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~person:"Hafner, Christian M."
~person:"McAleer, Michael"
~type_genre:"Non-commercial literature"
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Search: subject:"conditional heteroskedasticity"
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Hafner, Christian M.
McAleer, Michael
Chang, Chia-Lin
51
Bauwens, Luc
30
Caporale, Guglielmo Maria
28
Teräsvirta, Timo
26
Gupta, Rangan
24
Rombouts, Jeroen V. K.
23
Caporin, Massimiliano
19
Engle, Robert F.
19
Herwartz, Helmut
18
Paolella, Marc S.
18
Linton, Oliver
16
Saikkonen, Pentti
16
Allen, David E.
15
Asai, Manabu
15
Conrad, Christian
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Silvennoinen, Annastiina
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Wolf, Michael
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Laurent, Sébastien
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13
Spagnolo, Nicola
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Zakoïan, Jean-Michel
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12
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12
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12
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11
Hansen, Peter Reinhard
11
Meitz, Mika
11
Polasek, Wolfgang
11
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11
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10
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10
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4
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71
The impact of China on stock return and volatility
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010354381
Saved in:
72
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/10009724114
Saved in:
73
How volatile is ENSO for global greenhouse gas emissions and the global economy?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2013
Persistent link: https://www.econbiz.de/10009724118
Saved in:
74
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
75
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619553
Saved in:
76
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:
77
How volatile is ENSO for global greenhouse gas emissions and the global economy?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2012
Persistent link: https://www.econbiz.de/10010360665
Saved in:
78
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10010360672
Saved in:
79
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
80
Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
;
Lim, Christine
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619355
Saved in:
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