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isPartOf:"Jahrbücher für Nationalökonomie und Statistik"
subject:"Schätzung"
~isPartOf:"Economic modelling"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
~subject:"Estimation"
~subject:"Impact assessment"
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Schätzung
Estimation
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Volatility
13
Volatilität
13
ARCH model
9
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9
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9
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9
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8
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8
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McAleer, Michael
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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10
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9
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8
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7
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7
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7
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6
Coulibaly, Dramane
6
Engsted, Tom
6
Escribano, Álvaro
6
Lee, Chien-chiang
6
Narayan, Paresh Kumar
6
Nielsen, Helena Skyt
6
Sahn, David E.
6
Sala, Hector
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Thornton, Daniel L.
6
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5
Bellmann, Lutz
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Guo, Hui
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Honoré, Peter
5
Lahrèche-Révil, Amina
5
Mayer, Thierry
5
McCracken, Michael W.
5
Morana, Claudio
5
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5
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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
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38
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18
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4
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4
School of Accounting, Finance and Economics & FEMARC working paper series
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ECONIS (ZBW)
26
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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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