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~person:"McAleer, Michael"
~subject:"Schätzung"
~type_genre:"Glossary included"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Working Paper"
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Portfolio-Management
45
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43
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37
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34
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33
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31
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McAleer, Michael
Czarnitzki, Dirk
39
Van Reenen, John
35
Bloom, Nicholas
32
Kaiser, Ulrich
28
Görg, Holger
23
Rycx, François
21
Vivarelli, Marco
21
Audretsch, David B.
20
Sadun, Raffaella
20
Hoesli, Martin
19
Kraft, Kornelius
19
Fritsch, Michael
18
Almus, Matthias
17
Wagner, Joachim
17
Engel, Dirk
16
Peters, Bettina
16
Schmidt, Tobias
16
Müller, Elisabeth
15
Weber, Enzo
15
Afonso, António
14
Lemos, Renata
14
Ziegler, Andreas
14
Bandick, Roger
13
Brunello, Giorgio
13
Härdle, Wolfgang
13
Rennings, Klaus
13
Memmel, Christoph
12
Ongena, Steven
12
Bollerslev, Tim
11
Dreher, Axel
11
Massa, Massimo
11
Schröder, Michael
11
Belke, Ansgar
10
Berg, Gerard J. van den
10
Cantner, Uwe
10
Homburg, Christian
10
Hottenrott, Hanna
10
Nijkamp, Peter
10
Pesaran, M. Hashem
10
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Econometric Institute research papers
5
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2
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ECONIS (ZBW)
7
EconStor
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1
What happened to risk
management
during the 2008 - 09 financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
-
2009
Persistent link: https://www.econbiz.de/10003877129
Saved in:
2
Are Forecast Updates Progressive?
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2013
, which is replicable, as well as intuition, which is non-replicable. Intuition is expert
knowledge
possessed by a forecaster …
Persistent link: https://www.econbiz.de/10010326444
Saved in:
3
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432732
Saved in:
4
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
This paper features an analysis of the effectiveness of a range of portfolio diversi cation strategies, with a focus on down-side risk metrics, as a portfolio diversification strategy in a European market context. We apply these measures to a set of daily arithmetically compounded returns on a...
Persistent link: https://www.econbiz.de/10011376286
Saved in:
5
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
6
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:
7
Precious metals-exchange rate volatility transmissions and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
; …
-
2009
Persistent link: https://www.econbiz.de/10003910288
Saved in:
8
Modelling and Simulation: An Overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
-based groundwater data
management
system, the impact of serial correlation on testing for structural change in binary choice model …
Persistent link: https://www.econbiz.de/10010326266
Saved in:
9
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
specification and modelling of risk are integral to optimal portfolio selection and risk
management
using high frequency and ultra …
Persistent link: https://www.econbiz.de/10003780794
Saved in:
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