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~subject:"ARCH model"
~subject:"Volatilität"
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Search: person:"McAleer, Michael"
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ARCH model
Volatilität
Volatility
84
Theorie
83
Theory
82
ARCH-Modell
52
Estimation
42
Schätzung
40
Time series analysis
39
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39
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35
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35
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30
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96
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McAleer, Michael
96
Chang, Chia-Lin
25
Asai, Manabu
22
Ling, Shiqing
8
Allen, David E.
6
Caporin, Massimiliano
6
Chan, Felix
6
Medeiros, Marcelo C.
5
Hoti, Suhejla
4
Roengchai Tansuchat
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Hammoudeh, Shawkat
3
Li, Wai Keung
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Maasoumi, Esfandiar
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Singh, Abhay Kumar
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Chang, Chia-ling
2
Da Veiga, Bernardo
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Hsieh, Tai-Lin
2
Jimenez-Martin, Juan-Angel
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Manera, Matteo
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Powell, Robert
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Slottje, Daniel Jonathan
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1
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Ishida, Isao
1
Jaskowski, Marcin
1
Khamkaew, Thanchanok
1
Lambertides, Neophytos
1
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1
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12
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10
The North American journal of economics and finance : a journal of financial economics studies
6
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5
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5
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2
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2
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2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
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Economia : revista da ANPEC
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Handbook of applied econometrics and statistical inference
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Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Managerial finance
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Papers in efficiency, effectiveness and international competitiveness
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Quantifying consumer preferences
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The Korean economic review
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The journal of futures markets
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ECONIS (ZBW)
95
EconStor
1
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91
Maximum likelihood estimation of STAR and STAR-GARCH models : theory and Monte Carlo evidence
Chan, Felix
;
McAleer, Michael
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 509-534
Persistent link: https://www.econbiz.de/10001709313
Saved in:
92
Necessary and sufficient moment conditions for rhe GARCH(r,s) and asymmetric power GARCH(r,s) models
Ling, Shiqing
;
McAleer, Michael
- In:
Econometric theory
18
(
2002
)
3
,
pp. 722-729
Persistent link: https://www.econbiz.de/10001673454
Saved in:
93
Determining an optimal window size for modeling volatility
Yew, Xavier Chee Hoong
;
McAleer, Michael
;
Ling, Shiqing
- In:
Handbook of applied econometrics and statistical inference
,
(pp. 443-467)
.
2002
Persistent link: https://www.econbiz.de/10001701988
Saved in:
94
Stationarity and the existence of moments of a family of GARCH processes
Ling, Shiqing
;
McAleer, Michael
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 109-117
Persistent link: https://www.econbiz.de/10001634306
Saved in:
95
Recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Journal of economic surveys
16
(
2002
)
3
,
pp. 245-269
Persistent link: https://www.econbiz.de/10001686256
Saved in:
96
A survey of recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 128-153)
.
2000
Persistent link: https://www.econbiz.de/10001684387
Saved in:
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