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source:"econis"
subject:"Theorie"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of forecasting"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Working paper"
~person:"Apostolakis, George N."
~person:"Attanasio, Orazio P."
~person:"Bouri, Elie"
~person:"Gupta, Rangan"
~person:"Lindé, Jesper"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~person:"Serletis, Apostolos"
~person:"Timmermann, Allan"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Bayesian shrinkage"
~subject:"Forecasting model"
~subject:"Real estate price"
~subject:"Schätzung"
~subject:"VAR model"
~type_genre:"Working Paper"
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Theorie
ARCH model
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Bayesian shrinkage
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Estimation
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13
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13
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Apostolakis, George N.
Attanasio, Orazio P.
Bouri, Elie
Gupta, Rangan
Lindé, Jesper
McAleer, Michael
Pierdzioch, Christian
Semmler, Willi
Serletis, Apostolos
Timmermann, Allan
Mumtaz, Haroon
23
Kapetanios, George
18
Chang, Chia-Lin
14
Fontagné, Lionel
11
Neely, Christopher J.
11
Owyang, Michael T.
11
Winkelmann, Rainer
11
Theodoridis, Konstantinos
9
Manera, Matteo
8
Zweifel, Peter
8
Karanassou, Marika
7
Mignon, Valérie
7
Österholm, Pär
7
Coughlin, Cletus Charles
6
Sahn, David E.
6
Sala, Hector
6
Thornton, Daniel L.
6
Ajevskis, Viktors
5
Belzil, Christian
5
Bénassy-Quéré, Agnès
5
Chortareas, Georgios E.
5
Coulibaly, Dramane
5
Escribano, Álvaro
5
Guo, Hui
5
Honoré, Peter
5
McCracken, Michael W.
5
Nielsen, Helena Skyt
5
Nyholm, Ken
5
Theophilopoulou, Angeliki
5
Białkowski, Je̜drzej
4
Christl, Michael
4
Clark, Andrew E.
4
Cohen, Jeffrey P.
4
Disdier, Anne-Célia
4
Dobbie, Will
4
Engsted, Tom
4
Fadejeva, Ludmila
4
Giraitis, Liudas
4
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4
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5
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1
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International review of economics & finance : IREF
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Working paper
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38
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37
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19
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19
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18
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15
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10
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5
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2
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2
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2
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2
SSE EFI working paper series in economics and finance
2
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2
Working paper / IMK, Institut für Makroökonomie
2
Working paper / Schwartz Center for Economic Policy Analysis
2
Working papers
2
Working papers in economics and econometrics
2
CEMMAP working papers / Centre for Microdata Methods and Practice
1
Cardiff economics working papers
1
DNB working paper
1
Department of Economics discussion paper series / University of Oxford
1
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ECONIS (ZBW)
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1
Child development in the early years : parental investment and the changing dynamics of different domains
Attanasio, Orazio P.
;
Bernal, Raquel
;
Giannola, Michele
; …
-
2021
Persistent link: https://www.econbiz.de/10012803493
Saved in:
2
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
3
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
4
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
5
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
6
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
7
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
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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