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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"McAleer, Michael"
~subject:"Volatilität"
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Volatilität
Time series analysis
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Gil-Alaña, Luis A.
McAleer, Michael
Gupta, Rangan
33
Pierdzioch, Christian
23
Chang, Chia-Lin
21
Caporale, Guglielmo Maria
20
Chiarella, Carl
14
Gannon, Gerard L.
12
Mumtaz, Haroon
12
Spagnolo, Nicola
12
Buch, Claudia M.
11
Caporin, Massimiliano
10
Diebold, Francis X.
10
Bollerslev, Tim
9
Döpke, Jörg
9
Guo, Hui
9
Härdle, Wolfgang
9
Allen, David E.
8
Andersen, Torben
8
Asai, Manabu
8
Farmer, Roger E. A.
8
Fernández-Villaverde, Jesús
8
Hammoudeh, Shawkat
8
Hautsch, Nikolaus
8
Miller, Stephen M.
8
Salisu, Afees A.
8
Theodoridis, Konstantinos
8
Weber, Enzo
8
Yu, Yang
8
Zanetti, Francesco
8
Alòs, Elisa
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Pesaran, M. Hashem
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Siklos, Pierre L.
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Timmermann, Allan
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Xu, Yongdeng
7
Yu, Jun
7
Ҫepni, Oğuzhan
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Benk, Szilárd
6
Billio, Monica
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Bonato, Matteo
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University of Canterbury / Dept. of Economics and Finance
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Working paper
39
Econometric Institute research papers
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Economics and finance working paper series
6
The North American journal of economics and finance : a journal of financial economics studies
3
Tourism economics : the business and finance of tourism and recreation
2
International review of economics & finance : IREF
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ECONIS (ZBW)
63
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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
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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
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:
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
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
7
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
8
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
9
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
10
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
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