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~isPartOf:"Accounting and finance : journal of the Accounting Association of Australia and New Zealand"
~isPartOf:"Journal of economic surveys"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~language:"eng"
~person:"Chen, Cathy W. S."
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
Journal of economic surveys
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Computational economics
5
Journal of forecasting
5
The North American journal of economics and finance : a journal of financial economics studies
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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ECONIS (ZBW)
6
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6
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1
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
26
(
2012
)
4
,
pp. 736-751
Persistent link: https://www.econbiz.de/10009712816
Saved in:
2
It pays to violate : how effective are the Basel accord penalties in encouraging risk management?
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
- In:
Accounting and finance : journal of the Accounting …
52
(
2012
)
1
,
pp. 95-116
Persistent link: https://www.econbiz.de/10009512724
Saved in:
3
A scientific classification of volatility models
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
24
(
2010
)
1
,
pp. 192-195
Persistent link: https://www.econbiz.de/10003948949
Saved in:
4
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
Hammoudeh, Shawkat M.
;
Yuan, Yuan
;
McAleer, Michael
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
3
,
pp. 829-842
Persistent link: https://www.econbiz.de/10003873635
Saved in:
5
Measuring risk in environmental finance
Hoti, Suhejla
;
McAleer, Michael
;
Pauwels, Laurent L.
- In:
Journal of economic surveys
21
(
2007
)
5
,
pp. 970-998
Persistent link: https://www.econbiz.de/10003556396
Saved in:
6
Recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Journal of economic surveys
16
(
2002
)
3
,
pp. 245-269
Persistent link: https://www.econbiz.de/10001686256
Saved in:
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