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~isPartOf:"Computational economics"
~isPartOf:"Econometric Institute research papers"
~person:"Belke, Ansgar"
~person:"McAleer, Michael"
~subject:"ARCH model"
~subject:"Schätzung"
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ARCH model
Schätzung
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Belke, Ansgar
McAleer, Michael
Franses, Philip Hans
12
Chang, Chia-Lin
11
Asai, Manabu
9
Hafner, Christian M.
7
Allen, David E.
5
Dijk, Dick van
5
Chen, Cathy W. S.
4
Singh, Abhay Kumar
4
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3
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3
Herwartz, Helmut
3
Paap, Richard
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Powell, Robert
3
Ravazzolo, Francesco
3
Bianchi, Michele Leonardo
2
Fabozzi, Frank J.
2
Ftiti, Zied
2
Jawadi, Fredj
2
Li, Yushu
2
Medeiros, Marcelo C.
2
Péguin-Feissolle, Anne
2
Songsak Sriboonchitta
2
Tiwari, Aviral Kumar
2
Afuecheta, Emmanuel
1
Andersson, Fredrik N. G.
1
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1
Arce, Paola
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1
Belanès, Amél
1
Belkacem, Lotfi
1
Belkhouja, Mustapha
1
Bhaghoe, Sailesh
1
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Computational economics
Econometric Institute research papers
Working paper
47
Applied economics
9
Ruhr economic papers
6
The North American journal of economics and finance : a journal of financial economics studies
6
Empirica : journal of european economics
5
Energy economics
5
International review of economics & finance : IREF
5
School of Accounting, Finance and Economics & FEMARC working paper series
5
Applied financial economics
3
Discussion paper series / IZA
3
Working papers / Department of Economics, University of Vienna
3
Applied economics quarterly
2
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2
International economics and economic policy : IEEP
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Tourism economics : the business and finance of tourism and recreation
2
Working papers in economics and econometrics
2
Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,
1
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
1
Cuadernos de economía
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Discussion paper / Ruhr-Universität Bochum, Fakultät für Wirtschaftswissenschaft
1
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1
Economia : revista da ANPEC
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Economics letters
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1
Hohenheimer Diskussionsbeiträge
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of economics and finance
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of economic surveys
1
Metroeconomica : international review of economics
1
Review of development economics
1
Review of economics
1
Review of international economics
1
Review of world economics
1
Tinbergen Institute Discussion Paper
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
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1
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2015
Persistent link: https://www.econbiz.de/10011432600
Saved in:
2
An event study of Chinese tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011785180
Saved in:
3
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
4
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: April 2017
Persistent link: https://www.econbiz.de/10011659228
Saved in:
5
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
6
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
7
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
8
The correct egularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668132
Saved in:
9
The fiction of full BEKK
Chang, Chia-Lin
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011823320
Saved in:
10
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
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