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~person:"McAleer, Michael"
~subject:"Schätzung"
~subject:"ARCH model"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Schätzung
ARCH model
Volatility
6
Volatilität
6
Risk management
4
ARCH-Modell
3
Financial crisis
3
Finanzkrise
3
Options
3
Portfolio selection
3
Portfolio-Management
3
Risikomanagement
3
Börsenkurs
2
Derivat
2
Derivative
2
Estimation
2
Exchange rate
2
Financial derivatives
2
Futures
2
Global financial crisis
2
Hedging
2
Option pricing theory
2
Optionspreistheorie
2
Risikomaß
2
Risk measure
2
Share price
2
Size effects
2
Spillover effect
2
Spillover-Effekt
2
Wechselkurs
2
12-Month variance futures
1
3-Month variance futures
1
Aggressive or conservative risk management strategies
1
Aktienindex
1
Ankündigungseffekt
1
Anlageverhalten
1
Announcement effect
1
Asymmetry
1
BEKK
1
Bank risk
1
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English
3
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McAleer, Michael
Gupta, Rangan
14
Kang, Sang Hoon
10
Mensi, Walid
9
Zhu, Huiming
7
Hau, Liya
6
Dai, Zhifeng
5
Pierdzioch, Christian
5
Salisu, Afees A.
5
Xuan Vinh Vo
5
Yoon, Seong-min
5
Al-Yahyaee, Khamis Hamed
4
Balcilar, Mehmet
4
Beckmann, Joscha
4
Chen, Mei-Ping
4
Jiang, Yong
4
Ur Rehman, Mobeen
4
Wu, Xinyu
4
Allen, David E.
3
Belke, Ansgar
3
Chang, Chia-Lin
3
Hammoudeh, Shawkat
3
Ji, Qiang
3
Kok Haur Ng
3
Lee, Chien-chiang
3
Lien, Da-hsiang Donald
3
Nonejad, Nima
3
Qiao, Gaoxiu
3
Su, Xianfang
3
Wohar, Mark E.
3
Yang, Chunpeng
3
Zhou, Liyun
3
Zhuang, Xintian
3
Adediran, Idris A.
2
Ahmed, Walid M. A.
2
Al Rababa'a, Abdel Razzaq
2
Al-Jarrah, Idries Mohammad Wanas
2
Caporin, Massimiliano
2
Chan, Kam C.
2
Chang, Kuang-Liang
2
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The North American journal of economics and finance : a journal of financial economics studies
Working paper
45
Econometric Institute research papers
24
Applied economics
5
School of Accounting, Finance and Economics & FEMARC working paper series
5
Energy economics
4
International review of economics & finance : IREF
4
Applied financial economics
3
Discussion paper / Tinbergen Institute
2
Tourism economics : the business and finance of tourism and recreation
2
Working papers in economics and econometrics
2
Computational economics
1
Economia : revista da ANPEC
1
Economics letters
1
Journal of economic surveys
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tinbergen Institute Discussion Paper
1
Working paper / Graduate Institute of International Studies
1
Working papers in quantitative economics and econometrics
1
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ECONIS (ZBW)
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1
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
2
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
3
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 519-534
Persistent link: https://www.econbiz.de/10010367563
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