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~language:"eng"
~person:"Chiarella, Carl"
~person:"McAleer, Michael"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
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Volatilität
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64
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Chiarella, Carl
McAleer, Michael
Caporale, Guglielmo Maria
20
Gupta, Rangan
20
Chang, Chia-Lin
17
Pierdzioch, Christian
15
Gannon, Gerard L.
12
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12
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9
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9
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8
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8
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8
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8
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8
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7
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7
Asai, Manabu
7
Bollerslev, Tim
7
Buch, Claudia M.
7
Fernández-Villaverde, Jesús
7
Hautsch, Nikolaus
7
Xu, Yongdeng
7
Yu, Jun
7
Yu, Yang
7
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7
Ҫepni, Oğuzhan
7
Bonato, Matteo
6
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6
Gil-Alaña, Luis A.
6
Laurent, Sébastien
6
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6
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5
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7
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ECONIS (ZBW)
64
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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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