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~isPartOf:"Finance research letters"
~isPartOf:"Ruhr economic papers"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper"
~subject:"ARCH-Modell"
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ARCH-Modell
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McAleer, Michael
11
Chang, Chia-Lin
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Roengchai Tansuchat
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Asai, Manabu
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Ho, Kin-Yip
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Lyócsa, Štefan
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Morana, Claudio
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Finance research letters
Ruhr economic papers
The North American journal of economics and finance : a journal of financial economics studies
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Energy economics
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International review of economics & finance : IREF
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33
Research in international business and finance
33
Applied economics letters
32
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25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International journal of economics and financial issues : IJEFI
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Econometric Institute research papers
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The European journal of finance
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International Journal of Energy Economics and Policy : IJEEP
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of financial econometrics
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of economics and finance
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Pacific-Basin finance journal
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CBN journal of applied statistics
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ECONIS (ZBW)
124
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1
Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de
;
Raunig, Burkhard
-
2002
Persistent link: https://www.econbiz.de/10001650402
Saved in:
2
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
3
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669356
Saved in:
4
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
5
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
Saved in:
6
Econometric modeling of exchange rate volatility and jumps
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
-
2012
Persistent link: https://www.econbiz.de/10009522869
Saved in:
7
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
8
Decomposing US Stock Market Comovement into spillovers and common factors
Weber, Enzo
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 106-118
Persistent link: https://www.econbiz.de/10010364818
Saved in:
9
How does news sentiment impact asset volatility? : evidence from long memory and regime-switching approaches
Ho, Kin-Yip
;
Shi, Yanlin
;
Zhang, Zhaoyong
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 436-456
Persistent link: https://www.econbiz.de/10010367572
Saved in:
10
Time-varying mixture GARCH models and asymmetric volatility
Haas, Markus
;
Krause, Jochen
;
Paolella, Marc S.
; …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 602-623
Persistent link: https://www.econbiz.de/10010370491
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