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~language:"eng"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Forecasting model"
~subject:"International tourism"
~subject:"United States"
~type_genre:"Article in journal"
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ARCH-Modell
Forecasting model
International tourism
United States
Theorie
81
Theory
81
Volatility
73
Volatilität
73
ARCH model
49
Estimation
40
Schätzung
39
Time series analysis
37
Zeitreihenanalyse
37
Estimation theory
35
Schätztheorie
35
Stochastic process
31
Stochastischer Prozess
31
Prognoseverfahren
25
Börsenkurs
22
Portfolio selection
22
Portfolio-Management
22
Share price
22
USA
22
Welt
22
World
22
Risikomaß
19
Risk measure
19
Capital income
18
Kapitaleinkommen
18
Risk management
17
Risikomanagement
16
Commodity derivative
13
Rohstoffderivat
13
Financial crisis
12
Finanzkrise
12
Spillover effect
12
Spillover-Effekt
12
Basel Accord
11
Basler Akkord
11
Correlation
11
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19
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13
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Article
94
Book / Working Paper
1
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Article in journal
Working Paper
255
Arbeitspapier
251
Graue Literatur
248
Non-commercial literature
248
Aufsatz in Zeitschrift
95
Aufsatz im Buch
6
Book section
6
Collection of articles of several authors
2
Sammelwerk
2
Systematic review
1
Übersichtsarbeit
1
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Language
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English
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McAleer, Michael
Gupta, Rangan
267
Cebula, Richard J.
176
Bahmani-Oskooee, Mohsen
132
Wohar, Mark E.
108
Neumark, David
104
Viscusi, W. Kip
99
Uri, Noel Dean
97
Ma, Feng
96
Pierdzioch, Christian
96
Poterba, James M.
94
Gil-Alaña, Luis A.
89
Franses, Philip Hans
87
Gruber, Jonathan
87
McMillan, David G.
84
Baghestani, Hamid
80
Madura, Jeff
80
Partridge, Mark D.
80
Glaeser, Edward L.
78
Clements, Michael P.
77
Krueger, Alan B.
77
Serletis, Apostolos
77
Payne, James E.
74
Auerbach, Alan J.
73
Burkhauser, Richard V.
73
Heckman, James J.
72
Apergēs, Nikolaos
70
Cutler, David M.
70
Feldstein, Martin S.
70
Jorgenson, Dale Weldeau
69
Sirmans, Clemon F.
69
Card, David E.
68
Mixon, Franklin G.
68
Mishra, Ashok K.
67
Timmermann, Allan
67
Audretsch, David B.
65
Slemrod, Joel
65
Wang, Yudong
65
Bouri, Elie
64
Narayan, Paresh Kumar
64
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Published in...
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Journal of economic surveys
8
Econometric reviews
6
International review of economics & finance : IREF
6
Journal of econometrics
6
Journal of risk and financial management : JRFM
6
Journal of forecasting
5
Applied economics
4
Econometrics : open access journal
4
Energy economics
4
International journal of forecasting
4
Tourism economics : the business and finance of tourism and recreation
4
Econometric theory
3
Risks : open access journal
3
The North American journal of economics and finance : a journal of financial economics studies
3
Tourism management : research, policies, practice
3
Applied financial economics
2
Economics letters
2
Finance research letters
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
1
Bulletin of economic research
1
Computational economics
1
Economia : revista da ANPEC
1
International Journal of Financial Studies : open access journal
1
International journal of hospitality management
1
Journal of applied econometrics
1
Journal of macroeconomics
1
Journal of time series econometrics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Managerial finance
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
The econometrics journal
1
The journal of futures markets
1
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ECONIS (ZBW)
95
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61
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
- In:
The Korean economic review
50
(
2009
)
2
,
pp. 241-267
Persistent link: https://www.econbiz.de/10003926815
Saved in:
62
Estimating the impact of avian flu on international tourism demand using panel data
Kuo, Hsiao-i
;
Chang, Chia-Lin
;
Huang, Bing-wen
;
Chen, …
- In:
Tourism economics : the business and finance of tourism …
15
(
2009
)
3
,
pp. 501-511
Persistent link: https://www.econbiz.de/10003877856
Saved in:
63
Forecasting h(m)otel guest nights in New Zealand
Lim, Christine
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International journal of hospitality management
28
(
2009
)
2
,
pp. 228-235
Persistent link: https://www.econbiz.de/10003827272
Saved in:
64
Linear and nonlinear causality between changes in consumption and consumer attitudes
Qiao, Zhuo
;
McAleer, Michael
;
Wong, Wing Keung
- In:
Economics letters
102
(
2009
)
3
,
pp. 161-164
Persistent link: https://www.econbiz.de/10003833040
Saved in:
65
Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
66
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
Hammoudeh, Shawkat M.
;
Yuan, Yuan
;
McAleer, Michael
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
3
,
pp. 829-842
Persistent link: https://www.econbiz.de/10003873635
Saved in:
67
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
Saved in:
68
An alternative approach to estimating demand : neural network regression with conditional volatility for high frequency air passenger arrivals
Medeiros, Marcelo C.
;
McAleer, Michael
;
Slottje, Daniel …
- In:
Journal of econometrics
147
(
2008
)
2
,
pp. 372-383
Persistent link: https://www.econbiz.de/10003809387
Saved in:
69
Forecasting value-at-risk with a parsimonious Portfolio Spillover GARCH (PS-GARCH) model
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003738381
Saved in:
70
Modelling income effects on long and short haul international travel from Japan
Lim, Christine
;
Min, Jennifer C. H.
;
McAleer, Michael
- In:
Tourism management : research, policies, practice
29
(
2008
)
6
,
pp. 1099-1109
Persistent link: https://www.econbiz.de/10003775872
Saved in:
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