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subject:"Share price"
subject:"Stock index"
~isPartOf:"Working paper"
~person:"Bohl, Martin T."
~person:"McAleer, Michael"
~subject:"Scientific modelling"
~subject:"USA"
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Share price
Stock index
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USA
Estimation
26
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26
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13
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13
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9
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9
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Bohl, Martin T.
McAleer, Michael
Chang, Chia-Lin
7
Neely, Christopher J.
6
Owyang, Michael T.
6
Guo, Hui
5
Kapetanios, George
5
Karanassou, Marika
5
Mumtaz, Haroon
5
Nyholm, Ken
4
Sala, Hector
4
Savickas, Robert
4
Zweifel, Peter
4
Escribano, Álvaro
3
Honoré, Peter
3
Manera, Matteo
3
Mas, Alexandre
3
McCracken, Michael W.
3
Scharler, Johann
3
Theodoridis, Konstantinos
3
Altshuler, Rosanne
2
Asai, Manabu
2
Białkowski, Je̜drzej
2
Blazsek, Szabolcs
2
Bloom, Nicholas
2
Engsted, Tom
2
Erdemlioglu, Deniz
2
Francis, Neville
2
Gourier, Elise
2
Guidolin, Massimo
2
Hernández-Murillo, Rubén
2
Kiss, Tamás
2
Kwapil, Claudia
2
Licht, Adrian
2
Nguyen, Hoang
2
Piger, Jeremy Max
2
Pistaferri, Luigi
2
Raunig, Burkhard
2
Roengchai Tansuchat
2
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2
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
16
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11
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4
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Aktuelle Entwicklungen im Finanzdienstleistungsbereich : 3. Liechtensteinisches Finanzdienstleistungs-Symposium an der Fachhochschule Liechtenstein ; mit 50 Tabellen
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Stabilisierungsprobleme in der Marktwirtschaft : Prozesse und Strukturen ; Artur Woll zum 80. Geburtstag
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ECONIS (ZBW)
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1
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
2
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
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
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
5
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
6
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:
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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