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~language:"eng"
~person:"Galí, Jordi"
~person:"McAleer, Michael"
~subject:"Volatility"
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Volatility
Theorie
71
Theory
71
Volatilität
62
Estimation
46
Schätzung
45
Welt
41
World
41
Neoclassical synthesis
40
Neoklassische Synthese
40
USA
40
United States
40
ARCH model
39
ARCH-Modell
39
Geldpolitik
35
Monetary policy
35
Forecasting model
32
Prognoseverfahren
32
Business cycle
30
Konjunktur
30
Time series analysis
26
Zeitreihenanalyse
26
Risikomaß
24
Risk measure
24
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Schock
21
Shock
21
Arbeitsmarkt
20
Labour market
20
Portfolio selection
20
Portfolio-Management
20
Private consumption
19
Privater Konsum
19
Capital market returns
17
Kapitalmarktrendite
17
Risk management
17
Modellierung
16
Risikomanagement
16
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40
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Book / Working Paper
58
Article
6
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Arbeitspapier
56
Graue Literatur
56
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56
Working Paper
56
Article in journal
6
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6
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English
Undetermined
4
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Galí, Jordi
McAleer, Michael
Gupta, Rangan
32
Chang, Chia-Lin
22
Caporale, Guglielmo Maria
20
Pierdzioch, Christian
19
Chiarella, Carl
14
Gannon, Gerard L.
12
Mumtaz, Haroon
12
Spagnolo, Nicola
12
Caporin, Massimiliano
10
Diebold, Francis X.
10
Bollerslev, Tim
9
Guo, Hui
9
Härdle, Wolfgang
9
Miller, Stephen M.
9
Allen, David E.
8
Andersen, Torben
8
Asai, Manabu
8
Buch, Claudia M.
8
Farmer, Roger E. A.
8
Salisu, Afees A.
8
Theodoridis, Konstantinos
8
Weber, Enzo
8
Alòs, Elisa
7
Billio, Monica
7
Döpke, Jörg
7
Hammoudeh, Shawkat
7
Hautsch, Nikolaus
7
Siklos, Pierre L.
7
Timmermann, Allan
7
Xu, Yongdeng
7
Yu, Jun
7
Ҫepni, Oğuzhan
7
Bonato, Matteo
6
Clements, Kenneth W.
6
Dijk, Dick van
6
Fernández-Villaverde, Jesús
6
Gil-Alaña, Luis A.
6
Häfke, Christian
6
Laurent, Sébastien
6
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University of Canterbury / Dept. of Economics and Finance
8
Department of Economics and Finance, College of Business and Economics
2
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Working paper
39
Econometric Institute research papers
12
The North American journal of economics and finance : a journal of financial economics studies
3
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
3
Tourism economics : the business and finance of tourism and recreation
2
Working Papers in Economics
2
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / CEPR
1
International review of economics & finance : IREF
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ECONIS (ZBW)
62
RePEc
2
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64
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1
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
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:
4
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
5
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:
6
Machine news and volatility : the Dow Jones industrial average and the TRNA sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010242810
Saved in:
7
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
8
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
9
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
10
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
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