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subject:"Prognoseverfahren"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
~subject:"Nachfrage"
~subject:"Stochastischer Prozess"
~subject:"Time series analysis"
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Prognoseverfahren
Nachfrage
Stochastischer Prozess
Time series analysis
Estimation
26
Schätzung
26
Volatility
13
Volatilität
13
ARCH model
9
ARCH-Modell
9
Forecasting model
9
Welt
8
World
8
USA
6
United States
6
International tourism
5
Internationaler Tourismus
5
Modellierung
5
Scientific modelling
5
Stochastic process
5
Taiwan
5
Zeitreihenanalyse
5
Capital income
4
Demand
4
Kapitaleinkommen
4
Börsenkurs
3
Capital market returns
3
Economic indicator
3
Kapitalmarktrendite
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
9
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Book / Working Paper
19
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Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
Working Paper
19
Language
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English
19
Author
All
McAleer, Michael
Chang, Chia-Lin
8
Mumtaz, Haroon
7
Österholm, Pär
7
Kapetanios, George
6
McCracken, Michael W.
5
Theodoridis, Konstantinos
5
Escribano, Álvaro
4
Guo, Hui
4
Kiss, Tamás
4
Neely, Christopher J.
4
Nguyen, Hoang
4
Blazsek, Szabolcs
3
Doz, Catherine
3
Engsted, Tom
3
Franses, Philip Hans
3
Honoré, Peter
3
Licht, Adrian
3
Savickas, Robert
3
Ajevskis, Viktors
2
Allen, David E.
2
Amburgey, Aaron
2
Asai, Manabu
2
Christiansen, Charlotte
2
Cipollini, Andrea
2
Clark, Todd E.
2
Guidolin, Massimo
2
Karlsson, Sune
2
Khamkaew, Thanchanok
2
Poon, Aubrey
2
Rangvid, Jesper
2
Raunig, Burkhard
2
Roengchai Tansuchat
2
Scharth, Marcel
2
Sherris, Michael
2
Skiadopoulos, George
2
Thornton, Daniel L.
2
Ungolo, Francesco
2
Zhou, Yuxin
2
Andonova, Danica Unevska
1
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Institution
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University of Canterbury / Dept. of Economics and Finance
3
Published in...
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Working paper
Econometric Institute research papers
22
Discussion paper / Tinbergen Institute
12
Econometric reviews
4
Applied economics
2
International journal of forecasting
2
International review of economics & finance : IREF
2
Journal of econometrics
2
Journal of risk and financial management : JRFM
2
Risks : open access journal
2
School of Accounting, Finance and Economics & FEMARC working paper series
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
Econometrics : open access journal
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
19
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1
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10
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19
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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
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
9
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
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/10009562985
Saved in:
1
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