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~isPartOf:"Econometric Institute research papers"
~language:"eng"
~person:"McAleer, Michael"
~subject:"Kapitalmarktrendite"
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Kapitalmarktrendite
Volatility
12
Volatilität
12
Capital market returns
11
ARCH model
9
ARCH-Modell
9
Taiwan
8
USA
7
United States
7
China
5
Industrie
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Manufacturing industries
5
Portfolio selection
5
Portfolio-Management
5
Spillover effect
5
Spillover-Effekt
5
Time series analysis
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Zeitreihenanalyse
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Aktienindex
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Aktienmarkt
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Causality analysis
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Hedging
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Kausalanalyse
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Stock index
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Stock market
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English
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McAleer, Michael
Chang, Chia-Lin
5
Ilomäki, Jukka
4
Laurila, Hannu
4
Lambertides, Neophytos
2
Savva, Christos S.
2
Zopiatis, Anastasios
2
Allen, David E.
1
Asai, Manabu
1
Hsu, Hui-Kuang
1
Hsu, Shu-Han
1
Powell, Robert
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Singh, Abhay Kumar
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Wang, Yu-Ann
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ECONIS (ZBW)
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Tourism stocks in times of crises : an econometric investigation of unexpected non-macroeconomic factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668137
Saved in:
2
Tourism stocks in times of crises : an econometric investigation of non-macro factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2016
Persistent link: https://www.econbiz.de/10011823329
Saved in:
3
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:
4
A tourism financial conditions index for tourism finance
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2017
-
Revised: August 2017
Persistent link: https://www.econbiz.de/10011734895
Saved in:
5
Market timing with moving averages for fossil fuel and renewable energy stocks
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920543
Saved in:
6
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
7
Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
-
Revised: December 2016
Persistent link: https://www.econbiz.de/10011631784
Saved in:
8
Market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
-
Revised: June 2018
Persistent link: https://www.econbiz.de/10011915058
Saved in:
9
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
10
Simple market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011863543
Saved in:
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