieven de
6
Souza, Thiago de Oliveira
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Spagnolo, Nicola
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Zaremba, Adam
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Asai, Manabu
5
Backus, David
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5
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32
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5
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2
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
53
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1
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:
2
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:
3
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
4
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
Saved in:
5
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
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
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:
8
How volatile is ENSO for global greenhouse gas emissions
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2012
Persistent link: https://www.econbiz.de/10009624310
Saved in:
9
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:
10
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
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