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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Econometric Institute research papers"
~person:"McAleer, Michael"
~person:"Ours, Jan C. van"
~subject:"Geldpolitik"
~subject:"Schätztheorie"
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Estimation
Zeitreihenanalyse
Geldpolitik
Schätztheorie
Schätzung
54
Volatility
21
Volatilität
21
ARCH model
15
ARCH-Modell
15
USA
14
United States
14
Forecasting model
11
Prognoseverfahren
11
Welt
10
World
10
Arbeitslosigkeit
8
Netherlands
8
Niederlande
8
Unemployment
8
Börsenkurs
7
Share price
7
Stochastic process
7
Stochastischer Prozess
7
International tourism
6
Internationaler Tourismus
6
Risikomaß
6
Risk measure
6
Time series analysis
6
Commodity derivative
5
Modellierung
5
Rohstoffderivat
5
Scientific modelling
5
Taiwan
5
Capital market returns
4
Dauer
4
Duration
4
Kapitalmarktrendite
4
Oil price
4
Ölpreis
4
Arbeitsmarktflexibilität
3
Arbeitsmarktpolitik
3
Capital income
3
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48
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54
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Arbeitspapier
54
Graue Literatur
54
Non-commercial literature
54
Working Paper
54
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English
54
Author
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McAleer, Michael
Ours, Jan C. van
Chang, Chia-Lin
19
Franses, Philip Hans
19
Soest, Arthur van
11
Asai, Manabu
6
Einmahl, John H. J.
6
Cherchye, Laurens
5
Dijk, Dick van
5
Eijffinger, Sylvester C. W.
5
Melenberg, Bertrand
5
Rock, Bram de
5
Kapteyn, Arie
4
Medeiros, Marcelo C.
4
Paap, Richard
4
Tansuchat, Roengchai
4
Vermeulen, Frederic
4
Bellemare, Charles
3
Degryse, Hans
3
Dijk, Herman K. van
3
Gong, Xiaodong
3
Khamkaew, Thanchanok
3
Magnus, Jan R.
3
Ongena, Steven
3
Ravazzolo, Francesco
3
Renneboog, Luc
3
Uhlig, Harald
3
Alessie, Rob
2
Allen, David E.
2
Beck, Thorsten
2
Binswanger, Johannes
2
Boone, Jan
2
Carman, Katherine Grace
2
Chen Zhou
2
Chen, Chi-chung
2
Cukierman, Alex
2
Da Rin, Marco
2
Gielen, Anne C.
2
Haan, Laurens de
2
Hafner, Christian M.
2
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Center for Economic Research <Tilburg>
5
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Discussion paper / Center for Economic Research, Tilburg University
Econometric Institute research papers
Working paper
26
Discussion paper / Tinbergen Institute
23
Discussion paper / Centre for Economic Policy Research
18
Discussion paper series / IZA
18
Applied economics
6
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
6
Econometric reviews
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
CESifo working papers
3
International review of economics & finance : IREF
3
Journal of econometrics
3
Journal of risk and financial management : JRFM
3
Labour economics : official journal of the European Association of Labour Economists
3
Applied financial economics
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
International journal of forecasting
2
Journal of macroeconomics
2
Melbourne Institute working paper series
2
Oxford economic papers
2
Risks : open access journal
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The North American journal of economics and finance : a journal of financial economics studies
2
The econometrics journal
2
Working papers in economics and econometrics
2
Annals of financial economics
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
1
De economist : quarterly review of the Royal Netherlands Economic Association
1
Discussion paper / Institut de Recherches Économiques et Sociales de l'Université Catholique de Louvain
1
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1
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1
Econometric Institute Research Papers
1
Econometric Reviews
1
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1
Economics of education review
1
Economies : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
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ECONIS (ZBW)
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1
Subjective well-being and partnership dynamics : are same-sex relationships different?
Chen, Shuai
;
Ours, Jan C. van
-
2017
Persistent link: https://www.econbiz.de/10011734683
Saved in:
2
The educational consequences of language proficiency for young children
Yao, Yuxin
;
Ohinata, Asako
;
Ours, Jan C. van
-
2016
Persistent link: https://www.econbiz.de/10011444212
Saved in:
3
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:
4
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:
5
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:
6
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
Saved in:
7
The Great Recession was not so great
Ours, Jan C. van
-
2015
Persistent link: https://www.econbiz.de/10011348899
Saved in:
8
The effect of shocks to labour market flows on unemployment and participation rates
Dixon, Robert J.
;
Lim, Guay C.
;
Ours, Jan C. van
-
2014
Persistent link: https://www.econbiz.de/10011282832
Saved in:
9
On the Invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010438059
Saved in:
10
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010438068
Saved in:
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