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~language:"eng"
~person:"Kang, Wensheng"
~person:"McAleer, Michael"
~person:"Pettenuzzo, Davide"
~subject:"Kapitalmarktrendite"
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Kapitalmarktrendite
Volatility
66
Volatilität
64
Welt
46
World
46
Forecasting model
43
Prognoseverfahren
43
ARCH model
39
ARCH-Modell
39
Theorie
38
Theory
38
USA
36
United States
36
Estimation
34
Schätzung
33
Time series analysis
32
Zeitreihenanalyse
32
Risikomaß
24
Risk measure
24
Börsenkurs
22
Portfolio selection
22
Portfolio-Management
22
Share price
22
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Capital market returns
21
Stochastic process
18
Stochastischer Prozess
18
Capital income
17
Kapitaleinkommen
17
Modellierung
17
Risk management
17
Scientific modelling
17
Risikomanagement
16
Spillover effect
15
Spillover-Effekt
15
Eigenfactor
14
Impact assessment
13
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21
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21
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21
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Kang, Wensheng
McAleer, Michael
Pettenuzzo, Davide
Chang, Chia-Lin
6
Papanikolaou, Dimitris
6
Glabadanidis, Paskalis
5
Albuquerque, Rui
4
Alexeev, Vitali
4
Allen, David E.
4
Ilomäki, Jukka
4
Laurila, Hannu
4
Timmermann, Allan
4
Eichenbaum, Martin
3
Eichenbaum, Martin S.
3
Rebelo, Sérgio
3
Singh, Abhay Kumar
3
Tapon, Francis
3
Albuquerque, Rui A.
2
Alcock, Jamie
2
Andrikopoulos, P.
2
Ang, Clifford S.
2
Arx, Urs von
2
Asness, Cliff
2
Croce, Mariano M.
2
Dang, Huong
2
Elliott, Graham
2
Frazzini, Andrea
2
Gargano, Antonio
2
Gauthier, Laurent
2
Gregoriou, Greg N.
2
Grossman, Richard S.
2
Israel, Ronen
2
Kallinterakis, V.
2
Lambertides, Neophytos
2
Lin, Xiaoji
2
Pedersen, Lasse Heje
2
Powell, Robert
2
Rabitsch, Katrin
2
Ratti, Ronald A.
2
Rebelo, Sergio T.
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Econometric Institute research papers
11
Working paper
6
CAMA working paper series
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
1
Working papers / Brandeis University, Department of Economics and International Business School
1
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ECONIS (ZBW)
21
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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
The impact of oil price shocks on the US stock market : a note on the roles of US and non-US oil production
Kang, Wensheng
;
Ratti, Ronald A.
;
Vespignani, Joaquin
-
2017
Persistent link: https://www.econbiz.de/10011710753
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
Hedge fund portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Peiris, Shelton
; …
-
2014
Persistent link: https://www.econbiz.de/10011296524
Saved in:
6
European Market portfolio diversifcation strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10011296531
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
The impact of oil price shocks on the U.S. stock market : a note on the roles of U.S. and non-U.S. oil production
Kang, Wensheng
;
Ratti, Ronald A.
;
Vespignani, Joaquin
-
2016
Persistent link: https://www.econbiz.de/10011756478
Saved in:
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