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~language:"eng"
~language:"lit"
~person:"Hammoudeh, Shawkat"
~person:"McAleer, Michael"
~subject:"Volatility"
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Volatility
Volatilität
59
Welt
42
World
42
ARCH model
41
ARCH-Modell
41
Forecasting model
32
Prognoseverfahren
32
Estimation
30
Theorie
30
Theory
30
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Risk measure
29
Schätzung
29
Time series analysis
27
Zeitreihenanalyse
27
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26
Portfolio-Management
26
Risk management
25
USA
25
United States
25
Risikomanagement
24
Taiwan
22
Bibliometrics
21
Bibliometrie
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Capital market returns
17
Kapitalmarktrendite
17
Spillover effect
17
Spillover-Effekt
17
Modellierung
16
Scientific modelling
16
Stochastic process
15
Stochastischer Prozess
15
Eigenfactor
14
Hedging
14
Capital income
13
Financial crisis
13
Finanzkrise
13
Kapitaleinkommen
13
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Free
37
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Book / Working Paper
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8
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English
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Hammoudeh, Shawkat
McAleer, Michael
Gupta, Rangan
32
Chang, Chia-Lin
22
Caporale, Guglielmo Maria
20
Pierdzioch, Christian
19
Chiarella, Carl
14
Gannon, Gerard L.
12
Mumtaz, Haroon
12
Spagnolo, Nicola
12
Caporin, Massimiliano
10
Diebold, Francis X.
10
Bollerslev, Tim
9
Guo, Hui
9
Härdle, Wolfgang
9
Miller, Stephen M.
9
Allen, David E.
8
Andersen, Torben
8
Asai, Manabu
8
Buch, Claudia M.
8
Farmer, Roger E. A.
8
Salisu, Afees A.
8
Theodoridis, Konstantinos
8
Weber, Enzo
8
Alòs, Elisa
7
Billio, Monica
7
Döpke, Jörg
7
Hautsch, Nikolaus
7
Siklos, Pierre L.
7
Timmermann, Allan
7
Xu, Yongdeng
7
Yu, Jun
7
Ҫepni, Oğuzhan
7
Bonato, Matteo
6
Clements, Kenneth W.
6
Dijk, Dick van
6
Fernández-Villaverde, Jesús
6
Gil-Alaña, Luis A.
6
Häfke, Christian
6
Laurent, Sébastien
6
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University of Canterbury / Dept. of Economics and Finance
8
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2
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Working paper
39
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
2
Working Papers in Economics
2
Energy economics
1
International review of economics & finance : IREF
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ECONIS (ZBW)
59
RePEc
2
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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
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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