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~isPartOf:"Working paper"
~person:"Buch, Claudia M."
~person:"McAleer, Michael"
~source:"econis"
~subject:"Prognoseverfahren"
~subject:"Schätzung"
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Prognoseverfahren
Schätzung
Volatility
40
Volatilität
40
Welt
30
World
30
ARCH model
28
ARCH-Modell
28
Estimation
26
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English
43
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Buch, Claudia M.
McAleer, Michael
Kapetanios, George
27
Mumtaz, Haroon
24
Chang, Chia-Lin
16
Theodoridis, Konstantinos
10
Escribano, Álvaro
9
Guo, Hui
9
Österholm, Pär
9
Guidolin, Massimo
8
Carriero, Andrea
7
Fontagné, Lionel
7
Franses, Philip Hans
7
Karanassou, Marika
7
Neely, Christopher J.
7
Thornton, Daniel L.
7
Blazsek, Szabolcs
6
Bénassy-Quéré, Agnès
6
Caporin, Massimiliano
6
Qin, Duo
6
Sala, Hector
6
Chortareas, Georgios E.
5
Clark, Todd E.
5
Doz, Catherine
5
Dueker, Michael
5
Giraitis, Liudas
5
Gonzalo, Jesús
5
Kiss, Tamás
5
Lahrèche-Révil, Amina
5
Marcellino, Massimiliano
5
Nguyen, Hoang
5
Owyang, Michael T.
5
Poncet, Sandra
5
Pérez Amaral, Teodosio
5
Savickas, Robert
5
Theophilopoulou, Angeliki
5
Asai, Manabu
4
Białkowski, Je̜drzej
4
Clark, Andrew E.
4
Havrylchyk, Olena
4
Mayer, Thierry
4
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University of Canterbury / Dept. of Economics and Finance
11
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Working paper
Kiel working paper
21
Kieler Arbeitspapiere
17
Econometric Institute research papers
9
School of Accounting, Finance and Economics & FEMARC working paper series
8
Applied economics
5
International review of economics & finance : IREF
4
Applied financial economics
3
Discussion paper / Tinbergen Institute
2
The North American journal of economics and finance : a journal of financial economics studies
2
Working papers in economics and econometrics
2
Annals of financial economics
1
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1
Economics letters
1
Empirica : journal of european economics
1
Energy economics
1
European economic review : EER
1
Financial markets, institutions & instruments
1
International economics and economic policy : IEEP
1
Labour economics : official journal of the European Association of Labour Economists
1
Osterweiterung der EU : 65. Wissenschaftliche Tagung der Arbeitsgemeinschaft deutscher wirtschaftswissenschaftlicher Forschungsinstitute am 25. und 26. April 2002
1
Review of international economics
1
Review of world economics
1
The economics of tourism and sustainable development
1
Tourism economics : the business and finance of tourism and recreation
1
University of Tübingen working papers in economics and finance
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
Working papers in quantitative economics and econometrics
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ECONIS (ZBW)
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1
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348322
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
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
8
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
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/10009723145
Saved in:
10
Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
-
2012
Persistent link: https://www.econbiz.de/10009562948
Saved in:
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