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~language:"eng"
~person:"Chen, Cathy W. S."
~person:"Hammoudeh, Shawkat"
~person:"McAleer, Michael"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH model"
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
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ARCH model
ARCH-Modell
Volatility
152
Volatilität
152
Theorie
133
Theory
133
Estimation
95
Schätzung
94
Welt
81
World
81
Börsenkurs
68
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68
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67
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67
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Chen, Cathy W. S.
Hammoudeh, Shawkat
McAleer, Michael
Zakoïan, Jean-Michel
Ma, Feng
63
Gupta, Rangan
42
Bouri, Elie
34
Zhang, Yaojie
32
Kumar, Dilip
31
McMillan, David G.
28
Serletis, Apostolos
27
Kang, Sang Hoon
26
Wang, Yudong
26
Degiannakis, Stavros
24
Tiwari, Aviral Kumar
24
Francq, Christian
23
Hamori, Shigeyuki
23
Liang, Chao
23
Wei, Yu
23
Yoon, Seong-min
23
Hafner, Christian M.
21
Nguyen, Duc Khuong
21
Wu, Xinyu
20
Floros, Christos
19
Teräsvirta, Timo
19
Caporin, Massimiliano
18
Chiang, Thomas C.
18
Guesmi, Khaled
18
Mensi, Walid
18
Xuan Vinh Vo
18
Brooks, Robert
17
Chevallier, Julien
17
Choudhry, Taufiq
17
Engle, Robert F.
17
Karanasos, Menelaos
17
Lucey, Brian M.
17
Malik, Farooq
17
Hsing, Yu
16
Huang, Zhuo
16
Laurent, Sébastien
16
Asai, Manabu
15
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Energy economics
12
Journal of econometrics
11
The North American journal of economics and finance : a journal of financial economics studies
8
Econometric theory
6
International review of economics & finance : IREF
6
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5
Journal of forecasting
5
Econometrics : open access journal
4
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4
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4
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3
Journal of international financial markets, institutions & money
3
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3
Annals of economics and statistics
2
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2
Research in international business and finance
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economia : revista da ANPEC
1
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1
Economics letters
1
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Journal of commodity markets
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Journal of time series econometrics
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Risks : open access journal
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism economics : the business and finance of tourism and recreation
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Tourism management : research, policies, practice
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ECONIS (ZBW)
108
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91
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108
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91
Asymmetric return and volatility responses to composite news from stock markets
Chiang, Thomas C.
;
Chen, Cathy W. S.
;
So, Mike Ka-pui
- In:
Multinational finance journal : MF ; quarterly …
11
(
2007
)
3/4
,
pp. 179-210
Persistent link: https://www.econbiz.de/10003709545
Saved in:
92
Measuring risk in environmental finance
Hoti, Suhejla
;
McAleer, Michael
;
Pauwels, Laurent L.
- In:
Journal of economic surveys
21
(
2007
)
5
,
pp. 970-998
Persistent link: https://www.econbiz.de/10003556396
Saved in:
93
Shock and volatility transmission in the oil, US and Gulf equity markets
Malik, Farooq
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
16
(
2007
)
3
,
pp. 357-368
Persistent link: https://www.econbiz.de/10003613150
Saved in:
94
Dynamic asymmetric GARCH
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 385-412
Persistent link: https://www.econbiz.de/10003354083
Saved in:
95
Mixing properties of a general class of GARCH (1,1) models without moment assumptions on the observed process
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
22
(
2006
)
5
,
pp. 815-834
Persistent link: https://www.econbiz.de/10003379097
Saved in:
96
Modeling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro
;
Manera, Matteo
;
McAleer, Michael
- In:
Finance research letters
3
(
2006
)
2
,
pp. 114-132
Persistent link: https://www.econbiz.de/10003333927
Saved in:
97
On a threshold heteroscedastic model
Chen, Cathy W. S.
;
So, Mike Ka-pui
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 73-89
Persistent link: https://www.econbiz.de/10003283952
Saved in:
98
Automated inference and learning in modeling financial volatility
McAleer, Michael
- In:
Econometric theory
21
(
2005
)
1
,
pp. 232-261
Persistent link: https://www.econbiz.de/10002674705
Saved in:
99
Modeling country risk and uncertainty in small island tourism economies
Hoti, Suhejla
;
McAleer, Michael
;
Shareef, Riaz
- In:
Tourism economics : the business and finance of tourism …
11
(
2005
)
2
,
pp. 159-183
Persistent link: https://www.econbiz.de/10003057269
Saved in:
100
A Bayesian threshold nonlinearity test for financial time series
So, Mike Ka-pui
;
Chen, Cathy W. S.
;
Chen, Ming-tien
- In:
Journal of forecasting
24
(
2005
)
1
,
pp. 61-75
Persistent link: https://www.econbiz.de/10002569984
Saved in:
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