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~language:"eng"
~person:"Grüning, Patrick"
~person:"McAleer, Michael"
~person:"Weber, Enzo"
~subject:"Spillover effect"
~type:"book"
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Spillover effect
Volatility
61
Volatilität
59
United States
47
USA
45
ARCH model
44
ARCH-Modell
44
Estimation
44
Schätzung
43
Theorie
36
Theory
36
Welt
33
World
33
Time series analysis
32
Zeitreihenanalyse
32
Forecasting model
29
Prognoseverfahren
29
Spillover-Effekt
24
Taiwan
23
Risikomaß
21
Risk measure
21
Cointegration
20
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Bibliometrie
19
Börsenkurs
18
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18
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17
Kapitalmarktrendite
17
Korrelation
17
Modellierung
16
Scientific modelling
16
Stochastic process
16
Stochastischer Prozess
16
Portfolio selection
15
Portfolio-Management
15
Capital income
14
Kapitaleinkommen
14
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English
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Grüning, Patrick
McAleer, Michael
Weber, Enzo
Atallah, Gamal
10
Keller, Wolfgang
9
König, Michael D.
9
Amir, Rabah
8
Caporale, Guglielmo Maria
8
Chang, Chia-Lin
8
Kose, M. Ayhan
8
Lakatos, Csilla
7
Ohnsorge, Franziska
7
Spagnolo, Nicola
7
Stocker, Marc
7
Zimmermann, Christian
7
Gorodnichenko, Yuriy
6
Larch, Mario
6
Lechthaler, Wolfgang
6
Liu, Xiaodong
6
Pyka, Andreas
6
Terrell, Katherine D.
6
Veugelers, Reinhilde
6
Švejnar, Jan
6
Audretsch, David B.
5
Damijan, Jože P.
5
Felbermayr, Gabriel
5
Fischer, Manfred M.
5
Hale, Galina
5
Rojec, Matija
5
Wooders, John
5
Antonakakis, Nikolaos
4
Balsvik, Ragnhild
4
Burgstaller, Johann
4
Cassiman, Bruno
4
Chen, Anping
4
Gannon, Gerard L.
4
Groenewold, Nicolaas
4
Hayo, Bernd
4
Hinloopen, Jeroen
4
Hsieh, Chih-sheng
4
Lee, Guoping
4
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University of Canterbury / Dept. of Economics and Finance
2
Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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Working paper
8
Econometric Institute research papers
5
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
3
SFB 649 discussion paper
3
Discussion paper series / University of Heidelberg, Department of Economics
2
SAFE working paper
2
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1
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ECONIS (ZBW)
24
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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
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:
3
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
4
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:
5
Measuring persistence in volatility spillovers
Conrad, Christian
;
Weber, Enzo
-
2013
Persistent link: https://www.econbiz.de/10009771293
Saved in:
6
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
7
Financial contagion, vulnerability and information : empirical identification
Weber, Enzo
-
2009
Persistent link: https://www.econbiz.de/10003908053
Saved in:
8
On the sources of U.S. stock market comovement
Weber, Enzo
-
2010
Persistent link: https://www.econbiz.de/10003943740
Saved in:
9
Risk spillovers in returns for Chinese and international tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823285
Saved in:
10
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
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