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ARCH model
69
ARCH-Modell
69
Volatility
40
Volatilität
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16
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McAleer, Michael
59
Chang, Chia-Lin
28
Asai, Manabu
8
Hafner, Christian M.
8
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6
Chen, Chi-chung
6
Tansuchat, Roengchai
6
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4
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4
Allen, David E.
3
Herwartz, Helmut
3
Chan, Felix
2
Chen, Ping-yu
2
Dijk, Dick van
2
Hammoudeh, Shawkat M.
2
Jimenez-Martin, Juan-Angel
2
Jiménez-Martín, Juan-Ángel
2
Lan Fen Chu
2
Maasoumi, Esfandiar
2
Martinet, Guillaume Gaetan
2
Powell, Robert
2
Roengchai Tansuchat
2
Singh, Abhay Kumar
2
Yuan, Yuan
2
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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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Econometrisch Instituut <Rotterdam>
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149
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143
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136
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135
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119
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74
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73
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70
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68
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67
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62
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59
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54
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53
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52
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52
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51
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50
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ECONIS (ZBW)
69
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1
Asymptotic theory for rotated multivariate
GARCH
models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
2
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:
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
Bayesian analysis of realized matrix-exponential
GARCH
models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
5
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:
6
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:
7
Theoretical and empirical differences between diagonal and full BEKK for risk management
Allen, David E.
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011734887
Saved in:
8
Stationarity and invertibility of a dynamic correlation matrix
McAleer, Michael
-
2017
-
Revised: September 2017
Persistent link: https://www.econbiz.de/10011734899
Saved in:
9
The fiction of full BEKK
Chang, Chia-Lin
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011823320
Saved in:
10
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:
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