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~language:"eng"
~person:"McAleer, Michael"
~person:"Weber, Enzo"
~subject:"Impact assessment"
~subject:"Schätzung"
~type_genre:"Working Paper"
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Impact assessment
Schätzung
Volatility
59
Volatilität
59
ARCH model
44
ARCH-Modell
44
Estimation
43
USA
40
United States
40
Theorie
35
Theory
35
Welt
33
World
33
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32
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32
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29
Prognoseverfahren
29
Taiwan
23
Risikomaß
21
Risk measure
21
Spillover effect
21
Spillover-Effekt
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Bibliometrics
19
Bibliometrie
19
Börsenkurs
18
Share price
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Capital market returns
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Scientific modelling
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Stochastischer Prozess
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Portfolio selection
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15
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VAR-Modell
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47
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47
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47
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7
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English
Author
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McAleer, Michael
Weber, Enzo
Caporale, Guglielmo Maria
43
Hayo, Bernd
34
Gil-Alaña, Luis A.
28
Döpke, Jörg
27
Gupta, Rangan
27
Minford, Patrick
25
Pierdzioch, Christian
25
Wagner, Joachim
24
Salvanes, Kjell G.
23
Tillmann, Peter
20
Lechner, Michael
19
Peydró, José-Luis
19
Galí, Jordi
18
Huber, Florian
18
Buch, Claudia M.
17
Farzanegan, Mohammad Reza
17
Fritsch, Michael
17
Meenagh, David
16
Stulz, René M.
16
Czarnitzki, Dirk
15
Görg, Holger
15
Theodoridis, Konstantinos
15
Voigt, Stefan
15
Bauer, Thomas K.
14
Härdle, Wolfgang
14
Merkl, Christian
14
Neuenkirch, Matthias
14
Pesaran, M. Hashem
14
Benati, Luca
13
Chang, Chia-Lin
13
Dreger, Christian
12
Fischer, Manfred M.
12
Gottschalk, Jan
12
Imai, Katsushi S.
12
Kaiser, Ulrich
12
Rossi, Barbara
12
Shibamoto, Masahiko
12
Steiner, Viktor
12
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University of Canterbury / Dept. of Economics and Finance
4
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Working paper
26
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
13
Econometric Institute research papers
3
SFB 649 discussion paper
3
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
1
Working paper series
1
Source
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ECONIS (ZBW)
47
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1
Identifying the shocks behind
business
cycle asynchrony in Euroland
Trenkler, Carsten
;
Weber, Enzo
-
2012
This paper investigates which shocks drive asynchrony of
business
cycles in the euro area. Thereby, it unites two …
Persistent link: https://www.econbiz.de/10011489953
Saved in:
2
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:
3
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:
4
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
5
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
6
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
7
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
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
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
10
Coercive journal self-citations, impact factor, journal Influence and article influence
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009723145
Saved in:
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