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subject:"Purchasing power parity"
subject:"Wechselkurs"
~isPartOf:"Working paper"
~person:"Hsing, Yu"
~person:"McAleer, Michael"
~person:"Onour, Ibrahim A."
~subject:"ARCH model"
~subject:"Fiscal policy"
~subject:"Geldnachfrage"
~subject:"Kapitaleinkommen"
~subject:"Monetary policy"
~subject:"Volatilität"
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Purchasing power parity
Wechselkurs
ARCH model
Fiscal policy
Geldnachfrage
Kapitaleinkommen
Monetary policy
Volatilität
Estimation
26
Schätzung
26
Volatility
13
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
5
Taiwan
5
Time series analysis
5
Zeitreihenanalyse
5
Capital income
4
Demand
4
Nachfrage
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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7
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15
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15
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15
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15
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15
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English
15
Author
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Hsing, Yu
McAleer, Michael
Onour, Ibrahim A.
Mumtaz, Haroon
20
Kapetanios, George
9
Theodoridis, Konstantinos
9
Neely, Christopher J.
8
Österholm, Pär
6
Bénassy-Quéré, Agnès
5
Chang, Chia-Lin
5
Guo, Hui
5
Mignon, Valérie
5
Chortareas, Georgios E.
4
Escribano, Álvaro
4
Manera, Matteo
4
Savickas, Robert
4
Theophilopoulou, Angeliki
4
Belke, Ansgar
3
Coudert, Virginie
3
Erdemlioglu, Deniz
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
Białkowski, Je̜drzej
2
Blazsek, Szabolcs
2
Cavallo, Eduardo A.
2
Cimadomo, Jacopo
2
Engsted, Tom
2
Giraitis, Liudas
2
Gourier, Elise
2
Guidolin, Massimo
2
Herz, Bernhard
2
Jarociński, Marek
2
Karlsson, Sune
2
Kayal, Parthajit
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
Discussion paper / Tinbergen Institute
12
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4
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3
Applied economics letters
2
Economies : open access journal
2
Global economy journal : GEJ
2
International journal of monetary economics and finance
2
International review of economics & finance : IREF
2
Journal of risk and financial management : JRFM
2
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2
School of Accounting, Finance and Economics & FEMARC working paper series
2
The North American journal of economics and finance : a journal of financial economics studies
2
The econometrics journal
2
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2
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1
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1
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1
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1
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1
Handbook of applied econometrics and statistical inference
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
1
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1
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1
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1
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1
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1
Prague economic papers : a bimonthly journal of economic theory and policy
1
South-east European journal of economics and business
1
The Japanese economic review : the journal of the Japanese Economic Association
1
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1
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ECONIS (ZBW)
15
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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
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:
5
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
6
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
7
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
8
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
9
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:
10
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
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