//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Working paper"
~person:"McAleer, Michael"
~type_genre:"Advisory report"
~type_genre:"Graue Literatur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Estimation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation
26
Schätzung
26
Time series analysis
20
Zeitreihenanalyse
20
ARCH model
19
ARCH-Modell
19
Forecasting model
18
Prognoseverfahren
18
Volatility
17
Volatilität
17
Modellierung
14
Scientific modelling
14
Theorie
14
Theory
14
Welt
9
World
9
Stochastic process
8
Stochastischer Prozess
8
USA
6
United States
6
Capital income
5
International tourism
5
Internationaler Tourismus
5
Kapitaleinkommen
5
Taiwan
5
Demand
4
Nachfrage
4
Risikomaß
4
Risk measure
4
Robust statistics
4
Robustes Verfahren
4
Analysis of variance
3
Börsenkurs
3
Capital market returns
3
Commodity derivative
3
Economic indicator
3
Factor analysis
3
Faktorenanalyse
3
Kapitalmarktrendite
3
Portfolio selection
3
more ...
less ...
Online availability
All
Free
25
Type of publication
All
Book / Working Paper
46
Type of publication (narrower categories)
All
Advisory report
Graue Literatur
Arbeitspapier
46
Non-commercial literature
46
Working Paper
46
Language
All
English
46
Author
All
McAleer, Michael
Kapetanios, George
40
Mumtaz, Haroon
23
Chang, Chia-Lin
16
Winkelmann, Rainer
14
Fontagné, Lionel
11
Neely, Christopher J.
11
Owyang, Michael T.
11
Reed, W. Robert
11
Escribano, Álvaro
10
Giraitis, Liudas
10
Manera, Matteo
10
Mignon, Valérie
10
Theodoridis, Konstantinos
10
Blazsek, Szabolcs
8
Boes, Stefan
8
Bénassy-Quéré, Agnès
8
Caporin, Massimiliano
8
Engsted, Tom
8
Mayer, Thierry
8
McCracken, Michael W.
8
Piger, Jeremy Max
8
Yu, Jun
8
Zweifel, Peter
8
Österholm, Pär
8
Karanassou, Marika
7
Nielsen, Jens Perch
7
Athey, Susan
6
Coulibaly, Dramane
6
Dueker, Michael
6
Honoré, Peter
6
Marcellino, Massimiliano
6
Sahn, David E.
6
Sala, Hector
6
Thornton, Daniel L.
6
Baillie, Richard
5
Belzil, Christian
5
Carriero, Andrea
5
Chortareas, Georgios E.
5
Coudert, Virginie
5
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
10
Published in...
All
Working paper
Econometric Institute research papers
74
Discussion paper / Tinbergen Institute
41
School of Accounting, Finance and Economics & FEMARC working paper series
7
Working papers in quantitative economics and econometrics
7
Discussion paper / Institute of Social and Economic Research
6
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
Working papers in economics and econometrics
3
Discussion papers / Institute of Social and Economic Research
2
Discussion paper / Center for Economic Research, Tilburg University
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
Working papers / University of Tokyo, Graduate School of Arts and Sciences, Department of Advanced Social and International Studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
46
Showing
1
-
10
of
46
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
2
Structure and asymptotic theory for nonlinear models with GARCH Errors
Chan, Felix
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008760483
Saved in:
3
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:
4
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
5
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
6
The maximum number of parameters for the Hausman test when the estimators are from different sets of equations
Nawata, Kazumitsu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242832
Saved in:
7
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
8
A one line derivation of DCC : application of a vector random coefficient moving average process
Hafner, Christian M.
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410197
Saved in:
9
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
10
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->