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~language:"eng"
~language:"kor"
~person:"McAleer, Michael"
~person:"Stulz, René M."
~subject:"Capital income"
~subject:"Capital market returns"
~subject:"Estimation"
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Capital income
Capital market returns
Estimation
USA
79
United States
79
Volatility
64
Volatilität
62
Welt
62
World
62
Schätzung
44
Theorie
44
Theory
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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32
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28
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28
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26
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25
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25
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25
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Bibliometrie
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18
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17
Spillover-Effekt
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Aktienmarkt
16
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49
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70
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69
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69
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69
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2
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2
Language
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English
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Author
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McAleer, Michael
Stulz, René M.
Caporale, Guglielmo Maria
65
Gupta, Rangan
44
Wagner, Joachim
43
Gil-Alaña, Luis A.
42
Chang, Chia-Lin
27
Pierdzioch, Christian
27
Döpke, Jörg
26
Hayo, Bernd
23
Salvanes, Kjell G.
22
Fritsch, Michael
21
Weber, Enzo
20
Diebold, Francis X.
18
Hou, Kewei
18
Galí, Jordi
17
Hess, Gregory D.
17
Huber, Florian
17
Merkl, Christian
17
Miller, Stephen M.
17
Minford, Patrick
17
Czarnitzki, Dirk
16
Härdle, Wolfgang
16
Kaiser, Ulrich
16
Bauer, Thomas K.
15
Fischer, Manfred M.
15
Görg, Holger
15
Theodoridis, Konstantinos
15
Timmermann, Allan
15
Zhang, Lu
15
Apergēs, Nikolaos
14
Bandick, Roger
14
Belke, Ansgar
14
Buch, Claudia M.
14
Pesaran, M. Hashem
14
Schnabel, Claus
14
Sercu, Piet
14
Allen, David E.
13
Benati, Luca
13
Stadtmann, Georg
13
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University of Canterbury / Dept. of Economics and Finance
5
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
4
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1
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Working paper
33
Fisher College of Business working paper series
22
Econometric Institute research papers
13
Fisher College of Business Working Paper
6
Charles A. Dice Center Working Paper
5
Charles A. Dice Working Paper
2
Research paper series / Swiss Finance Institute
2
ECGI - Finance Working Paper
1
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1
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1
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1
The North American journal of economics and finance : a journal of financial economics studies
1
Tourism economics : the business and finance of tourism and recreation
1
Working Papers in Economics
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ECONIS (ZBW)
71
RePEc
1
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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
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
4
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
5
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
6
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:
7
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:
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 EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
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