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~language:"deu"
~language:"eng"
~language:"vie"
~language:"zho"
~person:"McAleer, Michael"
~subject:"Business economics"
~subject:"Schätzung"
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Business economics
Schätzung
Volatility
59
Volatilität
57
ARCH model
39
ARCH-Modell
39
Welt
39
World
39
Forecasting model
32
Prognoseverfahren
32
Estimation
29
Theorie
29
Theory
29
Time series analysis
26
Zeitreihenanalyse
26
Risikomaß
24
Risk measure
24
USA
23
United States
23
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Portfolio selection
20
Portfolio-Management
20
Capital market returns
17
Kapitalmarktrendite
17
Risk management
17
Modellierung
16
Risikomanagement
16
Scientific modelling
16
Spillover effect
15
Spillover-Effekt
15
Stochastic process
15
Stochastischer Prozess
15
Eigenfactor
14
Basel Accord
12
C3PO
12
PI-BETA
12
Ranking method
12
Ranking-Verfahren
12
h-index
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Book / Working Paper
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26
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26
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26
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2
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Author
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McAleer, Michael
Caporale, Guglielmo Maria
51
Wagner, Joachim
46
Pepels, Werner
40
Gupta, Rangan
39
Döpke, Jörg
38
Gil-Alaña, Luis A.
36
Albach, Horst
35
Pierdzioch, Christian
35
Thommen, Jean-Paul
27
Fritsch, Michael
26
Brockhoff, Klaus
25
Hayo, Bernd
25
Olfert, Klaus
25
Salvanes, Kjell G.
22
Küpper, Hans-Ulrich
21
Minford, Patrick
21
Brigham, Eugene F.
20
Weber, Enzo
20
Bruhn, Manfred
19
Buch, Claudia M.
19
Kaiser, Ulrich
19
Pfriem, Reinhard
19
Rahn, Horst-Joachim
19
Schneider, Dieter
19
Weber, Wolfgang
18
Becker, Wolfgang
17
Corsten, Hans
17
Galí, Jordi
17
Gaugler, Eduard
17
Görg, Holger
17
Hess, Gregory D.
17
Huber, Florian
17
Härdle, Wolfgang
17
Kußmaul, Heinz
17
Merkl, Christian
17
Wöhe, Günter
17
Bauer, Thomas K.
16
Chang, Chia-Lin
16
Czarnitzki, Dirk
16
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Institution
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University of Canterbury / Dept. of Economics and Finance
4
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Working paper
25
Econometric Institute research papers
1
The North American journal of economics and finance : a journal of financial economics studies
1
Tourism economics : the business and finance of tourism and recreation
1
Source
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ECONIS (ZBW)
28
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1
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
2
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
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
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
7
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:
8
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:
9
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
10
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
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