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~language:"eng"
~person:"McAleer, Michael"
~subject:"EU countries"
~subject:"Schock"
~subject:"Volatilität"
~type_genre:"Working Paper"
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EU countries
Schock
Volatilität
Volatility
51
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36
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31
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31
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29
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McAleer, Michael
Caporale, Guglielmo Maria
41
Gupta, Rangan
28
Pierdzioch, Christian
26
Hayo, Bernd
24
Minford, Patrick
23
Galí, Jordi
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Weber, Enzo
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Chang, Chia-Lin
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Döpke, Jörg
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Tillmann, Peter
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Fratzscher, Marcel
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Afonso, António
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Fernández-Villaverde, Jesús
16
Huber, Florian
16
Kejak, Michal
16
Zanetti, Francesco
16
Crespo Cuaresma, Jesús
15
Peersman, Gert
15
Buch, Claudia M.
14
Johri, Alok
14
Spagnolo, Nicola
14
Theodoridis, Konstantinos
14
Chiarella, Carl
13
Ehrmann, Michael
13
Gunn, Christopher M.
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Vander Vennet, Rudi
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Gannon, Gerard L.
12
Gil-Alaña, Luis A.
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Heimonen, Kari
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Nautz, Dieter
12
Scharler, Johann
12
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11
Benk, Szilárd
11
Gottschalk, Jan
11
Liu, Zheng
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University of Canterbury / Dept. of Economics and Finance
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Working paper
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ECONIS (ZBW)
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1
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:
2
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:
3
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
4
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:
5
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
6
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:
7
Machine news and volatility : the Dow Jones industrial average and the TRNA sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010242810
Saved in:
8
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
9
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
10
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
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