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~isPartOf:"Working paper"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
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ARCH-Modell
Volatility
40
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30
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28
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26
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26
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McAleer, Michael
Chang, Chia-Lin
9
Caporin, Massimiliano
7
Roengchai Tansuchat
5
Chen, Chi-chung
4
Guo, Hui
3
Asai, Manabu
2
Baillie, Richard
2
Chen, Ping-yu
2
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Lan Fen Chu
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2
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Allen, David E.
1
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1
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1
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1
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1
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1
Chan, Felix
1
Chang, Chia-lin
1
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1
Coudert, Virginie
1
Gabrisch, Hubert
1
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1
Giurda, Francesco
1
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1
Hafner, Christian M.
1
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Han, Young Wook
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1
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1
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1
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University of Canterbury / Dept. of Economics and Finance
8
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Working paper
Econometric Institute research papers
21
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3
The North American journal of economics and finance : a journal of financial economics studies
3
International review of economics & finance : IREF
2
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1
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1
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1
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1
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1
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
28
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28
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date (oldest first)
1
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
2
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
3
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
Saved in:
4
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
5
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
6
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701646
Saved in:
7
How volatile is ENSO for global greenhouse gas emissions
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2012
Persistent link: https://www.econbiz.de/10009624310
Saved in:
8
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:
9
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
10
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
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