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~language:"eng"
~person:"Billio, Monica"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
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ARCH-Modell
Volatility
66
Volatilität
63
Welt
43
World
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ARCH model
42
Theorie
39
Theory
39
Forecasting model
38
Prognoseverfahren
38
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Taiwan
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Bibliometrics
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Bibliometrie
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Spillover effect
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Capital market returns
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Stochastic process
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Stochastischer Prozess
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Basel Accord
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Billio, Monica
McAleer, Michael
Chang, Chia-Lin
15
Caporin, Massimiliano
9
Teräsvirta, Timo
9
Fang, Wen-shwo
8
Miller, Stephen M.
8
Weber, Enzo
8
Caporale, Guglielmo Maria
7
Conrad, Christian
7
Rombouts, Jeroen V. K.
7
Stavroyiannis, Stavros
7
Andersen, Torben
6
Bauwens, Luc
6
Silvennoinen, Annastiina
6
Xu, Yongdeng
6
Allen, David E.
5
Gupta, Rangan
5
Hafner, Christian M.
5
Mittnik, Stefan
5
Pelloni, Gianluigi
5
Polasek, Wolfgang
5
Asai, Manabu
4
Bollerslev, Tim
4
Chen, Chi-chung
4
Engle, Robert F.
4
Haas, Markus
4
Karanasos, Menelaos
4
Moore, Tomoe
4
Nelson, Daniel B.
4
Roengchai Tansuchat
4
Serletis, Apostolos
4
Shephard, Neil G.
4
Zarangas, Leonidas P.
4
Canarella, Giorgio
3
Christoffersen, Peter F.
3
Dhaene, Geert
3
Diebold, Francis X.
3
Frattarolo, Lorenzo
3
Guo, Hui
3
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University of Canterbury / Dept. of Economics and Finance
6
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Working paper
26
Econometric Institute research papers
9
The North American journal of economics and finance : a journal of financial economics studies
2
Working papers
2
School of Accounting, Finance and Economics & FEMARC working paper series
1
Tourism economics : the business and finance of tourism and recreation
1
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
1
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ECONIS (ZBW)
42
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1
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:
2
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:
3
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
4
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:
5
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
6
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
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
Networks in risk spillovers : a multivariate GARCH perspective
Billio, Monica
;
Caporin, Massimiliano
;
Frattarolo, Lorenzo
-
2020
Persistent link: https://www.econbiz.de/10012244841
Saved in:
9
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:
10
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
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