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~person:"McAleer, Michael"
~subject:"Volatilität"
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Volatilität
Volatility
108
Theorie
73
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73
ARCH-Modell
69
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68
Estimation theory
58
Schätztheorie
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McAleer, Michael
Gupta, Rangan
135
Pierdzioch, Christian
59
Caporale, Guglielmo Maria
50
Ma, Feng
48
Bahmani-Oskooee, Mohsen
46
Bouri, Elie
45
Hammoudeh, Shawkat
44
Chang, Chia-Lin
43
Tiwari, Aviral Kumar
36
Bollerslev, Tim
33
Lux, Thomas
32
Aizenman, Joshua
31
Mensi, Walid
30
Salisu, Afees A.
30
Wohar, Mark E.
30
Spagnolo, Nicola
29
Demirer, Rıza
28
Kang, Sang Hoon
26
Gil-Alaña, Luis A.
25
Hegerty, Scott W.
25
McMillan, David G.
23
Mumtaz, Haroon
23
Caporin, Massimiliano
22
Chiarella, Carl
22
Engle, Robert F.
22
Wang, Yudong
22
Allen, David E.
21
Wei, Yu
21
Balcilar, Mehmet
20
Shephard, Neil G.
20
Todorov, Viktor
20
Xuan Vinh Vo
20
Andersen, Torben
19
Apergēs, Nikolaos
19
Christensen, Bent Jesper
19
Diebold, Francis X.
19
Ji, Qiang
19
Yin, Libo
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Yoon, Seong-min
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University of Canterbury / Dept. of Economics and Finance
9
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40
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26
The North American journal of economics and finance : a journal of financial economics studies
6
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4
International review of economics & finance : IREF
4
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3
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2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
96
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31
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31
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
32
Modelling the relationship between crude oil and agricultural commodity prices
Duc Hong Vo
;
Tan Ngoc Vu
;
Anh The Vo
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011987133
Saved in:
33
Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10009771105
Saved in:
34
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
35
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:
36
Modeling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10009701639
Saved in:
37
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/10009701646
Saved in:
38
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562953
Saved in:
39
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
40
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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