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subject:"Share price"
subject:"World"
~isPartOf:"Econometric Institute research papers"
~subject:"United States"
~type_genre:"Amtsdruckschrift"
~type_genre:"Arbeitspapier"
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Share price
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Estimation
65
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65
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19
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McAleer, Michael
27
Chang, Chia-Lin
11
Asai, Manabu
6
Dijk, Dick van
4
Medeiros, Marcelo C.
4
Tansuchat, Roengchai
4
Franses, Philip Hans
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Ravazzolo, Francesco
3
Chen, Chi-chung
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Dijk, Herman K. van
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Hammoudeh, Shawkat
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Khamkaew, Thanchanok
2
Martinet, Guillaume Gaetan
2
Paap, Richard
2
Allen, David E.
1
Aree Wiboonpongse
1
Bannouh, Karim
1
Baştürk, Nalan
1
Bruijn, Bert de
1
Caporin, Massimiliano
1
Chaovanapoonphol, Yaovarate
1
Chen, Li-Hsueh
1
Chen, Ping-Yu
1
Chu, LanFen
1
Frenk, Johannes G.
1
Groen, Jan J. J.
1
Groenen, Patrick J. F.
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Hafner, Christian M.
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Heij, Christiaan
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Ishida, Isao
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Jimenez-Martin, Juan-Angel
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Lim, Christine
1
Martens, Martin
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Oxley, Les
1
Oya, Kosuke
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Pérez Amaral, Teodosio
1
Roengchai Tansuchat
1
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Singh, Abhay Kumar
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536
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222
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111
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36
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36
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35
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35
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ECONIS (ZBW)
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1
Measuring the effect of perceived corruption on detention and incident risk : an empirical analysis
Knapp, Sabine
;
Franses, Philip Hans
;
Whitby, Bruce
-
2020
Persistent link: https://www.econbiz.de/10012432879
Saved in:
2
Stochastic levels and duration dependence in US unemployment
Bruijn, Bert de
;
Franses, Philip Hans
-
2015
Persistent link: https://www.econbiz.de/10011432575
Saved in:
3
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:
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
Coercive journal self citations, impact factor, journal influence and article influence
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10010354359
Saved in:
9
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
10
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
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