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subject:"Arbeitslosigkeit"
~isPartOf:"Econometric Institute research papers"
~subject:"Shock"
~subject:"Volatilität"
~subject:"Welt"
~type:"book"
~type_genre:"Collection of articles of several authors"
~type_genre:"Working Paper"
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Arbeitslosigkeit
Shock
Volatilität
Welt
Estimation
65
Schätzung
65
USA
22
United States
22
Volatility
22
Forecasting model
19
Prognoseverfahren
19
ARCH model
16
ARCH-Modell
16
World
12
Modellierung
9
Scientific modelling
9
Time series analysis
9
Zeitreihenanalyse
9
Bayes-Statistik
8
Bayesian inference
8
Stochastic process
8
Stochastischer Prozess
8
Börsenkurs
7
Economic indicator
7
Share price
7
Theorie
7
Theory
7
Wirtschaftsindikator
7
Capital income
6
Economic growth
6
International tourism
6
Internationaler Tourismus
6
Kapitaleinkommen
6
National income
6
Nationaleinkommen
6
Risikomaß
6
Risk measure
6
Wirtschaftswachstum
6
Commodity derivative
5
Rohstoffderivat
5
Taiwan
5
Capital market returns
4
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Online availability
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Free
30
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Collection of articles of several authors
Working Paper
Arbeitspapier
30
Graue Literatur
30
Non-commercial literature
30
Language
All
English
30
Author
All
McAleer, Michael
26
Chang, Chia-Lin
12
Asai, Manabu
6
Medeiros, Marcelo C.
4
Tansuchat, Roengchai
4
Chen, Chi-chung
2
Dijk, Dick van
2
Franses, Philip Hans
2
Khamkaew, Thanchanok
2
Martinet, Guillaume Gaetan
2
Bannouh, Karim
1
Baştürk, Nalan
1
Bruijn, Bert de
1
Caporin, Massimiliano
1
Chen, Ping-Yu
1
Chu, LanFen
1
Hafner, Christian M.
1
Hammoudeh, Shawkat
1
Ishida, Isao
1
Jimenez-Martin, Juan-Angel
1
Knapp, Sabine
1
Martens, Martin
1
Oxley, Les
1
Oya, Kosuke
1
Paap, Richard
1
Pérez Amaral, Teodosio
1
Roengchai Tansuchat
1
Thompson, Mark A.
1
Whitby, Bruce
1
Wiphatthanananthakul, Chatayan
1
Yuan, Yuan
1
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Published in...
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Econometric Institute research papers
Working paper / National Bureau of Economic Research, Inc.
474
Discussion paper series / IZA
453
CESifo working papers
395
Discussion paper / Centre for Economic Policy Research
362
Working paper
215
Discussion papers / CEPR
154
Discussion paper
139
Discussion paper / Tinbergen Institute
126
Kiel working paper
100
IMF working papers
96
ZEW discussion papers
83
Working paper series / European Central Bank
71
Discussion papers / Deutsches Institut für Wirtschaftsforschung
68
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
66
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
63
Working paper series
60
Working papers
57
Kieler Arbeitspapiere
50
Research paper series / Swiss Finance Institute
49
IMF working paper
48
International finance discussion papers
47
CFS working paper series
46
SFB 649 discussion paper
46
Finance and economics discussion series
44
Policy research working paper : WPS
43
Staff reports / Federal Reserve Bank of New York
42
Discussion paper / Deutsche Bundesbank
37
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
37
Working papers / Bank for International Settlements
34
Department of Economics working paper series
33
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
32
Discussion paper / Center for Economic Research, Tilburg University
31
Economics working paper
29
Discussion paper series
28
KOF working papers
28
Ruhr economic papers
28
Staff working papers / Bank of England
28
CAMA working paper series
26
Discussion papers of interdisciplinary research project 373
26
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ECONIS (ZBW)
30
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1
Measuring the effect of perceived corruption on detention and incident risk : an empirical analysis
Knapp, Sabine
;
Franses, Philip Hans
;
Whitby, Bruce
-
2020
Persistent link: https://www.econbiz.de/10012432879
Saved in:
2
Stochastic levels and duration dependence in US unemployment
Bruijn, Bert de
;
Franses, Philip Hans
-
2015
Persistent link: https://www.econbiz.de/10011432575
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
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
Saved in:
8
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
9
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
10
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/10009619566
Saved in:
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