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~language:"eng"
~person:"McAleer, Michael"
~subject:"China"
~subject:"Estimation"
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China
Estimation
Volatility
59
Volatilität
57
ARCH model
39
ARCH-Modell
39
Welt
39
World
39
Forecasting model
32
Prognoseverfahren
32
Theorie
29
Theory
29
Schätzung
28
Time series analysis
26
Zeitreihenanalyse
26
Risikomaß
24
Risk measure
24
USA
23
United States
23
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Portfolio selection
20
Portfolio-Management
20
Capital market returns
17
Kapitalmarktrendite
17
Risk management
17
Modellierung
16
Risikomanagement
16
Scientific modelling
16
Spillover effect
15
Spillover-Effekt
15
Stochastic process
15
Stochastischer Prozess
15
Eigenfactor
14
Basel Accord
12
C3PO
12
PI-BETA
12
Ranking method
12
Ranking-Verfahren
12
h-index
12
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Free
22
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Book / Working Paper
35
Article
2
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Arbeitspapier
34
Graue Literatur
34
Non-commercial literature
34
Working Paper
34
Article in journal
2
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2
Language
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English
Author
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McAleer, Michael
Caporale, Guglielmo Maria
58
Wu, Yanrui
46
Wagner, Joachim
43
Gupta, Rangan
39
Tyers, Rodney
38
Gil-Alaña, Luis A.
36
Smyth, Russell
36
Matthews, Kent
28
Döpke, Jörg
26
Groenewold, Nicolaas
25
Pierdzioch, Christian
25
Minford, Patrick
23
Weber, Enzo
23
Krug, Barbara
22
Salvanes, Kjell G.
22
Fritsch, Michael
21
Görg, Holger
21
Hayo, Bernd
21
Chang, Chia-Lin
20
Galí, Jordi
17
Hess, Gregory D.
17
Huber, Florian
17
Merkl, Christian
17
Oxley, Les
17
Czarnitzki, Dirk
16
Dreger, Christian
16
Kaiser, Ulrich
16
Laurenceson, James
16
Stulz, René M.
16
Bauer, Thomas K.
15
Belke, Ansgar
15
Chen, Anping
15
Ding, Sai
15
Fischer, Manfred M.
15
Girma, Sourafel
15
Guariglia, Alessandra
15
Meenagh, David
15
Pesaran, M. Hashem
15
Song, Lina
15
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University of Canterbury / Dept. of Economics and Finance
4
Department of Economics and Finance, College of Business and Economics
1
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Working paper
28
Econometric Institute research papers
6
The North American journal of economics and finance : a journal of financial economics studies
1
Tourism economics : the business and finance of tourism and recreation
1
Working Papers in Economics
1
Source
All
ECONIS (ZBW)
36
RePEc
1
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1
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
2
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
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
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
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
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
8
The impact of China on stock returns and volatility in the Taiwan tourism industry
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010188543
Saved in:
9
Coercive journal self-citations, impact factor, journal Influence and article influence
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009723145
Saved in:
10
Volatility spillovers from the Chinese stock market to economic neighbours
Allena, David E.
;
Amrama, Ron
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413631
Saved in:
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