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~language:"eng"
~person:"Arruñada, Benito"
~person:"McAleer, Michael"
~person:"Reddy, Prashant"
~subject:"ARCH-Modell"
~subject:"Portfolio selection"
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ARCH-Modell
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Arruñada, Benito
McAleer, Michael
Reddy, Prashant
Chang, Chia-Lin
18
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17
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16
Caporin, Massimiliano
14
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9
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9
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9
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8
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8
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ECONIS (ZBW)
60
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1
Asset investment diversification, bankruptcy risk and the mediating role of
business
diversification
Vu Huu Thanh
;
Nguyen Minh Ha
;
McAleer, Michael
- In:
Annals of financial economics
16
(
2021
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012650173
Saved in:
2
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:
3
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:
4
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
5
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:
6
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
7
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
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
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562953
Saved in:
10
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
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