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~language:"eng"
~language:"lit"
~person:"Hammoudeh, Shawkat"
~person:"McAleer, Michael"
~subject:"Estimation"
~subject:"Volatility"
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Estimation
Volatility
Volatilität
60
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42
World
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41
ARCH-Modell
41
Forecasting model
32
Prognoseverfahren
32
Theorie
30
Theory
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25
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Finanzkrise
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11
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Hammoudeh, Shawkat
McAleer, Michael
Caporale, Guglielmo Maria
63
Gupta, Rangan
57
Wagner, Joachim
43
Gil-Alaña, Luis A.
39
Chang, Chia-Lin
34
Pierdzioch, Christian
34
Döpke, Jörg
26
Weber, Enzo
24
Hayo, Bernd
23
Salvanes, Kjell G.
22
Fritsch, Michael
21
Minford, Patrick
20
Galí, Jordi
19
Pesaran, M. Hashem
19
Stulz, René M.
19
Huber, Florian
18
Merkl, Christian
18
Miller, Stephen M.
18
Buch, Claudia M.
17
Hess, Gregory D.
17
Theodoridis, Konstantinos
17
Chiarella, Carl
16
Czarnitzki, Dirk
16
Härdle, Wolfgang
16
Kaiser, Ulrich
16
Timmermann, Allan
16
Bauer, Thomas K.
15
Fischer, Manfred M.
15
Görg, Holger
15
Mumtaz, Haroon
15
Apergēs, Nikolaos
14
Bandick, Roger
14
Belke, Ansgar
14
Benati, Luca
14
Diebold, Francis X.
14
Sala, Hector
14
Schnabel, Claus
14
Adam, Klaus
13
Afonso, António
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University of Canterbury / Dept. of Economics and Finance
9
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3
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Working paper
52
Econometric Institute research papers
12
The North American journal of economics and finance : a journal of financial economics studies
4
Tourism economics : the business and finance of tourism and recreation
3
Working Papers in Economics
3
Energy economics
2
International review of economics & finance : IREF
1
The North American journal of economics and finance : a journal of theory and practice
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ECONIS (ZBW)
75
RePEc
3
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1
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78
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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
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:
6
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
7
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:
8
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:
9
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
10
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
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