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~person:"McAleer, Michael"
~subject:"Schätzung"
~subject:"ARCH model"
~type_genre:"Übersichtsarbeit"
~type_genre:"Arbeitspapier"
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Schätzung
ARCH model
Volatility
72
Volatilität
71
Theorie
54
Theory
54
ARCH-Modell
52
Forecasting model
39
Prognoseverfahren
39
Time series analysis
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33
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English
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McAleer, Michael
Caporale, Guglielmo Maria
84
Gupta, Rangan
71
Wagner, Joachim
65
Winter-Ebmer, Rudolf
60
Gil-Alaña, Luis A.
52
Pesaran, M. Hashem
49
Schneider, Friedrich
49
Lechner, Michael
48
Berg, Gerard J. van den
44
Buch, Claudia M.
40
Salvanes, Kjell G.
40
Pierdzioch, Christian
38
Woessmann, Ludger
38
Miller, Stephen M.
34
Puhani, Patrick A.
34
Allen, David E.
33
Kim, Hyeongwoo
32
Döpke, Jörg
31
Weber, Andrea
31
Blundell, Richard W.
29
Chang, Chia-Lin
29
Mumtaz, Haroon
29
Entorf, Horst
28
Teräsvirta, Timo
28
Egger, Peter
27
Bauer, Thomas K.
25
Bohl, Martin T.
25
Kapetanios, George
25
Czarnitzki, Dirk
24
Herwartz, Helmut
24
Huber, Florian
24
Linton, Oliver
24
Massa, Massimo
24
Nielsen, Morten Ørregaard
24
Ours, Jan C. van
24
Rycx, François
24
Yilmazkuday, Hakan
24
Görg, Holger
23
Hayo, Bernd
23
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45
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24
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5
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2
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2
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An event study of Chinese tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011785180
Saved in:
2
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
3
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
4
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
5
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: April 2017
Persistent link: https://www.econbiz.de/10011659228
Saved in:
6
The correct egularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668132
Saved in:
7
The fiction of full BEKK
Chang, Chia-Lin
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011823320
Saved in:
8
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
9
Theoretical and empirical differences between diagonal and full BEKK for risk management
Allen, David E.
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011734887
Saved in:
10
Stationarity and invertibility of a dynamic correlation matrix
McAleer, Michael
-
2017
-
Revised: September 2017
Persistent link: https://www.econbiz.de/10011734899
Saved in:
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