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institution:"University of Cambridge / Department of Applied Economics"
subject:"Kapitaleinkommen"
~institution:"Erasmus Research Institute of Management"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~person:"Jamasb, Tooraj"
~person:"McAleer, Michael"
~subject:"Estimation"
~type_genre:"Non-commercial literature"
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Kapitaleinkommen
Estimation
Schätzung
6
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
2
Welt
2
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2
1933-2007
1
1991-1999
1
2000-2010
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Anreizregulierung
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Benchmarking
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Electric power industry
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Elektrizitätswirtschaft
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Forecasting model
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Großbritannien
1
Hochfrequenzdaten (high frequency data)
1
Incentive regulation
1
Index construction
1
Indexberechnung
1
Indonesia
1
Indonesien
1
International tourism
1
Internationaler Tourismus
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1
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Non-commercial literature
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English
6
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Jamasb, Tooraj
McAleer, Michael
Chang, Chia-Lin
2
Pesaran, M. Hashem
2
Roengchai Tansuchat
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chen, Chi-chung
1
Commandeur, Harry R.
1
Di Mauro, Filippo
1
Dées, Stéphane
1
Etebari, Ahmad
1
Farah, Nathalie
1
Giannakis, Dimitrios
1
Hartigh, Erik den
1
Hutjes, Jan
1
Ishida, Isao
1
Kapetanios, George
1
Khamkaew, Thanchanok
1
Lan Fen Chu
1
Langerak, Fred
1
Oya, Kosuke
1
Pollitt, Michael G.
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Satchell, Stephen
1
Scarrott, Carl
1
Smith, L. Vanessa
1
Thurik, Adriaan R.
1
Uhlander, Lorraine M.
1
Wisniewski, Tomasz Piotr
1
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University of Cambridge / Department of Applied Economics
Erasmus Research Institute of Management
University of Canterbury / Dept. of Economics and Finance
University of Cambridge / Faculty of Economics
1
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5
CMI working paper
1
Cambridge working papers in economics
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ECONIS (ZBW)
6
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1
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:
2
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:
3
Benchmarking and incentive regulation of quality of service : an application to the UK electricity distribution utilities
Giannakis, Dimitrios
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001926139
Saved in:
4
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:
5
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
6
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
Saved in:
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