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subject:"Estimation"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper"
~person:"Fritsch, Michael"
~person:"McAleer, Michael"
~person:"Pierdzioch, Christian"
~subject:"Capital income"
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Estimation
Zeitreihenanalyse
Capital income
Schätzung
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
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Taiwan
5
Time series analysis
5
Demand
4
Kapitaleinkommen
4
Nachfrage
4
Börsenkurs
3
Capital market returns
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Economic indicator
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Kapitalmarktrendite
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Risikomaß
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Thailand
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Theorie
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1996-2009
2
Aktienindex
2
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Arbeitspapier
26
Graue Literatur
26
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26
Working Paper
26
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English
26
Author
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Fritsch, Michael
McAleer, Michael
Pierdzioch, Christian
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
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
Escribano, Álvaro
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
Econometric Institute research papers
38
Kiel working paper
19
Discussion paper / Tinbergen Institute
18
Kieler Arbeitspapiere
18
Freiberger Arbeitspapiere
15
Freiberg working papers
8
Discussion papers / Deutsches Institut für Wirtschaftsforschung
7
The North American journal of economics and finance : a journal of financial economics studies
7
Department of Economics working paper series
6
Jena economic research papers
6
Applied economics
5
Applied economics letters
5
Discussion paper series / IZA
5
Finance research letters
5
Small business economics : an entrepreneurship journal
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IZA Discussion Paper
4
International review of economics & finance : IREF
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
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3
Journal of econometrics
3
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3
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3
SOEPpaper
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The European journal of finance
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Annals of financial economics
2
CESifo Working Paper Series
2
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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DEP (Socioeconomics) discussion papers : macroeconomics and finance series
2
DIW Berlin Discussion Paper
2
Discussion paper / Deutsche Bundesbank
2
Discussion papers / Europa-Universität Viadrina Frankfurt (Oder), Fakultät Wirtschaftswissenschaften
2
Empirische Analysen zum Gründungsgeschehen in Deutschland : mit 55 Tabellen
2
Finmap working paper
2
International economics and economic policy : IEEP
2
International journal of forecasting
2
International review of financial analysis
2
Journal of forecasting
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ECONIS (ZBW)
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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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