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~isPartOf:"Accounting and finance : journal of the Accounting Association of Australia and New Zealand"
~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Chen, Cathy W. S."
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Volatility"
~type_genre:"Article in journal"
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ARCH-Modell
Volatility
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2
Prognoseverfahren
2
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ARCH model
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Bank risk
1
Bankrisiko
1
Basel Accord
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Chen, Cathy W. S.
McAleer, Michael
Zhang, Jin E.
9
Daigler, Robert T.
7
Bali, Turan G.
5
Ederington, Louis H.
5
Lai, Yu-Sheng
5
Simon, David P.
5
Wang, George H. K.
5
Huang, Zhuo
4
Liu, Zhangxin
4
O'Neill, Michael J.
4
Xu, Caihong
4
Agarwalla, Sobhesh Kumar
3
Chan, Wing Hong
3
Chatrath, Arjun
3
Chen, Zhiyao
3
Chou, Robin K.
3
Elder, John
3
Fonseca, José da
3
Fung, Joseph K. W.
3
Gauthier, Geneviève
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Gray, Philip K.
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Guan, Wei
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Hung, Mao-Wei
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Shu, Jinghong
3
Tse, Yiuman
3
Wang, Tianyi
3
Wang, Zhiguang
3
Zhang, Hua
3
Arisoy, Yakup Eser
2
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
The journal of futures markets
Econometric reviews
13
Journal of econometrics
10
The North American journal of economics and finance : a journal of financial economics studies
8
Computational economics
5
International journal of forecasting
5
Journal of economic surveys
5
Journal of forecasting
5
Journal of risk and financial management : JRFM
5
Econometrics : open access journal
4
Energy economics
4
International review of economics & finance : IREF
4
Econometric theory
3
Finance research letters
3
Tourism economics : the business and finance of tourism and recreation
3
Applied economics
2
Applied financial economics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Risks : open access journal
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The econometrics journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Annals of financial economics
1
Economia : revista da ANPEC
1
Economics letters
1
International Journal of Financial Studies : open access journal
1
International journal of economic theory
1
International journal of finance & economics : IJFE
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics & business
1
Journal of time series econometrics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Managerial finance
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
The Korean economic review
1
The journal of risk model validation
1
Tourism management : research, policies, practice
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1
Forecasting the volatility of Nikkei 225 futures
Asai, Manabu
;
McAleer, Michael
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1141-1152
Persistent link: https://www.econbiz.de/10011951006
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
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