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person:"McAleer, Michael"
~subject:"ARCH-Modell"
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Search: subject_exact:"Prognosemethode"
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ARCH-Modell
Forecasting model
119
Prognoseverfahren
119
Volatility
47
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47
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40
Risk measure
40
Estimation
38
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36
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28
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McAleer, Michael
Ma, Feng
56
Gupta, Rangan
42
Zhang, Yaojie
30
Liang, Chao
21
Wei, Yu
19
Wang, Yudong
18
Caporin, Massimiliano
17
Degiannakis, Stavros
15
Kumar, Dilip
15
Molnár, Peter
15
Ardia, David
13
Chen, Cathy W. S.
13
Wu, Xinyu
13
Lu, Xinjie
12
Nonejad, Nima
12
Paolella, Marc S.
12
Ñíguez, Trino-Manuel
12
Catania, Leopoldo
11
Liu, Jing
11
Lux, Thomas
11
Wang, Jiqian
11
Blazsek, Szabolcs
10
Bouri, Elie
10
Li, Yan
10
Trojani, Fabio
10
Wahab, M. I. M.
10
Audrino, Francesco
9
Barigozzi, Matteo
9
Engle, Robert F.
9
Hallin, Marc
9
McMillan, David G.
9
Mittnik, Stefan
9
Ravazzolo, Francesco
9
Salisu, Afees A.
9
Segnon, Mawuli
9
Wang, Lu
9
Bollerslev, Tim
8
Chlebus, Marcin
8
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8
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6
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2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
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1
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ECONIS (ZBW)
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It pays to violate : how effective are the Basel accord penalties in encouraging risk management?
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
- In:
Accounting and finance : journal of the Accounting …
52
(
2012
)
1
,
pp. 95-116
Persistent link: https://www.econbiz.de/10009512724
Saved in:
22
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
26
(
2012
)
4
,
pp. 736-751
Persistent link: https://www.econbiz.de/10009712816
Saved in:
23
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562979
Saved in:
24
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
25
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669311
Saved in:
26
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
27
Forecasting value-at-risk with a parsimonious Portfolio Spillover GARCH (PS-GARCH) model
McAleer, Michael
;
Da Veiga, Bernardo
- In:
Journal of forecasting
27
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10003738381
Saved in:
28
Scalar BEKK and indirect DCC
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of forecasting
27
(
2008
)
6
,
pp. 537-549
Persistent link: https://www.econbiz.de/10003761681
Saved in:
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