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~person:"McAleer, Michael"
~subject:"Spillover effect"
~subject:"Theory"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Spillover effect
Theory
Volatility
244
Volatilität
241
Theorie
181
ARCH model
177
ARCH-Modell
177
Estimation
126
Schätzung
125
Time series analysis
116
Zeitreihenanalyse
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113
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93
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Portfolio selection
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Estimation theory
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Spillover-Effekt
64
Bibliometrics
55
Bibliometrie
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Capital income
48
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48
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47
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47
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44
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44
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93
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241
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McAleer, Michael
Güth, Werner
406
Pestieau, Pierre
338
Nijkamp, Peter
323
Gersbach, Hans
320
Acemoglu, Daron
291
Creedy, John
265
Zenou, Yves
265
Artus, Patrick
264
Phillips, Peter C. B.
262
Thisse, Jacques-François
250
Snower, Dennis J.
249
Pesaran, M. Hashem
246
Stark, Oded
246
Cremer, Helmuth
240
Härdle, Wolfgang
231
Koskela, Erkki
231
Broll, Udo
229
Franses, Philip Hans
221
Konrad, Kai A.
219
Aronsson, Thomas
211
Ploeg, Frederick van der
204
Heckman, James J.
203
Tirole, Jean
201
Lambertini, Luca
193
Marjit, Sugata
187
Frey, Bruno S.
186
Caporale, Guglielmo Maria
185
Long, Ngo Van
185
Razin, Asaf
185
Gouriéroux, Christian
181
Herings, Peter Jean-Jacques
180
Keuschnigg, Christian
177
Saint-Paul, Gilles
175
Beladi, Hamid
172
Devereux, Michael B.
171
Helpman, Elhanan
171
Andersen, Torben M.
170
Kehoe, Patrick J.
166
Stiglitz, Joseph E.
165
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Shakai-Keizai-Kenkyūsho <Osaka>
9
University of Western Australia / Department of Economics
5
University of Canterbury / Dept. of Economics and Finance
4
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Econometric Institute research papers
50
Discussion paper / Tinbergen Institute
36
Working paper
30
Econometric reviews
12
Journal of econometrics
11
Working papers in quantitative economics and econometrics
11
Discussion paper / Institute of Social and Economic Research
10
Journal of economic surveys
10
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4
Econometric theory
4
Journal of risk and financial management : JRFM
4
Applied economics
3
International journal of forecasting
3
International review of economics & finance : IREF
3
Journal of applied econometrics
3
The Japanese economic review : the journal of the Japanese Economic Association
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied financial economics
2
Econometrics : open access journal
2
Economics letters
2
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2
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2
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2
The review of economics and statistics
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2
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Discussion paper / Center for Economic Research, Tilburg University
1
Economies : open access journal
1
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1
International Journal of Financial Studies : open access journal
1
International economic review
1
International journal of economic theory
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
L' Actualité économique : revue trimest.
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ECONIS (ZBW)
242
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81
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
;
Radalj, Kim
-
2013
Persistent link: https://www.econbiz.de/10009784945
Saved in:
82
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:
83
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 519-534
Persistent link: https://www.econbiz.de/10010367563
Saved in:
84
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/10009724114
Saved in:
85
The Journal of Risk and Financial Management in open access
McAleer, Michael
- In:
Journal of risk and financial management : JRFM
6
(
2013
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011553413
Saved in:
86
Leverage and feedback effects on multifactor wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724148
Saved in:
87
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
88
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009767001
Saved in:
89
Risk modelling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009781946
Saved in:
90
Robust estimation and forecasting of the capital asset pricing model
Bian, Guorui
;
McAleer, Michael
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10009724796
Saved in:
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