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~person:"McAleer, Michael"
~person:"Buch, Claudia M."
~subject:"Schätzung"
~isPartOf:"Working paper"
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Schätzung
Volatility
40
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40
Welt
30
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30
ARCH model
28
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28
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26
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26
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McAleer, Michael
Buch, Claudia M.
Mumtaz, Haroon
23
Kapetanios, George
18
Chang, Chia-Lin
14
Theodoridis, Konstantinos
9
Fontagné, Lionel
7
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Guo, Hui
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Poncet, Sandra
5
Theophilopoulou, Angeliki
5
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5
Białkowski, Je̜drzej
4
Clark, Andrew E.
4
Giraitis, Liudas
4
Havrylchyk, Olena
4
Kiss, Tamás
4
Mayer, Thierry
4
Nguyen, Hoang
4
Owyang, Michael T.
4
Qin, Duo
4
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4
Shan, Jordan Z.
4
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3
Albis, Hippolyte d’
3
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3
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3
Coudert, Virginie
3
Coulibaly, Dramane
3
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3
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3
Fiona Fanghong Sun
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Working paper
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21
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17
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5
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4
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3
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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
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1
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1
Osterweiterung der EU : 65. Wissenschaftliche Tagung der Arbeitsgemeinschaft deutscher wirtschaftswissenschaftlicher Forschungsinstitute am 25. und 26. April 2002
1
Review of international economics
1
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1
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1
Tourism economics : the business and finance of tourism and recreation
1
University of Tübingen Working Papers in Economics and Finance
1
University of Tübingen working papers in economics and finance
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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1
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
2
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
3
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
4
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
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
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
7
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:
8
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
9
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:
10
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
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