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~language:"eng"
~person:"Kang, Wensheng"
~person:"McAleer, Michael"
~subject:"Kapitalmarktrendite"
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Kapitalmarktrendite
Volatility
63
Volatilität
61
Welt
45
World
45
ARCH model
39
ARCH-Modell
39
Forecasting model
33
Prognoseverfahren
33
USA
31
United States
31
Estimation
29
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29
Theory
29
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28
Time series analysis
27
Zeitreihenanalyse
27
Risikomaß
24
Risk measure
24
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Portfolio selection
20
Portfolio-Management
20
Börsenkurs
19
Capital market returns
19
Share price
19
Risk management
17
Modellierung
16
Risikomanagement
16
Scientific modelling
16
Spillover effect
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Spillover-Effekt
15
Stochastic process
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Stochastischer Prozess
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Kang, Wensheng
McAleer, Michael
Chang, Chia-Lin
6
Papanikolaou, Dimitris
6
Glabadanidis, Paskalis
5
Albuquerque, Rui
4
Alexeev, Vitali
4
Allen, David E.
4
Ilomäki, Jukka
4
Laurila, Hannu
4
Timmermann, Allan
4
Eichenbaum, Martin
3
Eichenbaum, Martin S.
3
Rebelo, Sérgio
3
Singh, Abhay Kumar
3
Tapon, Francis
3
Albuquerque, Rui A.
2
Alcock, Jamie
2
Andrikopoulos, P.
2
Ang, Clifford S.
2
Arx, Urs von
2
Asness, Cliff
2
Croce, Mariano M.
2
Dang, Huong
2
Elliott, Graham
2
Frazzini, Andrea
2
Gargano, Antonio
2
Gauthier, Laurent
2
Gregoriou, Greg N.
2
Grossman, Richard S.
2
Israel, Ronen
2
Kallinterakis, V.
2
Lambertides, Neophytos
2
Lin, Xiaoji
2
Pedersen, Lasse Heje
2
Pettenuzzo, Davide
2
Powell, Robert
2
Rabitsch, Katrin
2
Ratti, Ronald A.
2
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Econometric Institute research papers
11
Working paper
6
CAMA working paper series
1
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
1
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ECONIS (ZBW)
19
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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
The impact of oil price shocks on the US stock market : a note on the roles of US and non-US oil production
Kang, Wensheng
;
Ratti, Ronald A.
;
Vespignani, Joaquin
-
2017
Persistent link: https://www.econbiz.de/10011710753
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
Hedge fund portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Peiris, Shelton
; …
-
2014
Persistent link: https://www.econbiz.de/10011296524
Saved in:
6
European Market portfolio diversifcation strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10011296531
Saved in:
7
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
8
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
9
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
10
The impact of oil price shocks on the U.S. stock market : a note on the roles of U.S. and non-U.S. oil production
Kang, Wensheng
;
Ratti, Ronald A.
;
Vespignani, Joaquin
-
2016
Persistent link: https://www.econbiz.de/10011756478
Saved in:
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