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~language:"eng"
~person:"Kaplow, Louis"
~person:"McAleer, Michael"
~subject:"Capital income"
~type_genre:"Gesetz"
~type_genre:"Graue Literatur"
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Capital income
Theorie
71
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71
Volatility
51
Volatilität
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36
Welt
31
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31
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Kaplow, Louis
McAleer, Michael
Caporale, Guglielmo Maria
16
Hou, Kewei
13
Gupta, Rangan
10
Gil-Alaña, Luis A.
8
Guo, Hui
8
Ben-David, Itzhak
7
Birru, Justin
7
Chang, Chia-Lin
7
Krippner, Leo
7
Sercu, Piet
7
Stulz, René M.
7
Diebold, Francis X.
6
Guidolin, Massimo
6
Souza, Thiago de Oliveira
6
Timmermann, Allan
6
Allen, David E.
5
Christiansen, Charlotte
5
Engsted, Tom
5
Hirshleifer, David
5
Karolyi, G. Andrew
5
Kostakis, Alexandros
5
Pettenuzzo, Davide
5
Pierdzioch, Christian
5
Sanders, Anthony B.
5
Zhang, Lu
5
Zhang, Shaojun
5
Anderson, Warwick
4
Backus, David
4
Bonato, Matteo
4
Cepni, Oguzhan
4
Chabi-Yo, Fousseni
4
Chollete, Loran
4
Copeland, Laurence S.
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Gil-Bazo, Javier
4
Laurent, Sébastien
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Lin, Xiaoji
4
Moor, Lieven de
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4
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University of Canterbury / Dept. of Economics and Finance
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9
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ECONIS (ZBW)
11
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1
The impact of China on stock returns and volatility in the Taiwan tourism industry
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010188543
Saved in:
2
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
3
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
4
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
5
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
6
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:
7
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
8
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
9
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
10
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
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