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isPartOf:"Jahrbücher für Nationalökonomie und Statistik"
subject:"Schätzung"
~isPartOf:"Economic modelling"
~isPartOf:"Working paper"
~person:"Lee, Chien-chiang"
~person:"McAleer, Michael"
~person:"Narayan, Paresh Kumar"
~subject:"Risikomaß"
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Schätzung
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Estimation
38
Volatility
14
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12
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12
ARCH model
10
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10
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Lee, Chien-chiang
McAleer, Michael
Narayan, Paresh Kumar
Mumtaz, Haroon
23
Kapetanios, George
18
Chang, Chia-Lin
14
Winkelmann, Rainer
12
Fontagné, Lionel
11
Mignon, Valérie
11
Neely, Christopher J.
11
Owyang, Michael T.
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Manera, Matteo
9
Theodoridis, Konstantinos
9
Zweifel, Peter
9
Belke, Ansgar
8
Belzil, Christian
8
Bénassy-Quéré, Agnès
8
Karanassou, Marika
7
Wagner, Joachim
7
Österholm, Pär
7
Coughlin, Cletus Charles
6
Coulibaly, Dramane
6
Engsted, Tom
6
Nielsen, Helena Skyt
6
Sahn, David E.
6
Sala, Hector
6
Thornton, Daniel L.
6
Ajevskis, Viktors
5
Bellmann, Lutz
5
Chen, Shyh-Wei
5
Chortareas, Georgios E.
5
Escribano, Álvaro
5
Guo, Hui
5
Gupta, Rangan
5
Honoré, Peter
5
Lahrèche-Révil, Amina
5
Mayer, Thierry
5
McCracken, Michael W.
5
Morana, Claudio
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University of Canterbury / Dept. of Economics and Finance
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Jahrbücher für Nationalökonomie und Statistik
Economic modelling
Working paper
Econometric Institute research papers
38
Discussion paper / Tinbergen Institute
18
Applied economics
13
Energy economics
10
International review of economics & finance : IREF
8
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Applied economics letters
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School working papers / Economics series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
7
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The North American journal of economics and finance : a journal of financial economics studies
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Department of Economics discussion papers / Monash University
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Journal of Asian economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research in international business and finance
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Australian economic papers
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Emerging markets, finance and trade : EMFT
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Iranian economic review : journal of University of Tehran
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Journal of international money and finance
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Journal of macroeconomics
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Risks : open access journal
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The European journal of finance
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The Japanese economic review : the journal of the Japanese Economic Association
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The econometrics journal
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The journal of futures markets
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ECONIS (ZBW)
38
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1
ICT diffusion, financial development, and economic growth : an international cross-country analysis
Cheng, Chih-Yang
;
Chien, Mei-Se
;
Lee, Chien-chiang
- In:
Economic modelling
94
(
2021
),
pp. 662-671
Persistent link: https://www.econbiz.de/10012695250
Saved in:
2
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
3
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
4
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
5
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
6
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
7
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
8
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:
9
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:
10
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
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