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~language:"eng"
~person:"McAleer, Michael"
~person:"Weber, Enzo"
~source:"econis"
~subject:"Prognoseverfahren"
~subject:"Spillover effect"
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Prognoseverfahren
Spillover effect
Volatility
65
Volatilität
65
Estimation
48
Schätzung
48
ARCH model
47
ARCH-Modell
47
USA
43
United States
43
Welt
41
World
41
Theorie
37
Theory
37
Time series analysis
34
Zeitreihenanalyse
34
Forecasting model
33
Taiwan
25
Risikomaß
24
Risk measure
24
Spillover-Effekt
23
Bibliometrics
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Bibliometrie
21
Portfolio selection
20
Portfolio-Management
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Börsenkurs
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Share price
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Capital market returns
17
Kapitalmarktrendite
17
Modellierung
17
Scientific modelling
17
Correlation
16
Korrelation
16
Risikomanagement
16
Risk management
16
Stochastic process
16
Stochastischer Prozess
16
VAR model
16
VAR-Modell
16
Capital income
14
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Article
6
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Language
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English
Author
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McAleer, Michael
Weber, Enzo
Gupta, Rangan
46
Rossi, Barbara
22
Pierdzioch, Christian
19
Audretsch, David B.
18
Chang, Chia-Lin
18
Croux, Christophe
18
Franses, Philip Hans
17
Giannone, Domenico
17
Atallah, Gamal
16
Huber, Florian
16
Timmermann, Allan
16
Marcellino, Massimiliano
15
Cepni, Oguzhan
12
Döpke, Jörg
12
Lahiri, Kajal
12
König, Michael D.
11
Reichlin, Lucrezia
11
Siliverstovs, Boriss
11
Song, Haiyan
11
Caporale, Guglielmo Maria
10
Clark, Todd E.
10
Fritsche, Ulrich
10
Keller, Wolfgang
10
Lehmann, Erik
10
Pettenuzzo, Davide
10
Sekhposyan, Tatevik
10
Amir, Rabah
9
Balcilar, Mehmet
9
Billio, Monica
9
Caporin, Massimiliano
9
Dijk, Dick van
9
Dovern, Jonas
9
Gelper, Sarah
9
Härdle, Wolfgang
9
Kose, M. Ayhan
9
Mitchell, James
9
Ravazzolo, Francesco
9
Österholm, Pär
9
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University of Canterbury / Dept. of Economics and Finance
8
University of Canterbury / Dept. of Economics
1
Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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Working paper
33
Econometric Institute research papers
7
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
3
SFB 649 discussion paper
3
Discussion paper series / University of Heidelberg, Department of Economics
2
The North American journal of economics and finance : a journal of financial economics studies
2
Annals of financial economics
1
Applied economics
1
International review of economics & finance : IREF
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Tourism economics : the business and finance of tourism and recreation
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
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ECONIS (ZBW)
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1
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
2
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:
3
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348322
Saved in:
4
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:
5
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
6
Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
-
2012
Persistent link: https://www.econbiz.de/10009562948
Saved in:
7
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
8
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
9
Evaluating individual and mean non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009012026
Saved in:
10
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:
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