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isPartOf:"Jahrbücher für Nationalökonomie und Statistik"
subject:"Schätzung"
~isPartOf:"Economic modelling"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
~person:"Narayan, Paresh Kumar"
~subject:"Risikomaß"
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Schätzung
Risikomaß
Estimation
32
Volatility
14
Volatilität
14
ARCH model
10
ARCH-Modell
10
Forecasting model
10
Prognoseverfahren
10
Welt
9
World
9
USA
6
United States
6
Börsenkurs
5
International tourism
5
Internationaler Tourismus
5
Modellierung
5
Scientific modelling
5
Share price
5
Stochastic process
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Stochastischer Prozess
5
Taiwan
5
Time series analysis
5
Zeitreihenanalyse
5
Capital income
4
Demand
4
Economic growth
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Kapitaleinkommen
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Nachfrage
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Panel
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Panel study
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Theorie
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Theory
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Wirtschaftswachstum
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Capital market returns
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Economic indicator
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Kapitalmarktrendite
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Risk measure
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Thailand
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26
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6
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26
Graue Literatur
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Non-commercial literature
26
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26
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6
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English
32
Author
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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.
11
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
Lee, Chien-chiang
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
5
Narayan, Seema
5
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University of Canterbury / Dept. of Economics and Finance
5
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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
10
Journal of international financial markets, institutions & money
8
School working papers / Economics series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
7
Emerging markets review
6
Econometric reviews
5
International review of economics & finance : IREF
5
Applied economics letters
4
Department of Economics discussion papers / Monash University
4
Energy economics
4
International review of financial analysis
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
International journal of forecasting
3
Journal of econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of risk and financial management : JRFM
3
Pacific-Basin finance journal
3
Applied financial economics
2
Australian economic papers
2
Finance research letters
2
Journal of Asian economics
2
Journal of banking & finance
2
Journal of macroeconomics
2
Risks : open access journal
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The North American journal of economics and finance : a journal of financial economics studies
2
The econometrics journal
2
The journal of futures markets
2
Tourism economics : the business and finance of tourism and recreation
2
Working papers in economics and econometrics
2
Applied financial economics letters
1
Asian economic journal : journal of the East Asian Economic Association
1
China economic review : an international journal
1
Deakin University Of Australia Working Paper
1
Discussion paper / Monash University, Department of Economics
1
Econometrics : open access journal
1
Economic analysis and policy
1
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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
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:
9
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
10
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
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