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~language:"eng"
~person:"Kang, Wensheng"
~person:"McAleer, Michael"
~subject:"Kapitalmarktrendite"
~subject:"Stochastic process"
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Kapitalmarktrendite
Stochastic process
Volatility
63
Volatilität
61
Welt
45
World
45
ARCH model
39
ARCH-Modell
39
Forecasting model
33
Prognoseverfahren
33
USA
31
United States
31
Estimation
29
Theorie
29
Theory
29
Schätzung
28
Time series analysis
27
Zeitreihenanalyse
27
Risikomaß
24
Risk measure
24
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Portfolio selection
20
Portfolio-Management
20
Börsenkurs
19
Capital market returns
19
Share price
19
Risk management
17
Modellierung
16
Risikomanagement
16
Scientific modelling
16
Spillover effect
15
Spillover-Effekt
15
Stochastischer Prozess
15
Eigenfactor
14
Oil price
13
Ölpreis
13
Basel Accord
12
C3PO
12
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Free
28
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31
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Arbeitspapier
31
Graue Literatur
31
Non-commercial literature
31
Working Paper
31
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English
Author
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Kang, Wensheng
McAleer, Michael
Mumtaz, Haroon
11
Chiarella, Carl
10
Alòs, Elisa
8
Theodoridis, Konstantinos
8
Yu, Jun
8
Chang, Chia-Lin
7
Timmermann, Allan
7
Allen, David E.
6
Asai, Manabu
6
Beaudry, Paul
6
Galizia, Dana
6
Papanikolaou, Dimitris
6
Portier, Franck
6
Sandal, Leif K.
6
Glabadanidis, Paskalis
5
Härdle, Wolfgang
5
Kamihigashi, Takashi
5
Nguyen, Hoang
5
Pettenuzzo, Davide
5
Platen, Eckhard
5
Stachurski, John
5
Vredeveld, Tjark
5
Albuquerque, Rui
4
Alexeev, Vitali
4
Apesteguia, Jose
4
Govindan, Kannan
4
Hafner, Christian M.
4
Ilomäki, Jukka
4
Laurila, Hannu
4
León, Jorge A.
4
Phillips, Peter C. B.
4
Satchell, Stephen
4
Österholm, Pär
4
Ashley, Richard A.
3
Barndorff-Nielsen, Ole E.
3
Bianchi, Michele Leonardo
3
Cai, Yongyang
3
Carriero, Andrea
3
Clark, Todd E.
3
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University of Canterbury / Dept. of Economics and Finance
2
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Working paper
16
Econometric Institute research papers
13
CAMA working paper series
1
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
1
Source
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ECONIS (ZBW)
31
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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
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
5
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
6
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
7
A one line derivation of DCC : application of a vector random coefficient moving average process
Hafner, Christian M.
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410197
Saved in:
8
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
9
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
10
Hedge fund portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Peiris, Shelton
; …
-
2014
Persistent link: https://www.econbiz.de/10011296524
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