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~person:"Belke, Ansgar"
~person:"McAleer, Michael"
~source:"econis"
~subject:"ARCH model"
~subject:"Schätzung"
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ARCH model
Schätzung
Theorie
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106
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103
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102
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74
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74
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Belke, Ansgar
McAleer, Michael
Gupta, Rangan
179
Caporale, Guglielmo Maria
148
Gil-Alaña, Luis A.
136
Wagner, Joachim
109
Bahmani-Oskooee, Mohsen
100
Chang, Tsangyao
75
Schneider, Friedrich
75
Woessmann, Ludger
69
Lechner, Michael
68
Pierdzioch, Christian
67
Winter-Ebmer, Rudolf
64
Egger, Peter
62
Narayan, Paresh Kumar
59
Pesaran, M. Hashem
59
Berg, Gerard J. van den
56
Tiwari, Aviral Kumar
55
Blundell, Richard W.
53
Salvanes, Kjell G.
53
Buch, Claudia M.
52
Apergēs, Nikolaos
49
Miller, Stephen M.
49
Wohar, Mark E.
48
Allen, David E.
46
Riphahn, Regina T.
46
Hayo, Bernd
45
Puhani, Patrick A.
45
Yilmazkuday, Hakan
45
Herwartz, Helmut
44
Smyth, Russell
44
Afonso, António
43
Balcilar, Mehmet
43
Chang, Chia-Lin
43
Rycx, François
42
Bauer, Thomas K.
41
Entorf, Horst
41
Fitzenberger, Bernd
41
Ma, Feng
41
Czarnitzki, Dirk
40
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University of Canterbury / Dept. of Economics and Finance
10
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5
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International review of economics & finance : IREF
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2
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2
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1
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1
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1
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1
Economics letters
1
Finance a úvěr
1
Hohenheimer Diskussionsbeiträge
1
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1
International journal of economics and finance
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of economic surveys
1
Metroeconomica : international review of economics
1
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1
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1
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1
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1
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1
Working paper / Department of Economics, Johannes-Kepler-Universität of Linz
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ECONIS (ZBW)
EconStor
2
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31
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
32
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
33
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
34
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
35
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701646
Saved in:
36
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:
37
How volatile is ENSO for global greenhouse gas emissions
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2012
Persistent link: https://www.econbiz.de/10009624310
Saved in:
38
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
39
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
40
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
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