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~language:"eng"
~person:"McAleer, Michael"
~subject:"Ranking method"
~subject:"Risk measure"
~subject:"Time series analysis"
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Ranking method
Risk measure
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Volatility
59
Volatilität
57
ARCH model
39
ARCH-Modell
39
Welt
39
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39
Forecasting model
32
Prognoseverfahren
32
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McAleer, Michael
Gil-Alaña, Luis A.
45
Caporale, Guglielmo Maria
36
Chang, Chia-Lin
20
Croux, Christophe
16
Franses, Philip Hans
15
Teräsvirta, Timo
14
Allen, David E.
13
Reichlin, Lucrezia
13
Dijk, Dick van
12
Gupta, Rangan
12
Billio, Monica
11
Caporin, Massimiliano
11
Dijk, Herman K. van
11
Härdle, Wolfgang
11
Bauwens, Luc
10
Nielsen, Morten Ørregaard
10
Ravazzolo, Francesco
10
Canova, Fabio
9
Koop, Gary
9
Koopman, Siem Jan
9
Phillips, Peter C. B.
9
Piger, Jeremy Max
9
Pérez Amaral, Teodosio
9
Benati, Luca
8
Broll, Udo
8
Dhaene, Jan
8
Gschwandtner, Adelina
8
Hecq, Alain W. J.
8
Nelson, Daniel B.
8
Rossi, Barbara
8
Sinha, Dipendra
8
Waggoner, Daniel F.
8
Weber, Enzo
8
Österholm, Pär
8
Chang, Chun
7
Chen, Kaiji
7
Cuñado Eizaguirre, Juncal
7
Forni, Mario
7
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7
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1
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1
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ECONIS (ZBW)
62
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31
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
32
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695591
Saved in:
33
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
34
Size, internationalization and university rankings : evaluating Times Higher Education (THE) data for Japan
McAleer, Michael
;
Nakamura, Tamotsu
;
Watkins, Clinton
-
2018
Persistent link: https://www.econbiz.de/10011920676
Saved in:
35
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
36
Risk modeling and management : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009771092
Saved in:
37
Analyzing fixed-event forecast revisions
Franses, Philip Hans
;
Chang, Chia-Lin
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413661
Saved in:
38
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
39
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
40
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
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