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~language:"eng"
~person:"McAleer, Michael"
~person:"Nguyen, Duc Khuong"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH-Modell"
~subject:"Kapitaleinkommen"
~subject:"Spillover-Effekt"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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ARCH-Modell
Kapitaleinkommen
Spillover-Effekt
Zeitreihenanalyse
Theorie
118
Theory
118
Volatility
107
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107
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90
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66
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McAleer, Michael
Nguyen, Duc Khuong
Zakoïan, Jean-Michel
Gupta, Rangan
231
Gil-Alaña, Luis A.
189
Tiwari, Aviral Kumar
117
Zaremba, Adam
104
McMillan, David G.
103
Caporale, Guglielmo Maria
99
Bouri, Elie
94
Ma, Feng
94
Wohar, Mark E.
91
Phillips, Peter C. B.
90
Franses, Philip Hans
87
Kang, Sang Hoon
83
Narayan, Paresh Kumar
76
Hammoudeh, Shawkat
72
Xuan Vinh Vo
72
Mensi, Walid
66
Taylor, Robert
63
Wang, Yudong
59
Yoon, Seong-min
59
Moosa, Imad A.
58
Leybourne, Stephen James
56
Balcilar, Mehmet
53
Faff, Robert W.
52
Zhang, Yaojie
52
Serletis, Apostolos
51
Apergēs, Nikolaos
50
Chang, Tsangyao
50
Lucey, Brian M.
50
Brooks, Robert
49
Teräsvirta, Timo
49
Bali, Turan G.
48
Demirer, Rıza
48
Perron, Pierre
48
Shahzad, Syed Jawad Hussain
48
Sehgal, Sanjay
46
Kumar, Dilip
45
Cakici, Nusret
44
Engle, Robert F.
44
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Journal of econometrics
18
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12
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9
Econometric theory
9
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8
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7
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5
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5
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Finance research letters
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International review of economics & finance : IREF
4
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3
Risks : open access journal
3
The North American journal of economics and finance : a journal of financial economics studies
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Annals of economics and statistics
2
Emerging markets review
2
International journal of forecasting
2
International review of financial analysis
2
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2
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2
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2
Journal of international money and finance
2
Journal of time series econometrics
2
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
2
Research in international business and finance
2
The Japanese economic review : the journal of the Japanese Economic Association
2
Tourism economics : the business and finance of tourism and recreation
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
American journal of finance and accounting
1
Applied economics letters
1
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1
Business ethics, the environment & responsibility
1
Computational economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economics letters
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ECONIS (ZBW)
162
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1
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162
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1
Firm carbon risk exposure, stock returns, and dividend payment
Boubaker, Sabri
;
Choudhury, Tonmoy
;
Hasan, Fakhrul
; …
- In:
Journal of economic behavior & organization
221
(
2024
),
pp. 248-276
Persistent link: https://www.econbiz.de/10014553221
Saved in:
2
From fears to recession? : time-frequency risk contagion among stock and credit default swap markets during the COVID pandemic
Zhai, Pengxiang
;
Wu, Fei
;
Ji, Qiang
;
Nguyen, Duc Khuong
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 551-580
Persistent link: https://www.econbiz.de/10014469034
Saved in:
3
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
39
(
2023
)
5
,
pp. 1067-1092
Persistent link: https://www.econbiz.de/10014436596
Saved in:
4
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri
;
Nguyen, Duc Khuong
;
Sensoy, Ahmet
;
Quang …
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
Saved in:
5
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
6
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
7
Corporate immunity, national culture and stock returns : startups amid the COVID-19 pandemic
Huy Viet Hoang
;
Nguyen, Cuong
;
Nguyen, Duc Khuong
- In:
International review of financial analysis
79
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013349517
Saved in:
8
Economic drivers of volatility and correlation in precious metal markets
Theu Dinh
;
Goutte, Stéphane
;
Nguyen, Duc Khuong
; …
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014335244
Saved in:
9
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
10
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
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