//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Emerging Markets Reward Risk:...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
EGARCH
3
GJR
3
GARCH
2
Dynamic conditional correlations
1
ENSO
1
Greenhouse Gas Emissions
1
HAR
1
International tourist arrivals
1
SOI
1
SOT
1
Stock markets
1
Volatility
1
Wishart process
1
asymmetric BEKK
1
asymmetry
1
daily and weekly effects
1
exchange rate volatility
1
exchange rates
1
heavy-tailed errors
1
leverage
1
long memory
1
temporal and spatial aggregation
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
4
Language
All
English
3
Undetermined
1
Author
All
McAleer, Michael
3
Asai, Manabu
1
Chang, Chia-Lin
1
Chen, Chi-Chung
1
Chu, LanFen
1
Hernández, José
1
Pérez-Íñigo, Juan Mascareñas
1
more ...
less ...
Institution
All
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
International Monetary Fund (IMF)
241
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
87
International Monetary Fund
48
Institut de Préparation à l'Administration et à la Gestion (IPAG)
20
EconWPA
14
C.E.P.R. Discussion Papers
9
Tilburg University, Center for Economic Research
8
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
7
CESifo
5
Department of Economics, Oxford University
5
East Asian Bureau of Economic Research (EABER)
5
European Central Bank
5
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
5
National Bureau of Economic Research
5
School of Economics and Management, University of Aarhus
5
Université Paris-Dauphine (Paris IX)
5
Economics Department, Ben Gurion University of the Negev
4
Erasmus University Rotterdam, Econometric Institute
4
Faculty of Economics, University of Cambridge
4
Groupe de Recherche en Économie Théorique et Appliquée (GREThA), Université de Bordeaux
4
HAL
4
Universitätsbibliothek Wuppertal, University Library
4
Centre d'études prospectives et d'informations internationales (CEPII)
3
Departamento de Estadistica, Universidad Carlos III de Madrid
3
Department of Economics and Finance, College of Business and Economics
3
Econometric Society
3
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
3
Institut für Weltwirtschaft (IfW)
3
Institute of Economic Research, Kyoto University
3
Pakistan Institute of Development Economics
3
Siirtymätalouksien tutkimuslaitos, Suomen Pankki
3
Society for Computational Economics - SCE
3
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
3
UNIVERSIDAD EAFIT
3
William Davidson Institute, University of Michigan
3
eSocialSciences
3
Banque de France
2
Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI)
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
more ...
less ...
Published in...
All
Documentos de Trabajo del ICAE
3
Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales
1
Source
All
RePEc
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic Conditional Correlations for Asymmetric Processes
Asai, Manabu
;
McAleer, Michael
-
Facultad de Ciencias Económicas y Empresariales, …
-
2011
applies the wDCC approach to the exponential GARCH (
EGARCH
) and GJR models to propose asymmetric DCC models. We use the … trivariate data of the Nikkei 225, Hang Seng and Straits Times Indices for estimating and forecasting the wDCC-
EGARCH
and wDCC … wDCC-
EGARCH
model to the wDCC-GJR, asymmetric BEKK and alternative conventional DCC models. Moreover, the empirical results …
Persistent link: https://www.econbiz.de/10009291890
Saved in:
2
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
Chang, Chia-Lin
;
McAleer, Michael
-
Facultad de Ciencias Económicas y Empresariales, …
-
2011
Tourism is a major source of service receipts for many countries, including Taiwan. The two leading tourism countries for Taiwan are Japan and USA, which are sources of short and long haul tourism, respectively. As a strong domestic currency can have adverse effects on international tourist...
Persistent link: https://www.econbiz.de/10009141353
Saved in:
3
How Volatile is ENSO?
McAleer, Michael
;
Chu, LanFen
;
Chen, Chi-Chung
-
Facultad de Ciencias Económicas y Empresariales, …
-
2011
results show that both the
ARMA
(1,1)-GARCH(1,1) and
ARMA
(3,2)-GJR(1,1) models are suitable for modelling ENSO volatility …
Persistent link: https://www.econbiz.de/10009141355
Saved in:
4
The interrelationship among the international stock markets
Pérez-Íñigo, Juan Mascareñas
;
Hernández, José
-
Facultad de Ciencias Económicas y Empresariales, …
-
1988
Without doubt from an economic point of view, the stock markets of the principal countries are more and more related among them. Though this affirmation has more clearly arisen as a truth from the October 1987 crash, initially one of the most surprising things was the strange similarity among...
Persistent link: https://www.econbiz.de/10011273019
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->