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~language:"eng"
~person:"Huber, Florian"
~person:"McAleer, Michael"
~person:"Merkl, Christian"
~subject:"Schätzung"
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Schätzung
Volatility
65
Estimation
63
Volatilität
63
Theorie
54
Theory
54
Welt
49
World
49
Forecasting model
45
Prognoseverfahren
45
ARCH model
39
ARCH-Modell
39
USA
38
United States
38
Time series analysis
30
Zeitreihenanalyse
30
VAR model
29
VAR-Modell
29
Konjunktur
28
Business cycle
26
Risikomaß
24
Risk measure
24
Schock
23
Shock
23
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Portfolio selection
20
Portfolio-Management
20
Capital market returns
18
Kapitalmarktrendite
18
Spillover effect
18
Spillover-Effekt
18
Geldpolitik
17
Monetary policy
17
Risk management
17
Stochastic process
17
Stochastischer Prozess
17
Modellierung
16
Risikomanagement
16
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44
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Huber, Florian
McAleer, Michael
Merkl, Christian
Caporale, Guglielmo Maria
51
Wagner, Joachim
44
Gupta, Rangan
39
Gil-Alaña, Luis A.
36
Döpke, Jörg
35
Pierdzioch, Christian
33
Hayo, Bernd
25
Fritsch, Michael
24
Salvanes, Kjell G.
22
Minford, Patrick
21
Weber, Enzo
20
Buch, Claudia M.
19
Galí, Jordi
17
Görg, Holger
17
Hess, Gregory D.
17
Bauer, Thomas K.
16
Chang, Chia-Lin
16
Czarnitzki, Dirk
16
Kaiser, Ulrich
16
Stulz, René M.
16
Bandick, Roger
15
Fischer, Manfred M.
15
Härdle, Wolfgang
15
Theodoridis, Konstantinos
15
Belke, Ansgar
14
Gottschalk, Jan
14
Miller, Stephen M.
14
Pesaran, M. Hashem
14
Schnabel, Claus
14
Stadtmann, Georg
14
Voigt, Stefan
14
Benati, Luca
13
Dreger, Christian
13
Meenagh, David
13
Santarelli, Enrico
13
Scharler, Johann
13
Vivarelli, Marco
13
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University of Canterbury / Dept. of Economics and Finance
4
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Working paper
25
FAU discussion papers in economics
10
Department of Economics working paper
9
Working papers in regional science
3
Discussion paper series / IZA
2
Working papers in economics
2
Applied economics letters
1
CESifo Working Paper Series
1
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1
Econometric Institute research papers
1
IZA Discussion Paper
1
Journal of monetary economics
1
Oxford bulletin of economics and statistics
1
Strathclyde discussion papers in economics
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The North American journal of economics and finance : a journal of financial economics studies
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
62
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1
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1
Business
cycle asymmetries and the labor market
Kohlbrecher, Britta
;
Merkl, Christian
-
2022
movement of the job-finding rate over the
business
cycle and the decline of matching efficiency in recessions. Large negative …
Persistent link: https://www.econbiz.de/10013185150
Saved in:
2
Labor selection over the
business
cycle : an empirical assessment
Hochmuth, Brigitte
;
Gartner, Hermann
;
Kohlbrecher, Britta
; …
-
2016
over the
business
cycle. We use the German Job Vacancy Survey to construct the selection rate on the regional, industry …
Persistent link: https://www.econbiz.de/10011447110
Saved in:
3
Business
cycle asymmetries and the labor market
Kohlbrecher, Britta
;
Merkl, Christian
-
2016
-
This Version: February 2016
over the
business
cycle. These patterns can be replicated by enhancing a search and matching model with idiosyncratic …
Persistent link: https://www.econbiz.de/10011447126
Saved in:
4
A Markov switching factor-augmented VAR model for analyzing US
business
cycles and monetary policy
Huber, Florian
;
Fischer, Manfred M.
-
2015
Persistent link: https://www.econbiz.de/10011347879
Saved in:
5
A Markov switching factor-augmented VAR model for analyzing US
business
cycles and monetary policy
Huber, Florian
;
Fischer, Manfred M.
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 575-604
Persistent link: https://www.econbiz.de/10011969518
Saved in:
6
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
7
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
8
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
9
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
10
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
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