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~language:"eng"
~person:"McAleer, Michael"
~subject:"Estimation"
~subject:"Risk measure"
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Estimation
Risk measure
Volatility
59
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57
ARCH model
39
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Welt
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World
39
Forecasting model
32
Prognoseverfahren
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McAleer, Michael
Caporale, Guglielmo Maria
50
Wagner, Joachim
43
Gupta, Rangan
40
Gil-Alaña, Luis A.
36
Döpke, Jörg
26
Pierdzioch, Christian
25
Salvanes, Kjell G.
22
Chang, Chia-Lin
21
Fritsch, Michael
21
Hayo, Bernd
21
Weber, Enzo
20
Galí, Jordi
17
Hess, Gregory D.
17
Huber, Florian
17
Merkl, Christian
17
Stulz, René M.
17
Czarnitzki, Dirk
16
Härdle, Wolfgang
16
Kaiser, Ulrich
16
Minford, Patrick
16
Bauer, Thomas K.
15
Fischer, Manfred M.
15
Görg, Holger
15
Theodoridis, Konstantinos
15
Bandick, Roger
14
Belke, Ansgar
14
Buch, Claudia M.
14
Miller, Stephen M.
14
Pesaran, M. Hashem
14
Schnabel, Claus
14
Allen, David E.
13
Benati, Luca
13
Stadtmann, Georg
13
Afonso, António
12
Apergēs, Nikolaos
12
Gottschalk, Jan
12
Mumtaz, Haroon
12
Peydró, José-Luis
12
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12
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University of Canterbury / Dept. of Economics and Finance
6
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1
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Working paper
40
Econometric Institute research papers
3
The North American journal of economics and finance : a journal of financial economics studies
2
International review of economics & finance : IREF
1
Risks : open access journal
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Tourism economics : the business and finance of tourism and recreation
1
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ECONIS (ZBW)
49
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
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
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:
4
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
5
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
6
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
7
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
8
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
9
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:
10
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
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