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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric Institute research papers"
~person:"Bruijn, Bert de"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
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Estimation
Zeitreihenanalyse
Schätzung
39
Volatility
21
Volatilität
21
ARCH model
15
ARCH-Modell
15
USA
15
United States
15
Forecasting model
11
Prognoseverfahren
11
Welt
10
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10
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Börsenkurs
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Share price
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International tourism
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Internationaler Tourismus
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Risikomaß
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Risk measure
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Time series analysis
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Commodity derivative
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Modellierung
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Rohstoffderivat
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Scientific modelling
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Taiwan
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Capital market returns
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Kapitalmarktrendite
4
Oil price
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Ölpreis
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Capital income
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Demand
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Economic indicator
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Exchange rate risk
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Factor analysis
3
Faktorenanalyse
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Financial crisis
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Finanzkrise
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Kapitaleinkommen
3
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39
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English
39
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Bruijn, Bert de
McAleer, Michael
Pierdzioch, Christian
Chang, Chia-Lin
19
Franses, Philip Hans
19
Asai, Manabu
6
Dijk, Dick van
5
Medeiros, Marcelo C.
4
Paap, Richard
4
Tansuchat, Roengchai
4
Dijk, Herman K. van
3
Khamkaew, Thanchanok
3
Ravazzolo, Francesco
3
Allen, David E.
2
Chen, Chi-chung
2
Hafner, Christian M.
2
Hammoudeh, Shawkat
2
Hsu, Hui-Kuang
2
Jimenez-Martin, Juan-Angel
2
Martinet, Guillaume Gaetan
2
Oxley, Les
2
Pérez Amaral, Teodosio
2
Singh, Abhay Kumar
2
Aree Wiboonpongse
1
Bannouh, Karim
1
Baştürk, Nalan
1
Bhaghoe, Sailesh
1
Bodeutsch, Denice
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Boer, Paul M. C. de
1
Camehl, Annika
1
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1
Chan, Felix
1
Chaovanapoonphol, Yaovarate
1
Chen, Li-Hsueh
1
Chen, Ping-Yu
1
Chu, LanFen
1
Fok, Dennis
1
Frenk, Johannes G.
1
Giordani, Paolo
1
Groen, Jan J. J.
1
Groenen, Patrick J. F.
1
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Econometric Institute research papers
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26
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19
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18
Kieler Arbeitspapiere
18
The North American journal of economics and finance : a journal of financial economics studies
7
Department of Economics working paper series
6
Applied economics
5
Applied economics letters
5
Finance research letters
5
Econometric reviews
4
International review of economics & finance : IREF
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Applied financial economics
3
Journal of econometrics
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3
The European journal of finance
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Finmap working paper
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International economics and economic policy : IEEP
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International journal of forecasting
2
International review of financial analysis
2
Journal of forecasting
2
Journal of macroeconomics
2
Risks : open access journal
2
Swiss journal of economics and statistics
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The econometrics journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Working papers in economics and econometrics
2
Advances in macroeconometric modeling : papers and proceedings of the 4th IWH Workshop in Macroeconometrics
1
Applied economics quarterly
1
Applied financial economics letters
1
Behavioral Finance and Asset Prices : The Influence of Investor's Emotions
1
Bundesbank Series 1 Discussion Paper
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Bundesbank Series 2 Discussion Paper
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CESifo Working Paper Series
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ECONIS (ZBW)
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1
Stochastic levels and duration dependence in US unemployment
Bruijn, Bert de
;
Franses, Philip Hans
-
2015
Persistent link: https://www.econbiz.de/10011432575
Saved in:
2
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2015
Persistent link: https://www.econbiz.de/10011432600
Saved in:
3
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432732
Saved in:
4
On the Invertibility of EGARCH(p,q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2015
-
Revised: February 2015
Persistent link: https://www.econbiz.de/10011346214
Saved in:
5
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
Saved in:
6
On the Invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010438059
Saved in:
7
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010438068
Saved in:
8
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359773
Saved in:
9
A tourism condition index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359784
Saved in:
10
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009755013
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