//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
language:"nor"
subject:"Estimation"
~isPartOf:"Econometric Institute research papers"
~language:"eng"
~language:"rus"
~person:"McAleer, Michael"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Volatility
Schätzung
38
Volatilität
21
ARCH model
15
ARCH-Modell
15
USA
14
United States
14
Forecasting model
11
Prognoseverfahren
11
Welt
10
World
10
Börsenkurs
7
Share price
7
Stochastic process
7
Stochastischer Prozess
7
International tourism
6
Internationaler Tourismus
6
Risikomaß
6
Risk measure
6
Commodity derivative
5
Modellierung
5
Rohstoffderivat
5
Scientific modelling
5
Taiwan
5
Time series analysis
5
Zeitreihenanalyse
5
Capital market returns
4
Kapitalmarktrendite
4
Oil price
4
Ölpreis
4
Capital income
3
Demand
3
Economic indicator
3
Exchange rate risk
3
Factor analysis
3
Faktorenanalyse
3
Financial crisis
3
Finanzkrise
3
Kapitaleinkommen
3
more ...
less ...
Online availability
All
Free
38
Type of publication
All
Book / Working Paper
38
Type of publication (narrower categories)
All
Arbeitspapier
38
Graue Literatur
38
Non-commercial literature
38
Working Paper
38
Language
All
Norwegian
English
Russian
Author
All
McAleer, Michael
Chang, Chia-Lin
19
Franses, Philip Hans
19
Asai, Manabu
6
Dijk, Dick van
5
Medeiros, Marcelo C.
4
Paap, Richard
4
Tansuchat, Roengchai
4
Dijk, Herman K. van
3
Khamkaew, Thanchanok
3
Ravazzolo, Francesco
3
Allen, David E.
2
Chen, Chi-chung
2
Hafner, Christian M.
2
Hammoudeh, Shawkat
2
Hsu, Hui-Kuang
2
Jimenez-Martin, Juan-Angel
2
Martinet, Guillaume Gaetan
2
Oxley, Les
2
Pérez Amaral, Teodosio
2
Singh, Abhay Kumar
2
Aree Wiboonpongse
1
Bannouh, Karim
1
Baştürk, Nalan
1
Bhaghoe, Sailesh
1
Bodeutsch, Denice
1
Boer, Paul M. C. de
1
Bruijn, Bert de
1
Camehl, Annika
1
Caporin, Massimiliano
1
Chan, Felix
1
Chaovanapoonphol, Yaovarate
1
Chen, Li-Hsueh
1
Chen, Ping-Yu
1
Chu, LanFen
1
Fok, Dennis
1
Frenk, Johannes G.
1
Giordani, Paolo
1
Groen, Jan J. J.
1
Groenen, Patrick J. F.
1
more ...
less ...
Published in...
All
Econometric Institute research papers
Working paper
26
Discussion paper / Tinbergen Institute
18
Applied economics
4
Econometric reviews
4
Journal of risk and financial management : JRFM
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
International review of economics & finance : IREF
3
Journal of econometrics
3
Applied financial economics
2
International journal of forecasting
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
Working papers in economics and econometrics
2
Annals of financial economics
1
Econometrics : open access journal
1
Economies : open access journal
1
Energy economics
1
Handbook of applied econometrics and statistical inference
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Managerial finance
1
The Korean economic review
1
Tinbergen Institute Discussion Paper
1
Tourism economics : the business and finance of tourism and recreation
1
Working Papers in Economics
1
Working papers in quantitative economics and econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2015
Persistent link: https://www.econbiz.de/10011432600
Saved in:
2
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432732
Saved in:
3
On the Invertibility of EGARCH(p,q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2015
-
Revised: February 2015
Persistent link: https://www.econbiz.de/10011346214
Saved in:
4
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
Saved in:
5
On the Invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010438059
Saved in:
6
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010438068
Saved in:
7
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359773
Saved in:
8
A tourism condition index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359784
Saved in:
9
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009755013
Saved in:
10
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/10010354359
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->