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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:"Monetary policy"
~subject:"USA"
~subject:"Volatilität"
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Purchasing power parity
Wechselkurs
ARCH model
Fiscal policy
Geldnachfrage
Monetary policy
USA
Volatilität
Estimation
26
Schätzung
26
Volatility
13
ARCH-Modell
9
Forecasting model
9
Prognoseverfahren
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
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
8
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Book / Working Paper
17
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Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Language
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English
17
Author
All
Hsing, Yu
McAleer, Michael
Onour, Ibrahim A.
Mumtaz, Haroon
20
Theodoridis, Konstantinos
9
Kapetanios, George
8
Neely, Christopher J.
8
Chang, Chia-Lin
6
Mignon, Valérie
6
Owyang, Michael T.
6
Österholm, Pär
6
Bénassy-Quéré, Agnès
5
Escribano, Álvaro
5
Karanassou, Marika
5
Chortareas, Georgios E.
4
Guo, Hui
4
Kaufmann, Sylvia
4
Nyholm, Ken
4
Sala, Hector
4
Scharler, Johann
4
Theophilopoulou, Angeliki
4
Zweifel, Peter
4
Belke, Ansgar
3
Blazsek, Szabolcs
3
Coudert, Virginie
3
Engsted, Tom
3
Erdemlioglu, Deniz
3
Honoré, Peter
3
Kiss, Tamás
3
Kwapil, Claudia
3
Lahrèche-Révil, Amina
3
Licht, Adrian
3
Manera, Matteo
3
Mas, Alexandre
3
Nguyen, Hoang
3
Rangvid, Jesper
3
Roengchai Tansuchat
3
Savickas, Robert
3
Srinivasan, Naveen
3
Thornton, Daniel L.
3
Allen, David E.
2
Altshuler, Rosanne
2
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University of Canterbury / Dept. of Economics and Finance
5
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Working paper
Econometric Institute research papers
27
Discussion paper / Tinbergen Institute
13
Econometric reviews
4
Applied economics letters
3
International review of economics & finance : IREF
3
Journal of econometrics
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Applied economics
2
Global economy journal : GEJ
2
International journal of monetary economics and finance
2
International journal of transport economics : IJTE
2
Journal of risk and financial management : JRFM
2
Risks : open access journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
The econometrics journal
2
The empirical economics letters : a monthly international journal of economics
2
The journal of economics
2
Business and Economic Research : BER
1
Cogent economics & finance
1
Econometrics : open access journal
1
Economia internazionale
1
Economic analysis and policy
1
Economies : open access journal
1
Global economic review
1
Handbook of applied econometrics and statistical inference
1
Indian journal of economics & business : IJEB
1
International journal of applied economics and econometrics : IJAEE
1
International journal of economic policy in emerging economies
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
Journal of economic development
1
Journal of economic research
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
Journal of social and economic policy
1
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ECONIS (ZBW)
17
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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
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:
8
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
9
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:
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:
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