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~language:"eng"
~language:"lit"
~person:"Hammoudeh, Shawkat"
~person:"McAleer, Michael"
~subject:"Spillover-Effekt"
~subject:"Volatility"
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Spillover-Effekt
Volatility
Volatilität
60
Welt
42
World
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ARCH model
41
ARCH-Modell
41
Forecasting model
32
Prognoseverfahren
32
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30
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Bibliometrics
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Spillover effect
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15
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14
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14
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13
Finanzkrise
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Kapitaleinkommen
13
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Hammoudeh, Shawkat
McAleer, Michael
Gupta, Rangan
33
Chang, Chia-Lin
24
Caporale, Guglielmo Maria
21
Pierdzioch, Christian
19
Audretsch, David B.
17
Atallah, Gamal
16
Chiarella, Carl
15
Gannon, Gerard L.
12
Kose, M. Ayhan
12
Mumtaz, Haroon
12
Spagnolo, Nicola
12
König, Michael D.
11
Weber, Enzo
11
Caporin, Massimiliano
10
Diebold, Francis X.
10
Keller, Wolfgang
10
Lehmann, Erik
10
Allen, David E.
9
Amir, Rabah
9
Antonakakis, Nikolaos
9
Bollerslev, Tim
9
Guo, Hui
9
Hayo, Bernd
9
Härdle, Wolfgang
9
Miller, Stephen M.
9
Acs, Zoltán J.
8
Andersen, Torben
8
Asai, Manabu
8
Buch, Claudia M.
8
Farmer, Roger E. A.
8
Fernández-Villaverde, Jesús
8
Gorodnichenko, Yuriy
8
Hautsch, Nikolaus
8
Huber, Florian
8
Lakatos, Csilla
8
Ohnsorge, Franziska
8
Salisu, Afees A.
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9
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Working paper
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The North American journal of economics and finance : a journal of financial economics studies
4
Energy economics
2
Tourism economics : the business and finance of tourism and recreation
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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)
65
RePEc
2
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1
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67
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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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