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~language:"eng"
~person:"Huber, Florian"
~person:"McAleer, Michael"
~subject:"Schätzung"
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Schätzung
Volatility
64
Volatilität
62
Welt
48
World
48
Estimation
46
Forecasting model
45
Prognoseverfahren
45
ARCH model
39
ARCH-Modell
39
USA
36
United States
36
Theorie
35
Theory
35
Time series analysis
30
Zeitreihenanalyse
30
VAR model
29
VAR-Modell
29
Risikomaß
24
Risk measure
24
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Portfolio selection
20
Portfolio-Management
20
Capital market returns
18
Kapitalmarktrendite
18
Spillover effect
18
Spillover-Effekt
18
Risk management
17
Stochastic process
17
Stochastischer Prozess
17
Modellierung
16
Risikomanagement
16
Schock
16
Scientific modelling
16
Shock
16
Eigenfactor
14
Financial crisis
13
Finanzkrise
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29
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42
Graue Literatur
42
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42
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English
Author
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Huber, Florian
McAleer, Michael
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
Merkl, Christian
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
Department of Economics working paper
9
Working papers in regional science
3
Working papers in economics
2
Discussion papers / CEPR
1
Econometric Institute research papers
1
Oxford bulletin of economics and statistics
1
Strathclyde discussion papers in economics
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
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ECONIS (ZBW)
45
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1
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:
2
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:
3
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
4
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
5
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
6
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
7
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
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
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
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