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~person:"McAleer, Michael"
~person:"Paolella, Marc S."
~person:"Serletis, Apostolos"
~subject:"ARCH-Modell"
~subject:"Stochastic process"
~subject:"United States"
~subject:"Welt"
~type_genre:"Aufsatz im Buch"
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Search: subject:"conditional heteroskedasticity"
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ARCH-Modell
Stochastic process
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Welt
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5
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3
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3
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McAleer, Michael
Paolella, Marc S.
Serletis, Apostolos
Songsak Sriboonchitta
6
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5
Andersen, Torben
4
Herwartz, Helmut
4
Laurent, Sébastien
4
Ben Ameur, Hachmi
3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
Liu, Jianxu
2
Louhichi, Wael
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Contributions to financial econometrics : theoretical and practical issues
1
Handbook of heavy tailed distributions in finance
1
Papers in efficiency, effectiveness and international competitiveness
1
Quantifying consumer preferences
1
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Oil price uncertainty : panel evidence from the G7 and BRICS countries
Serletis, Apostolos
;
Xu, Libo
- In:
Behavioral Finance and Asset Prices : The Influence of …
,
(pp. 3-21)
.
2023
Persistent link: https://www.econbiz.de/10014282544
Saved in:
2
Modelling international tourist arrivals and volatility : an application to Taiwan
Chang, Chia-Lin
;
McAleer, Michael
;
Slottje, Daniel Jonathan
- In:
Quantifying consumer preferences
,
(pp. 299-315)
.
2009
Persistent link: https://www.econbiz.de/10003887985
Saved in:
3
Prediction of financial downside-risk with heavy-tailed conditional distributions
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Handbook of heavy tailed distributions in finance
,
(pp. 385-404)
.
2003
Persistent link: https://www.econbiz.de/10001882139
Saved in:
4
Recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 9-33)
.
2003
Persistent link: https://www.econbiz.de/10001932650
Saved in:
5
A survey of recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 128-153)
.
2000
Persistent link: https://www.econbiz.de/10001684387
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