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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Journal of econometrics"
~person:"McAleer, Michael"
~subject:"Lohnstruktur"
~subject:"Migranten"
~subject:"Schätzung"
~subject:"Wishart process"
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Zeitreihenanalyse
Lohnstruktur
Migranten
Schätzung
Wishart process
Estimation
41
Volatility
24
Volatilität
24
ARCH model
15
ARCH-Modell
15
USA
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12
Prognoseverfahren
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Welt
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International tourism
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Modellierung
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Zimmermann, Klaus F.
McAleer, Michael
Chang, Chia-Lin
19
Franses, Philip Hans
19
Todorov, Viktor
14
Tauchen, George Eugene
9
Asai, Manabu
8
Bollerslev, Tim
8
Linton, Oliver
8
Phillips, Peter C. B.
8
Su, Liangjun
8
Dijk, Dick van
7
Koop, Gary
6
Medeiros, Marcelo C.
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Gao, Jiti
5
Ghysels, Eric
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Ravazzolo, Francesco
5
Zakoïan, Jean-Michel
5
Baltagi, Badi H.
4
Callaway, Brantly
4
Dijk, Herman K. van
4
Francq, Christian
4
Gouriéroux, Christian
4
Heckman, James J.
4
Hsiao, Cheng
4
Li, Kunpeng
4
Paap, Richard
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Park, Joon Y.
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Pesaran, M. Hashem
4
Sasaki, Yuya
4
Shin, Yongcheol
4
Tansuchat, Roengchai
4
Wang, Wendun
4
Xiu, Dacheng
4
Barigozzi, Matteo
3
Barnett, William A.
3
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Econometric Institute research papers
Journal of econometrics
Working paper
26
Discussion paper / Tinbergen Institute
18
Discussion paper series / IZA
16
Discussion paper / Centre for Economic Policy Research
8
IZA Discussion Paper
8
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
7
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7
Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
7
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5
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International journal of forecasting
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International journal of manpower
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The North American journal of economics and finance : a journal of financial economics studies
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Europe's economy looks east : implications for Germany and the European Union
1
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ECONIS (ZBW)
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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
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