//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Documentos de Trabajo del ICAE"
~source:"repec"
~subject:"EGARCH"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Asymmetric Responses of Nomina...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
EGARCH
Asymmetry
4
Leverage
3
asymmetry
3
Existence
2
exchange rates
2
leverage
2
Asymptotic properties
1
Complex nonlinearmoving average process
1
Conditional volatility models
1
Contingent capital
1
Corporate risk taking
1
Credit risk
1
Diagnostic checking
1
Dynamic price integration
1
Equity markets
1
Firm size
1
GARCH
1
GJR
1
Global financial crisis
1
HAR
1
Hog prices
1
International tourist arrivals
1
Invertibility
1
Liquidity shock
1
Local covariates
1
Micro-market noise
1
Mixture models
1
News sentiment
1
Options
1
Quantiles
1
Random coefficient models
1
Realized range
1
Risk management
1
Stochastic process
1
Stock returns
1
Sub-prime crisis
1
Tourism
1
Tourism policy reform
1
Volatility
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
English
1
Author
All
Chang, Chia-Lin
1
McAleer, Michael
1
Institution
All
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Published in...
All
Documentos de Trabajo del ICAE
Econometric Institute Report
3
Econometric Institute Research Papers
3
International Journal of Economic Policy in Emerging Economies
1
KIER Working Papers
1
MPRA Paper
1
Mathematics and Computers in Simulation (MATCOM)
1
Working Papers / Hanken Svenska Handelshögskolan
1
Working Papers in Economics
1
more ...
less ...
Source
All
RePEc
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
Chang, Chia-Lin
;
McAleer, Michael
-
Facultad de Ciencias Económicas y Empresariales, …
-
2011
of conditional volatility are sensitive to the long memory in the conditional mean, to examine
asymmetry
and leverage in …
Persistent link: https://www.econbiz.de/10009141353
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->