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person:"Pesaran, M. Hashem"
subject:"World"
~isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"ERF working papers series"
~isPartOf:"IMF working paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~isPartOf:"Working paper"
~person:"Choudhri, Ehsan U."
~person:"Herwartz, Helmut"
~person:"Levchenko, Andrei A."
~person:"MacDonald, Ronald"
~person:"Mayer, Thierry"
~person:"McAleer, Michael"
~person:"Mohaddes, Kamiar"
~person:"Persson, Torsten"
~person:"Sturm, Jan-Egbert"
~person:"Westermann, Frank"
~person:"Woessmann, Ludger"
~subject:"Realer Wechselkurs"
~subject:"Share price"
~subject:"Volatilität"
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Realer Wechselkurs
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Volatilität
Estimation
71
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71
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35
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19
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10
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48
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Pesaran, M. Hashem
Choudhri, Ehsan U.
Herwartz, Helmut
Levchenko, Andrei A.
MacDonald, Ronald
Mayer, Thierry
McAleer, Michael
Mohaddes, Kamiar
Persson, Torsten
Sturm, Jan-Egbert
Westermann, Frank
Woessmann, Ludger
Mumtaz, Haroon
14
Chang, Chia-Lin
6
Cheung, Yin-Wong
6
Neely, Christopher J.
6
Theodoridis, Konstantinos
6
Manera, Matteo
5
Mélitz, Jacques
5
Schneider, Friedrich
5
Berger, Helge
4
Fontagné, Lionel
4
Kapetanios, George
4
Mignon, Valérie
4
Escribano, Álvaro
3
Gaulier, Guillaume
3
Gouriéroux, Christian
3
Haan, Jakob de
3
Nguyen, Hoang
3
Owyang, Michael T.
3
Rancière, Romain
3
Raunig, Burkhard
3
Tabellini, Guido Enrico
3
Thorvaldur Gylfason
3
Toubal, Farid
3
Valenti, Daniele
3
Österholm, Pär
3
Aisen, Ari
2
Allen, David E.
2
Asai, Manabu
2
Bandyopadhyay, Subhayu
2
Beine, Michel
2
Belke, Ansgar
2
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4
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1
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1
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
ERF working papers series
IMF working paper
Série des documents de travail / Centre de Recherche en Économie et Statistique
Working paper
CESifo working papers
37
Econometric Institute research papers
26
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13
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13
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12
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11
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10
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9
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9
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8
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8
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7
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6
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6
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5
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5
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5
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5
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4
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4
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4
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4
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4
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3
Cambridge-INET working papers
3
Economic modelling
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Journal of applied econometrics
3
Journal of econometrics
3
Journal of risk and financial management : JRFM
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Applied economics letters
2
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ECONIS (ZBW)
48
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1
The CEPII gravity database
Conte, Maddalena
;
Cotterlaz, Pierre
;
Mayer, Thierry
-
2022
Persistent link: https://www.econbiz.de/10013482195
Saved in:
2
A counterfactual economic analysis of Covid-19 using a threshold augmented multi-country model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
-
2020
Persistent link: https://www.econbiz.de/10012298775
Saved in:
3
Identifying global and national output and fiscal policy shocks usging GVAR
Chudik, Alexander
;
Pesaran, M. Hashem
;
Mohaddes, Kamiar
-
2019
Persistent link: https://www.econbiz.de/10012024425
Saved in:
4
The growth effects of El Niño and La Niña : local weather conditions matter
Couharde, Cécile
;
Damette, Olivier
;
Generoso, Rémi
; …
-
2019
Persistent link: https://www.econbiz.de/10012154648
Saved in:
5
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
6
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
7
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
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
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