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person:"McAleer, Michael"
~isPartOf:"Working paper"
~person:"Gallo, Giampiero M."
~person:"Keller, Joachim G."
~subject:"Prognoseverfahren"
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Search: subject_exact:"Volatility"
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Prognoseverfahren
Volatility
41
Volatilität
41
ARCH model
16
ARCH-Modell
16
Estimation
14
Schätzung
14
Forecasting model
11
Stochastic process
11
Stochastischer Prozess
11
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11
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McAleer, Michael
Gallo, Giampiero M.
Keller, Joachim G.
Guo, Hui
3
Medeiros, Marcelo C.
3
Raunig, Burkhard
3
Allen, David E.
2
Asai, Manabu
2
Caporin, Massimiliano
2
Karlsson, Sune
2
Neely, Christopher J.
2
Pérez Amaral, Teodosio
2
Scharth, Marcel
2
Skiadopoulos, George
2
Österholm, Pär
2
Asai, Manuabu
1
Awartani, Basel
1
Berger, Helge
1
Blazsek, Szabolcs
1
Brailsford, Timothy J.
1
Böck, Maximilian
1
Carriero, Andrea
1
Chang, Chia-Lin
1
Clark, Todd E.
1
Craig, Ben R.
1
Edvinsson, Rodney
1
Escribano, Álvaro
1
Faff, Robert W.
1
Feldkircher, Martin
1
Gefang, Deborah
1
Higbee, Jason
1
Hirakiy, Kazuhiro
1
Javed, Farrukh
1
Jimenez-Martin, Juan-Angel
1
Jiménez-Martín, Juan-Ángel
1
Konstantinidi, Eirini
1
Koop, Gary
1
Licht, Adrian
1
Lui, Silvia S. W.
1
Marcellino, Massimiliano
1
Minh-Ngoc Tran
1
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University of Canterbury / Dept. of Economics and Finance
2
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Working paper
Econometric Institute research papers
12
Discussion paper / Tinbergen Institute
6
International journal of forecasting
4
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2
International review of economics & finance : IREF
2
Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
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1
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1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
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ECONIS (ZBW)
11
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date (oldest first)
1
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
2
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:
3
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
4
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
5
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695591
Saved in:
6
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
7
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
8
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:
9
A simple expected volatility (SEV) index : application to SET50 Index Options
McAleer, Michael
;
Wiphatthanananthakul, Chatayan
-
2010
Persistent link: https://www.econbiz.de/10008670007
Saved in:
10
Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
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