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person:"Zimmermann, Klaus F."
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper"
~person:"Chang, Tsangyao"
~person:"McAleer, Michael"
~person:"Narayan, Paresh Kumar"
~subject:"Schätzung"
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Search: subject_exact:"Estimation"
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Zeitreihenanalyse
Schätzung
Estimation
26
Volatility
13
Volatilität
13
ARCH model
9
ARCH-Modell
9
Forecasting model
9
Prognoseverfahren
9
Welt
8
World
8
USA
6
United States
6
International tourism
5
Internationaler Tourismus
5
Modellierung
5
Scientific modelling
5
Stochastic process
5
Stochastischer Prozess
5
Taiwan
5
Time series analysis
5
Capital income
4
Demand
4
Kapitaleinkommen
4
Nachfrage
4
Börsenkurs
3
Capital market returns
3
Economic indicator
3
Kapitalmarktrendite
3
Risikomaß
3
Risk measure
3
Share price
3
Thailand
3
Theorie
3
Theory
3
Wirtschaftsindikator
3
1996-2009
2
Aktienindex
2
Commodity derivative
2
Exchange rate risk
2
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Book / Working Paper
26
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Arbeitspapier
26
Graue Literatur
26
Non-commercial literature
26
Working Paper
26
Language
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English
26
Author
All
Zimmermann, Klaus F.
Chang, Tsangyao
McAleer, Michael
Narayan, Paresh Kumar
Mumtaz, Haroon
23
Kapetanios, George
18
Chang, Chia-Lin
14
Fontagné, Lionel
11
Neely, Christopher J.
11
Owyang, Michael T.
11
Winkelmann, Rainer
11
Mignon, Valérie
9
Theodoridis, Konstantinos
9
Belzil, Christian
8
Bénassy-Quéré, Agnès
8
Manera, Matteo
8
Zweifel, Peter
8
Karanassou, Marika
7
Österholm, Pär
7
Coughlin, Cletus Charles
6
Engsted, Tom
6
Escribano, Álvaro
6
Nielsen, Helena Skyt
6
Sahn, David E.
6
Sala, Hector
6
Thornton, Daniel L.
6
Ajevskis, Viktors
5
Chortareas, Georgios E.
5
Coulibaly, Dramane
5
Guo, Hui
5
Honoré, Peter
5
Lahrèche-Révil, Amina
5
Mayer, Thierry
5
McCracken, Michael W.
5
Nyholm, Ken
5
Poncet, Sandra
5
Theophilopoulou, Angeliki
5
Toubal, Farid
5
Białkowski, Je̜drzej
4
Christl, Michael
4
Clark, Andrew E.
4
Cohen, Jeffrey P.
4
Coudert, Virginie
4
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University of Canterbury / Dept. of Economics and Finance
5
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Working paper
Applied economics letters
38
Econometric Institute research papers
38
Discussion paper / Tinbergen Institute
18
Applied economics
17
Discussion paper series / IZA
16
The empirical economics letters : a monthly international journal of economics
11
Economic modelling
9
Discussion paper / Centre for Economic Policy Research
8
IZA Discussion Paper
8
International review of economics & finance : IREF
8
Journal of international financial markets, institutions & money
8
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
7
School working papers / Economics series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
7
Emerging markets review
6
Econometric reviews
5
Department of Economics discussion papers / Monash University
4
Energy economics
4
International journal of economics
4
International review of financial analysis
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
Applied economics quarterly
3
Applied financial economics
3
Diskussionspapiere / Deutsches Institut für Wirtschaftsforschung
3
Economic systems
3
Finance research letters
3
GLO discussion paper
3
International journal of finance & economics : IJFE
3
International journal of forecasting
3
Japan and the world economy : international journal of theory and policy
3
Journal of econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of risk and financial management : JRFM
3
Pacific-Basin finance journal
3
Australian economic papers
2
DIW Berlin Discussion Paper
2
Defence and peace economics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
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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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