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~person:"McAleer, Michael"
~person:"Yoon, Seong-min"
~subject:"ARCH-Modell"
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ARCH-Modell
Volatility
127
Volatilität
115
ARCH model
80
Theorie
75
Theory
75
Estimation
69
Schätzung
68
Welt
67
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67
Estimation theory
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English
81
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McAleer, Michael
Yoon, Seong-min
Gupta, Rangan
49
Ma, Feng
35
Teräsvirta, Timo
34
Chang, Chia-Lin
29
Conrad, Christian
27
Bouri, Elie
25
Caporale, Guglielmo Maria
22
Karanasos, Menelaos
22
Engle, Robert F.
20
Hafner, Christian M.
19
Caporin, Massimiliano
17
Hammoudeh, Shawkat
17
Allen, David E.
15
Salisu, Afees A.
15
Wei, Yu
15
Hamori, Shigeyuki
14
Herwartz, Helmut
14
Rahbek, Anders
14
Shephard, Neil G.
14
Tiwari, Aviral Kumar
14
Zhang, Yaojie
14
Meitz, Mika
13
Saikkonen, Pentti
13
Zagaglia, Paolo
13
Asai, Manabu
12
Kumar, Dilip
12
Rombouts, Jeroen V. K.
12
Serletis, Apostolos
12
Silvennoinen, Annastiina
12
Weber, Enzo
12
Ledoit, Olivier
11
Liang, Chao
11
Mensi, Walid
11
Miller, Stephen M.
11
Polasek, Wolfgang
11
Sheppard, Kevin
11
Spagnolo, Nicola
11
Wolf, Michael
11
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University of Canterbury / Dept. of Economics and Finance
8
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Working paper
28
Econometric Institute research papers
21
Energy economics
10
The North American journal of economics and finance : a journal of financial economics studies
5
International review of economics & finance : IREF
3
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2
Applied financial economics
1
Computational economics
1
Economia : revista da ANPEC
1
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1
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1
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1
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1
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
80
EconStor
1
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1
Measuring risk in environmental finance
Hoti, Suhejla
;
McAleer, Michael
;
Pauwels, Laurent L.
- In:
Journal of economic surveys
21
(
2007
)
5
,
pp. 970-998
Persistent link: https://www.econbiz.de/10003556396
Saved in:
2
Modelling environmental risk
Hoti, Suhejla
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002396335
Saved in:
3
An event study of Chinese tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011785180
Saved in:
4
Choosing expected shortfall over VaR in Basel III using stochastic dominance
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
-
2015
Persistent link: https://www.econbiz.de/10011432786
Saved in:
5
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: April 2017
Persistent link: https://www.econbiz.de/10011659228
Saved in:
6
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
7
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
8
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
9
The correct egularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668132
Saved in:
10
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
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