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~language:"eng"
~person:"McAleer, Michael"
~person:"Weber, Enzo"
~subject:"Spillover effect"
~subject:"Zeitreihenanalyse"
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Spillover effect
Zeitreihenanalyse
Volatility
67
Volatilität
65
Estimation
49
Schätzung
48
ARCH model
47
ARCH-Modell
47
United States
45
USA
43
Welt
41
World
41
Theorie
37
Theory
37
Time series analysis
34
Forecasting model
33
Prognoseverfahren
33
Taiwan
25
Risikomaß
24
Risk measure
24
Spillover-Effekt
23
Bibliometrics
21
Bibliometrie
21
Cointegration
20
Portfolio selection
20
Portfolio-Management
20
Börsenkurs
18
Share price
18
Capital market returns
17
Correlation
17
Kapitalmarktrendite
17
Korrelation
17
Modellierung
17
Risk management
17
Scientific modelling
17
Risikomanagement
16
Stochastic process
16
Stochastischer Prozess
16
VAR model
16
VAR-Modell
16
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37
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2
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Book / Working Paper
52
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4
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52
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52
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52
Working Paper
52
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4
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4
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1
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1
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1
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Language
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English
Author
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McAleer, Michael
Weber, Enzo
Gil-Alaña, Luis A.
45
Caporale, Guglielmo Maria
44
Chang, Chia-Lin
18
Audretsch, David B.
17
Atallah, Gamal
16
Franses, Philip Hans
15
Teräsvirta, Timo
15
Croux, Christophe
14
Dijk, Dick van
13
Gupta, Rangan
13
Reichlin, Lucrezia
13
Dijk, Herman K. van
11
König, Michael D.
11
Billio, Monica
10
Härdle, Wolfgang
10
Keller, Wolfgang
10
Lehmann, Erik
10
Amir, Rabah
9
Canova, Fabio
9
Caporin, Massimiliano
9
Chen, Kaiji
9
Koop, Gary
9
Koopman, Siem Jan
9
Kose, M. Ayhan
9
Nielsen, Morten Ørregaard
9
Phillips, Peter C. B.
9
Piger, Jeremy Max
9
Ravazzolo, Francesco
9
Rossi, Barbara
9
Österholm, Pär
9
Acs, Zoltán J.
8
Benati, Luca
8
Crespo Cuaresma, Jesús
8
Gschwandtner, Adelina
8
Hecq, Alain W. J.
8
Lakatos, Csilla
8
Nelson, Daniel B.
8
Ohnsorge, Franziska
8
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University of Canterbury / Dept. of Economics and Finance
6
University of Canterbury / Dept. of Economics
1
Wettbewerbspolitik und Regulierung in einer Globalen Wirtschaftsordnung <Veranstaltung> <2013, Düsseldorf>
1
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Working paper
28
Econometric Institute research papers
10
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
7
SFB 649 discussion paper
3
Discussion paper series / University of Heidelberg, Department of Economics
2
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
The North American journal of economics and finance : a journal of financial economics studies
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
1
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ECONIS (ZBW)
56
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1
Identifying shocks to
business
cycles with asynchronous propagation
Trenkler, Carsten
;
Weber, Enzo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1815-1836
Persistent link: https://www.econbiz.de/10012219716
Saved in:
2
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:
3
CO2 emissions, energy consumption and economic growth : evidence from the Trans-Pacific Partnership
Duc Hong Vo
;
Nguyen, Ha
;
Anh The Vo
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986960
Saved in:
4
Energy consumption and economic growth : evidence from Vietnam
Ha Minh Nguyen
;
Ngoc Hoang Bui
;
Duc Hong Vo
;
McAleer, …
-
2019
Persistent link: https://www.econbiz.de/10011987023
Saved in:
5
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:
6
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:
7
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
8
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
9
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:
10
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:
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