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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Working paper"
~person:"Buch, Claudia M."
~person:"Coudert, Virginie"
~person:"McAleer, Michael"
~subject:"Schätzung"
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Schätzung
Volatility
66
Volatilität
66
ARCH model
50
ARCH-Modell
50
Welt
39
World
39
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34
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34
Estimation
32
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32
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Buch, Claudia M.
Coudert, Virginie
McAleer, Michael
Mumtaz, Haroon
23
Kapetanios, George
18
Chang, Chia-Lin
14
Franses, Philip Hans
14
Theodoridis, Konstantinos
9
Fontagné, Lionel
7
Karanassou, Marika
7
Österholm, Pär
7
Bénassy-Quéré, Agnès
6
Neely, Christopher J.
6
Sala, Hector
6
Chortareas, Georgios E.
5
Escribano, Álvaro
5
Guo, Hui
5
Lahrèche-Révil, Amina
5
Poncet, Sandra
5
Theophilopoulou, Angeliki
5
Thornton, Daniel L.
5
Allen, David E.
4
Białkowski, Je̜drzej
4
Clark, Andrew E.
4
Giraitis, Liudas
4
Havrylchyk, Olena
4
Kiss, Tamás
4
Mayer, Thierry
4
Nguyen, Hoang
4
Owyang, Michael T.
4
Qin, Duo
4
Savickas, Robert
4
Shan, Jordan Z.
4
Ajevskis, Viktors
3
Albis, Hippolyte d’
3
Apouey, Bénédicte H.
3
Asai, Manabu
3
Blazsek, Szabolcs
3
Boubtane, Ekrame
3
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3
Coulibaly, Dramane
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University of Canterbury / Dept. of Economics and Finance
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17
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5
School of Accounting, Finance and Economics & FEMARC working paper series
4
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3
International review of economics & finance : IREF
3
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2
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2
The North American journal of economics and finance : a journal of financial economics studies
2
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1
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1
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Osterweiterung der EU : 65. Wissenschaftliche Tagung der Arbeitsgemeinschaft deutscher wirtschaftswissenschaftlicher Forschungsinstitute am 25. und 26. April 2002
1
Review of international economics
1
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1
Revue économique : revue bimestrielle
1
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Tourism economics : the business and finance of tourism and recreation
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University of Tübingen working papers in economics and finance
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
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ECONIS (ZBW)
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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
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
3
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
4
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
5
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
6
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
7
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
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/10009723145
Saved in:
9
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
10
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
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