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subject:"Purchasing power parity"
subject:"Wechselkurs"
~isPartOf:"Working paper"
~person:"Erdemlioglu, Deniz"
~person:"Hsing, Yu"
~person:"McAleer, Michael"
~person:"Onour, Ibrahim A."
~subject:"ARCH model"
~subject:"Fiscal policy"
~subject:"Geldnachfrage"
~subject:"Monetary policy"
~subject:"Volatilität"
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Purchasing power parity
Wechselkurs
ARCH model
Fiscal policy
Geldnachfrage
Monetary policy
Volatilität
Estimation
29
Schätzung
29
Volatility
15
ARCH-Modell
10
Forecasting model
9
Prognoseverfahren
9
Welt
8
World
8
USA
7
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7
Time series analysis
6
Zeitreihenanalyse
6
Capital income
5
International tourism
5
Internationaler Tourismus
5
Kapitaleinkommen
5
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5
Scientific modelling
5
Stochastic process
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Stochastischer Prozess
5
Taiwan
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Theorie
5
Theory
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Börsenkurs
4
Demand
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Nachfrage
4
Risikomaß
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Economic indicator
3
Kapitalmarktrendite
3
Thailand
3
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1996-2009
2
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2
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2
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2
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18
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18
Working Paper
18
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17
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English
18
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Erdemlioglu, Deniz
Hsing, Yu
McAleer, Michael
Onour, Ibrahim A.
Mumtaz, Haroon
20
Theodoridis, Konstantinos
9
Neely, Christopher J.
8
Kapetanios, George
7
Österholm, Pär
6
Bénassy-Quéré, Agnès
5
Chang, Chia-Lin
5
Mignon, Valérie
5
Chortareas, Georgios E.
4
Escribano, Álvaro
4
Theophilopoulou, Angeliki
4
Belke, Ansgar
3
Coudert, Virginie
3
Kaufmann, Sylvia
3
Kiss, Tamás
3
Lahrèche-Révil, Amina
3
Nguyen, Hoang
3
Owyang, Michael T.
3
Rangvid, Jesper
3
Roengchai Tansuchat
3
Allen, David E.
2
Asai, Manabu
2
Benati, Luca
2
Blazsek, Szabolcs
2
Cimadomo, Jacopo
2
Engsted, Tom
2
Giraitis, Liudas
2
Gourier, Elise
2
Herz, Bernhard
2
Jarociński, Marek
2
Karlsson, Sune
2
Knell, Markus
2
Kugler, Peter
2
Kwapil, Claudia
2
Laurent, Sébastien
2
Licht, Adrian
2
Lucas, Robert E.
2
Mandalinci, Zeyyad
2
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University of Canterbury / Dept. of Economics and Finance
5
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Working paper
Econometric Institute research papers
23
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12
Econometric reviews
4
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International journal of monetary economics and finance
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Handbook of applied econometrics and statistical inference
1
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1
Indian journal of economics & business : IJEB
1
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1
International journal of economic sciences and applied research : IJESAR
1
International journal of economics
1
International journal of economics and business research
1
International journal of forecasting
1
International journal of trade and global markets
1
Journal of Asian finance, economics and business : JAFEB
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1
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1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz
;
Neely, Christopher J.
;
Yang, Xiye
-
2023
Persistent link: https://www.econbiz.de/10014320683
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
Which continuous-time model is most appropriate for exchange rates?/ Deniz Erdemlioglu; S´ebastien Laurent; Christopher J. Neely
Erdemlioglu, Deniz
;
Laurent, S´ebastien
;
Neely, …
-
2013
Persistent link: https://www.econbiz.de/10009791133
Saved in:
6
Econometric modeling of exchange rate volatility and jumps
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
-
2012
Persistent link: https://www.econbiz.de/10009522869
Saved in:
7
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:
8
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
9
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
10
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
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