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~language:"eng"
~person:"Chen, Kaiji"
~person:"McAleer, Michael"
~subject:"Modellierung"
~subject:"Risk measure"
~subject:"Time series analysis"
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Modellierung
Risk measure
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Volatility
59
Volatilität
57
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39
ARCH-Modell
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Welt
39
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39
Zeitreihenanalyse
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Stochastischer Prozess
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5
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Chen, Kaiji
McAleer, Michael
Gil-Alaña, Luis A.
45
Caporale, Guglielmo Maria
37
Franses, Philip Hans
18
Ravazzolo, Francesco
18
Billio, Monica
17
Chang, Chia-Lin
16
Croux, Christophe
15
Dijk, Herman K. van
15
Allen, David E.
14
Teräsvirta, Timo
14
Canova, Fabio
13
Gupta, Rangan
13
Reichlin, Lucrezia
13
Caporin, Massimiliano
12
Casarin, Roberto
12
Dijk, Dick van
12
Koop, Gary
12
Woitek, Ulrich
12
Nielsen, Morten Ørregaard
11
Pérez Amaral, Teodosio
11
Härdle, Wolfgang
10
Bauwens, Luc
9
Koopman, Siem Jan
9
Phillips, Peter C. B.
9
Piger, Jeremy Max
9
Rossi, Barbara
9
Benati, Luca
8
Broll, Udo
8
Dhaene, Jan
8
Gschwandtner, Adelina
8
Hammoudeh, Shawkat
8
Hecq, Alain W. J.
8
Krolzig, Hans-Martin
8
Marcellino, Massimiliano
8
Nelson, Daniel B.
8
Waggoner, Daniel F.
8
Weber, Enzo
8
Österholm, Pär
8
Chang, Chun
7
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University of Canterbury / Dept. of Economics and Finance
8
National Bureau of Economic Research
1
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Working paper
42
Econometric Institute research papers
8
The North American journal of economics and finance : a journal of financial economics studies
2
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1
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ECONIS (ZBW)
63
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1
Recent developments in financial
economics
and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701642
Saved in:
2
Risk analysis of energy in Vietnam
Duc Hong Vo
;
Ngoc Phu Tran
;
Tam Nguyen-Thanh Duong
; …
-
2019
Persistent link: https://www.econbiz.de/10011986947
Saved in:
3
CO2 emissions, energy consumption and economic growth : evidence from the Trans-Pacific Partnership
Duc Hong Vo
;
Nguyen, Ha
;
Anh The Vo
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986960
Saved in:
4
Energy consumption and economic growth : evidence from Vietnam
Ha Minh Nguyen
;
Ngoc Hoang Bui
;
Duc Hong Vo
;
McAleer, …
-
2019
Persistent link: https://www.econbiz.de/10011987023
Saved in:
5
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:
6
European Market portfolio diversifcation strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10011296531
Saved in:
7
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:
8
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:
9
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
10
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
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