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~language:"eng"
~language:"lit"
~person:"Hammoudeh, Shawkat"
~person:"McAleer, Michael"
~subject:"ARCH model"
~subject:"Volatility"
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ARCH model
Volatility
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60
Welt
42
World
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ARCH-Modell
41
Forecasting model
32
Prognoseverfahren
32
Estimation
30
Theorie
30
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69
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67
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67
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12
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Hammoudeh, Shawkat
McAleer, Michael
Gupta, Rangan
33
Chang, Chia-Lin
27
Caporale, Guglielmo Maria
24
Pierdzioch, Christian
19
Caporin, Massimiliano
15
Chiarella, Carl
14
Miller, Stephen M.
13
Spagnolo, Nicola
13
Gannon, Gerard L.
12
Mumtaz, Haroon
12
Weber, Enzo
12
Allen, David E.
11
Bollerslev, Tim
11
Diebold, Francis X.
11
Asai, Manabu
10
Guo, Hui
10
Härdle, Wolfgang
10
Andersen, Torben
9
Fang, Wen-shwo
9
Stavroyiannis, Stavros
9
Teräsvirta, Timo
9
Buch, Claudia M.
8
Farmer, Roger E. A.
8
Fernández-Villaverde, Jesús
8
Nelson, Daniel B.
8
Salisu, Afees A.
8
Theodoridis, Konstantinos
8
Xu, Yongdeng
8
Yu, Jun
8
Yu, Yang
8
Zanetti, Francesco
8
Alòs, Elisa
7
Bauwens, Luc
7
Billio, Monica
7
Conrad, Christian
7
Dijk, Dick van
7
Döpke, Jörg
7
Hautsch, Nikolaus
7
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University of Canterbury / Dept. of Economics and Finance
11
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2
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Working paper
50
Econometric Institute research papers
16
The North American journal of economics and finance : a journal of financial economics studies
5
Tourism economics : the business and finance of tourism and recreation
3
Energy economics
2
Working Papers in Economics
2
International review of economics & finance : IREF
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
79
RePEc
2
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1
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81
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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
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:
4
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
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
Machine news and volatility : the Dow Jones industrial average and the TRNA sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010242810
Saved in:
7
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
8
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:
9
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
10
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
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