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~accessRights:"free"
~isPartOf:"Econometric Institute research papers"
~language:"eng"
~person:"McAleer, Michael"
~person:"Van Reenen, John"
~subject:"Schätzung"
~type:"book"
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Schätzung
Volatility
72
Volatilität
72
ARCH model
59
ARCH-Modell
59
Estimation
38
USA
38
United States
38
Welt
38
World
38
Forecasting model
33
Prognoseverfahren
33
Time series analysis
30
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30
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27
Risk measure
27
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26
Kapitalmarktrendite
26
Portfolio selection
25
Portfolio-Management
25
Spillover effect
25
Spillover-Effekt
25
Theorie
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Theory
25
Bibliometrics
20
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Taiwan
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Scientific modelling
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Basel Accord
15
Basler Akkord
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Commodity derivative
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Rohstoffderivat
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Börsenkurs
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Arbeitspapier
38
Graue Literatur
38
Non-commercial literature
38
Working Paper
38
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English
Author
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McAleer, Michael
Van Reenen, John
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
1
Boer, Paul M. C. de
1
Bruijn, Bert de
1
Camehl, Annika
1
Caporin, Massimiliano
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.
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Econometric Institute research papers
Discussion paper / Tinbergen Institute
18
Working paper
16
Discussion paper
12
NBER Working Paper
10
NBER working paper series
10
Tinbergen Institute Discussion Paper
7
Working paper / National Bureau of Economic Research, Inc.
7
Discussion paper series / IZA
4
IFS working paper
3
IZA Discussion Paper
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Discussion papers / Stanford Institute for Economic Policy Research
2
IFS working paper series
2
IZA Discussion Papers
2
Working papers / Harvard Business School, Division of Research
2
2007 Kauffman Symposium on Entrepreneurship and Innovation Data
1
CEP occasional papers / Centre for Economic Performance, London School of Economics and Political Science
1
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Centre for Climate Change Economics and Policy working paper
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FEEM Working Paper
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Grantham Research Institute on Climate Change and the Environment working paper
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IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
1
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1
IFS Working Papers
1
INSEAD Working Paper
1
Nota di Lavoro
1
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1
Working papers / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
38
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1
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:
2
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:
3
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
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
On the Invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010438059
Saved in:
6
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010438068
Saved in:
7
A tourism condition index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359784
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
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:
10
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009755013
Saved in:
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