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subject:"Purchasing power parity"
subject:"Wechselkurs"
~person:"Hsing, Yu"
~person:"McAleer, Michael"
~subject:"Fiscal policy"
~subject:"Geldnachfrage"
~subject:"Risikomaß"
~subject:"Volatilität"
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Purchasing power parity
Wechselkurs
Fiscal policy
Geldnachfrage
Risikomaß
Volatilität
Estimation
207
Schätzung
201
Volatility
90
ARCH model
50
ARCH-Modell
50
USA
44
United States
44
Forecasting model
39
Prognoseverfahren
39
Stochastic process
39
Stochastischer Prozess
39
Welt
39
World
39
Börsenkurs
38
Share price
38
Theorie
31
Theory
31
Time series analysis
26
Zeitreihenanalyse
26
Exchange rate
25
Capital income
23
Kapitaleinkommen
23
International tourism
21
Internationaler Tourismus
21
Risk measure
20
Taiwan
20
Modellierung
17
Scientific modelling
17
Capital market returns
15
Commodity derivative
15
Kapitalmarktrendite
15
Oil price
15
Rohstoffderivat
15
Ölpreis
15
Demand
13
Nachfrage
13
Regression analysis
13
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Free
68
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14
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67
Article
53
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Article in journal
52
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50
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50
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English
120
Author
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Hsing, Yu
McAleer, Michael
Bahmani-Oskooee, Mohsen
107
Caporale, Guglielmo Maria
98
Gupta, Rangan
98
Belke, Ansgar
69
MacDonald, Ronald
68
Cheung, Yin-Wong
58
Pierdzioch, Christian
58
Chang, Tsangyao
53
Chinn, Menzie David
53
Bollerslev, Tim
46
Gil-Alaña, Luis A.
45
Afonso, António
37
Todorov, Viktor
35
Herwartz, Helmut
34
Beckmann, Joscha
33
Bouri, Elie
32
Härdle, Wolfgang
32
Wohar, Mark E.
32
Engel, Charles
31
Hautsch, Nikolaus
31
Mumtaz, Haroon
31
Asai, Manabu
30
Reitz, Stefan
30
Tiwari, Aviral Kumar
30
Wolters, Jürgen
30
Buch, Claudia M.
29
Engle, Robert F.
27
Ma, Feng
27
Rose, Andrew
27
Caporin, Massimiliano
26
Koopman, Siem Jan
26
Rodriguez, Gabriel
26
Sarno, Lucio
26
Su, Chi-Wei
26
Taylor, Mark P.
26
Allen, David E.
25
Chang, Chia-Lin
25
Frankel, Jeffrey A.
25
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University of Canterbury / Dept. of Economics and Finance
4
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Econometric Institute research papers
23
Working paper
13
Discussion paper / Tinbergen Institute
12
Econometric reviews
4
Journal of econometrics
3
Journal of risk and financial management : JRFM
3
Applied economics letters
2
Global economy journal : GEJ
2
International review of economics & finance : IREF
2
Risks : open access journal
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
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Handbook of applied econometrics and statistical inference
1
Indian journal of economics & business : IJEB
1
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1
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1
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South-east European journal of economics and business
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ECONIS (ZBW)
120
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61
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
62
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
63
Pricing options by simulation using realized volatility
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2009
Persistent link: https://www.econbiz.de/10003869596
Saved in:
64
Modelling long memory volatility in agricultural commodity futures returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003909568
Saved in:
65
Forecasting realized volatility with linear and nonlinear models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2009
Persistent link: https://www.econbiz.de/10003910296
Saved in:
66
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910516
Saved in:
67
Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877105
Saved in:
68
Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877109
Saved in:
69
What happened to risk management during the 2008 - 09 financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
-
2009
Persistent link: https://www.econbiz.de/10003877129
Saved in:
70
How volatile is ENSO?
Chu, LanFen
;
McAleer, Michael
;
Chen, Chi-chung
-
2009
Persistent link: https://www.econbiz.de/10003877146
Saved in:
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