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~language:"eng"
~language:"pol"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Spillover effect"
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ARCH-Modell
Spillover effect
Volatility
59
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57
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39
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39
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32
Prognoseverfahren
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McAleer, Michael
Chang, Chia-Lin
20
Audretsch, David B.
17
Atallah, Gamal
16
Caporale, Guglielmo Maria
13
Weber, Enzo
13
König, Michael D.
11
Keller, Wolfgang
10
Lehmann, Erik
10
Amir, Rabah
9
Antonakakis, Nikolaos
9
Caporin, Massimiliano
9
Kose, M. Ayhan
9
Teräsvirta, Timo
9
Acs, Zoltán J.
8
Fang, Wen-shwo
8
Lakatos, Csilla
8
Miller, Stephen M.
8
Ohnsorge, Franziska
8
Spagnolo, Nicola
8
Stocker, Marc
8
Conrad, Christian
7
Gorodnichenko, Yuriy
7
Gupta, Rangan
7
Kang, Sang Hoon
7
Pyka, Andreas
7
Rombouts, Jeroen V. K.
7
Stavroyiannis, Stavros
7
Terrell, Katherine D.
7
Zimmermann, Christian
7
Švejnar, Jan
7
Allen, David E.
6
Andersen, Torben
6
Bauwens, Luc
6
Damijan, Jože P.
6
Gannon, Gerard L.
6
Larch, Mario
6
Lechthaler, Wolfgang
6
Liu, Xiaodong
6
Roengchai Tansuchat
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University of Canterbury / Dept. of Economics and Finance
7
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Working paper
31
Econometric Institute research papers
11
The North American journal of economics and finance : a journal of financial economics studies
2
Tourism economics : the business and finance of tourism and recreation
2
School of Accounting, Finance and Economics & FEMARC working paper series
1
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ECONIS (ZBW)
47
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1
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:
2
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:
3
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
4
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:
5
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
6
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
7
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
8
How volatile is ENSO for global greenhouse gas emissions
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2012
Persistent link: https://www.econbiz.de/10009624310
Saved in:
9
Volatility spillovers from the Chinese stock market to economic neighbours
Allena, David E.
;
Amrama, Ron
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413631
Saved in:
10
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
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