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~language:"eng"
~person:"McAleer, Michael"
~subject:"Estimation"
~subject:"Portfolio selection"
~subject:"Risk measure"
~subject:"Stochastic process"
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Estimation
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Volatility
59
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39
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39
Welt
39
World
39
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McAleer, Michael
Caporale, Guglielmo Maria
55
Gupta, Rangan
43
Wagner, Joachim
43
Gil-Alaña, Luis A.
39
Döpke, Jörg
26
Chang, Chia-Lin
25
Pierdzioch, Christian
25
Chiarella, Carl
24
Hayo, Bernd
23
Salvanes, Kjell G.
22
Fritsch, Michael
21
Platen, Eckhard
21
Weber, Enzo
21
Buch, Claudia M.
20
Härdle, Wolfgang
20
Guidolin, Massimo
19
Stulz, René M.
19
Allen, David E.
18
Huber, Florian
18
Collins, John
17
Galí, Jordi
17
Hess, Gregory D.
17
Merkl, Christian
17
Sercu, Piet
17
Theodoridis, Konstantinos
17
Timmermann, Allan
17
Czarnitzki, Dirk
16
Kaiser, Ulrich
16
Ketter, Wolfgang
16
Minford, Patrick
16
Peydró, José-Luis
16
Bauer, Thomas K.
15
Fischer, Manfred M.
15
Görg, Holger
15
Mumtaz, Haroon
15
Bandick, Roger
14
Belke, Ansgar
14
Benati, Luca
14
Miller, Stephen M.
14
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University of Canterbury / Dept. of Economics and Finance
6
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Working paper
50
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8
The North American journal of economics and finance : a journal of financial economics studies
3
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1
International review of economics & finance : IREF
1
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School of Accounting, Finance and Economics & FEMARC working paper series
1
Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
66
RePEc
1
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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
Asset investment diversification, bankruptcy risk and the mediating role of
business
diversification
Vu Huu Thanh
;
Nguyen Minh Ha
;
McAleer, Michael
- In:
Annals of financial economics
16
(
2021
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012650173
Saved in:
3
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:
4
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:
5
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
6
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
7
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
8
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:
9
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
10
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
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