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~language:"eng"
~language:"kor"
~person:"McAleer, Michael"
~person:"Stulz, René M."
~subject:"Capital income"
~subject:"Capital market returns"
~type_genre:"Graue Literatur"
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Capital income
Capital market returns
USA
70
United States
70
Volatility
56
Volatilität
56
Welt
53
World
53
Estimation
42
Schätzung
42
Theorie
42
Theory
42
ARCH model
36
ARCH-Modell
36
Financial crisis
34
Finanzkrise
34
Forecasting model
29
Prognoseverfahren
29
Börsenkurs
28
Share price
28
Time series analysis
26
Zeitreihenanalyse
26
Risikomaß
22
Risk measure
22
Taiwan
21
Bibliometrics
20
Bibliometrie
20
Kapitaleinkommen
18
Kapitalmarktrendite
18
Portfolio selection
17
Portfolio-Management
17
Aktienmarkt
16
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16
Modellierung
15
Scientific modelling
15
Spillover effect
15
Spillover-Effekt
15
Stochastic process
15
Stochastischer Prozess
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35
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Graue Literatur
Arbeitspapier
35
Non-commercial literature
35
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35
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English
Korean
Author
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McAleer, Michael
Stulz, René M.
Caporale, Guglielmo Maria
16
Hou, Kewei
14
Chang, Chia-Lin
12
Gupta, Rangan
10
Allen, David E.
9
Gil-Alaña, Luis A.
8
Guo, Hui
8
Timmermann, Allan
8
Ben-David, Itzhak
7
Birru, Justin
7
Krippner, Leo
7
Pettenuzzo, Davide
7
Sercu, Piet
7
Diebold, Francis X.
6
Guidolin, Massimo
6
Souza, Thiago de Oliveira
6
Zhang, Lu
6
Albuquerque, Rui
5
Backus, David
5
Christiansen, Charlotte
5
Copeland, Laurence S.
5
Engsted, Tom
5
Hirshleifer, David
5
Karolyi, G. Andrew
5
Kostakis, Alexandros
5
Pierdzioch, Christian
5
Sanders, Anthony B.
5
Zhang, Shaojun
5
Alexeev, Vitali
4
Anderson, Warwick
4
Białkowski, Je̜drzej
4
Bonato, Matteo
4
Cepni, Oguzhan
4
Chabi-Yo, Fousseni
4
Chollete, Loran
4
Gil-Bazo, Javier
4
Ilomäki, Jukka
4
Laurent, Sébastien
4
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
University of Canterbury / Dept. of Economics and Finance
2
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Working paper
15
Econometric Institute research papers
12
Fisher College of Business working paper series
7
Charles A. Dice Center Working Paper
1
Charles A. Dice Working Paper
1
Simon Business School Working Paper
1
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ECONIS (ZBW)
35
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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
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
4
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:
5
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:
6
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
7
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
8
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
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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