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subject:"Prognoseverfahren"
~isPartOf:"Working paper"
~person:"Fritsche, Ulrich"
~person:"McAleer, Michael"
~subject:"Kapitalmarktrendite"
~subject:"USA"
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Prognoseverfahren
Kapitalmarktrendite
USA
Estimation
26
Schätzung
26
Volatility
13
Volatilität
13
ARCH model
9
ARCH-Modell
9
Forecasting model
9
Welt
8
World
8
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
Zeitreihenanalyse
5
Capital income
4
Demand
4
Kapitaleinkommen
4
Nachfrage
4
Börsenkurs
3
Capital market returns
3
Economic indicator
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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Free
10
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Book / Working Paper
16
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Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Language
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English
16
Author
All
Fritsche, Ulrich
McAleer, Michael
Kapetanios, George
6
Neely, Christopher J.
6
Chang, Chia-Lin
5
Karanassou, Marika
5
McCracken, Michael W.
5
Owyang, Michael T.
5
Guidolin, Massimo
4
Guo, Hui
4
Nyholm, Ken
4
Sala, Hector
4
Zweifel, Peter
4
Österholm, Pär
4
Escribano, Álvaro
3
Honoré, Peter
3
Kiss, Tamás
3
Mas, Alexandre
3
Mumtaz, Haroon
3
Nguyen, Hoang
3
Savickas, Robert
3
Scharler, Johann
3
Thornton, Daniel L.
3
Allen, David E.
2
Altshuler, Rosanne
2
Amburgey, Aaron
2
Asai, Manabu
2
Blazsek, Szabolcs
2
Cipollini, Andrea
2
Clark, Todd E.
2
Francis, Neville
2
Franses, Philip Hans
2
Hernández-Murillo, Rubén
2
Karlsson, Sune
2
Kwapil, Claudia
2
Licht, Adrian
2
Piger, Jeremy Max
2
Pistaferri, Luigi
2
Rapach, David E.
2
Raunig, Burkhard
2
Scharth, Marcel
2
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University of Canterbury / Dept. of Economics and Finance
2
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Working paper
Econometric Institute research papers
23
Discussion paper / Tinbergen Institute
11
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
DEP (Socioeconomics) discussion papers : macroeconomics and finance series
4
Diskussionspapiere / Deutsches Institut für Wirtschaftsforschung
3
Econometric reviews
3
DEP discussion papers : macroeconomics and finance series
2
International journal of forecasting
2
International review of economics & finance : IREF
2
Journal of econometrics
2
Journal of macroeconomics
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
DIW Berlin Discussion Paper
1
Econometrics : open access journal
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk and financial management : JRFM
1
Kiel working paper
1
Managerial finance
1
Risks : open access journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
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ECONIS (ZBW)
16
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16
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date (oldest first)
1
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
2
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
3
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
4
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
5
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:
6
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
7
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
8
Asymmetric adjustments in the ethanol and grains markets
Chang, Chia-Lin
;
Chen, Li-Hsueh
;
Hammoudeh, Shawkat
; …
-
2010
Persistent link: https://www.econbiz.de/10008760493
Saved in:
9
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
10
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
1
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