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subject:"Estimation"
subject:"Zeitreihenanalyse"
~person:"McAleer, Michael"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz im Buch"
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Estimation
Zeitreihenanalyse
Schätzung
89
Volatility
47
Volatilität
47
ARCH model
29
ARCH-Modell
29
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26
Prognoseverfahren
26
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24
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12
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11
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11
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11
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7
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7
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7
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7
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Aufsatz im Buch
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89
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English
89
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McAleer, Michael
Caporale, Guglielmo Maria
186
Belke, Ansgar
171
Wagner, Joachim
154
Gil-Alaña, Luis A.
136
Schneider, Friedrich
103
Pesaran, M. Hashem
98
Schnabel, Claus
95
Berg, Gerard J. van den
85
Addison, John T.
79
Buch, Claudia M.
79
Ours, Jan C. van
77
Winter-Ebmer, Rudolf
77
Heckman, James J.
72
Lechner, Michael
72
Marcellino, Massimiliano
69
Riphahn, Regina T.
69
Woessmann, Ludger
69
Fitzenberger, Bernd
68
Nunnenkamp, Peter
66
Härdle, Wolfgang
65
Rose, Andrew
65
Bauer, Thomas K.
64
Egger, Peter
64
Kaiser, Ulrich
64
Puhani, Patrick A.
64
Blundell, Richard W.
62
Görg, Holger
62
Van Reenen, John
62
Gupta, Rangan
61
Rycx, François
61
Fritsch, Michael
60
Dreher, Axel
57
Schmidt, Christoph M.
57
Dreger, Christian
56
Salvanes, Kjell G.
55
Cheung, Yin-Wong
54
Jenkins, Stephen
54
Pierdzioch, Christian
54
Tansel, Aysıt
53
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University of Canterbury / Dept. of Economics and Finance
5
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Econometric Institute research papers
38
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26
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18
School of Accounting, Finance and Economics & FEMARC working paper series
4
Working papers in economics and econometrics
2
Handbook of applied econometrics and statistical inference
1
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ECONIS (ZBW)
89
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61
Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877109
Saved in:
62
What happened to risk management during the 2008 - 09 financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
-
2009
Persistent link: https://www.econbiz.de/10003877129
Saved in:
63
How volatile is ENSO?
Chu, LanFen
;
McAleer, Michael
;
Chen, Chi-chung
-
2009
Persistent link: https://www.econbiz.de/10003877146
Saved in:
64
Modelling long memory volatility in agricultural commodity futures returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003909568
Saved in:
65
Precious metals-exchange rate volatility transmissions and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
; …
-
2009
Persistent link: https://www.econbiz.de/10003910288
Saved in:
66
Forecasting realized volatility with linear and nonlinear models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2009
Persistent link: https://www.econbiz.de/10003910296
Saved in:
67
A panel threshold model of tourism specialization and economic development
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910507
Saved in:
68
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910516
Saved in:
69
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
70
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
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