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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~person:"Chang, Tsangyao"
~person:"McAleer, Michael"
~subject:"Schätzung"
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Zeitreihenanalyse
Schätzung
Estimation
4
Volatility
2
Volatilität
2
1980-1997
1
1996-2009
1
Börsenkurs
1
Capital income
1
EU countries
1
EU-Staaten
1
East Asia
1
Entropie
1
Entropy
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Forecasting model
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Nichtparametrisches Verfahren
1
Nonparametric statistics
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Optimum currency area
1
Option pricing theory
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Optionspreistheorie
1
Ostasien
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Prognoseverfahren
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Regression analysis
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Regressionsanalyse
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Risikomaß
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Risk measure
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Schock
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Simulation
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Stochastic process
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Zimmermann, Klaus F.
Chang, Tsangyao
McAleer, Michael
Allen, David E.
18
Singh, Abhay Kumar
5
Powell, Robert
4
Imbarine Bujang
2
Kramadibrata, Akhmad R.
2
Satō, Kiyotaka
2
Scharth, Marcel
2
Soucik, Victor
2
Zhang, Zhaoyong
2
Amporn Soongswang
1
Chandra, M.
1
Djajadikerta, Hadrian
1
Gao, Jiti
1
Ho, Chia-cheng
1
Kok Haur Ng
1
Lee, Chin-Chuan
1
Lin, Chien-ting
1
Mapfumba, Tinashe
1
Masih, Abdul Mansur M.
1
Masih, Rumi
1
Nartea, Gilbert V.
1
Peiris, Shelton
1
Shareef, Riaz
1
Taco, Paul
1
Vu Tran
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Wongsaart, Pipat
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School of Accounting, Finance and Economics & FEMARC working paper series
Econometric Institute research papers
38
Applied economics letters
33
Working paper
26
Discussion paper / Tinbergen Institute
18
Discussion paper series / IZA
16
Applied economics
11
The empirical economics letters : a monthly international journal of economics
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8
IZA Discussion Paper
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Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
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International review of economics & finance : IREF
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Econometric reviews
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International journal of economics
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Applied economics quarterly
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Applied financial economics
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Diskussionspapiere / Deutsches Institut für Wirtschaftsforschung
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Economic modelling
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Economic systems
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GLO discussion paper
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International journal of finance & economics : IJFE
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Japan and the world economy : international journal of theory and policy
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Journal of econometrics
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Journal of risk and financial management : JRFM
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DIW Berlin Discussion Paper
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Defence and peace economics
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IZA journal of migration : IZAJOM
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International journal of forecasting
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International journal of manpower
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Iranian economic review : journal of University of Tehran
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Journal of macroeconomics
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Risks : open access journal
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Romanian journal of economic forecasting
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The Indian journal of economics
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The Japanese economic review : the journal of the Japanese Economic Association
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The North American journal of economics and finance : a journal of financial economics studies
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The South African journal of economics
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The econometrics journal
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ECONIS (ZBW)
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Pricing options by simulation using realized volatility
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2009
Persistent link: https://www.econbiz.de/10003869596
Saved in:
2
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
3
A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009711717
Saved in:
4
Towards an East Asian monetary union : an econometrics analysis of shocks
Satō, Kiyotaka
(
contributor
);
Zhang, Zhaoyong
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003129624
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