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subject:"USA"
type_genre:"Arbeitspapier"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Econometric Institute research papers"
~subject:"ARCH-Modell"
~subject:"Time series analysis"
~subject:"Zeitreihenanalyse"
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USA
ARCH-Modell
Time series analysis
Zeitreihenanalyse
Estimation
173
Schätzung
173
Deutschland
68
Germany
68
Theorie
65
Theory
65
United States
49
Volatility
39
Volatilität
39
Börsenkurs
24
Share price
24
ARCH model
23
Forecasting model
23
Prognoseverfahren
23
Cointegration
20
Kointegration
20
Stochastic process
19
Stochastischer Prozess
19
Welt
16
World
16
Estimation theory
13
Schätztheorie
13
Capital income
12
Exchange rate
12
Kapitaleinkommen
12
Wechselkurs
12
Großbritannien
11
United Kingdom
11
Einheitswurzeltest
10
Modellierung
10
Scientific modelling
10
Unit root test
10
Arbeitslosigkeit
9
Bayes-Statistik
9
Bayesian inference
9
Statistical test
9
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Free
40
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83
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Arbeitspapier
Working Paper
83
Graue Literatur
81
Non-commercial literature
81
Language
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English
82
German
1
Author
All
McAleer, Michael
29
Chang, Chia-Lin
12
Gil-Alaña, Luis A.
8
Franses, Philip Hans
6
Härdle, Wolfgang
6
Asai, Manabu
5
Breitung, Jörg
4
Dijk, Dick van
4
Hafner, Christian M.
4
Herwartz, Helmut
4
Tansuchat, Roengchai
4
Caporale, Guglielmo Maria
3
Medeiros, Marcelo C.
3
Nautz, Dieter
3
Ravazzolo, Francesco
3
Saikkonen, Pentti
3
Yang, Lijian
3
Burda, Michael C.
2
Candelon, Bertrand
2
Chen, Chi-chung
2
Dijk, Herman K. van
2
Hammoudeh, Shawkat
2
Jimenez-Martin, Juan-Angel
2
Lanne, Markku
2
Lütkepohl, Helmut
2
Martinet, Guillaume Gaetan
2
Pérez Amaral, Teodosio
2
Spokojnyj, Vladimir G.
2
Teyssière, Gilles
2
Weder, Mark
2
Allen, David E.
1
Aree Wiboonpongse
1
Bannouh, Karim
1
Bell, David R.
1
Boehmer, Ekkehart
1
Boztuğ, Yasemin
1
Bruijn, Bert de
1
Brüggemann, Ralf
1
Caporin, Massimiliano
1
Chan, Felix
1
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Econometrisch Instituut <Rotterdam>
3
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Econometric Institute research papers
Working paper / National Bureau of Economic Research, Inc.
1,495
Discussion paper series / IZA
432
Discussion paper / Centre for Economic Policy Research
401
CESifo working papers
218
Finance and economics discussion series
171
Working paper
170
Discussion paper / Tinbergen Institute
109
Discussion paper
84
Kiel working paper
63
Discussion papers / Deutsches Institut für Wirtschaftsforschung
60
Staff reports / Federal Reserve Bank of New York
60
SFB 649 discussion paper
58
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
54
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
54
CFS working paper series
50
International finance discussion papers
48
Working papers / Federal Reserve Bank of Philadelphia, Research Department
48
NBER working paper series
45
Discussion paper / Deutsche Bundesbank
41
ZEW discussion papers
41
Economics and finance working paper series
40
Research paper series / Swiss Finance Institute
39
Working paper series / European Central Bank
39
Working papers / Federal Reserve Bank of Chicago
36
Working papers / University of Connecticut, Department of Economics
36
Working paper / Department of Econometrics and Business Statistics, Monash University
35
CREATES research paper
34
Working papers series / Federal Reserve Bank of San Francisco
34
Working paper series
32
CAMA working paper series
31
Fisher College of Business working paper series
30
IMF working papers
30
Discussion papers / CEPR
29
Federal Reserve Bank of Cleveland working paper series
29
Department of Economics working paper series
28
Cowles Foundation discussion paper
27
Discussion papers in economics
26
Working papers
26
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ECONIS (ZBW)
83
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1
An introduction to time-varying lag autoregression
Franses, Philip Hans
-
2020
Persistent link: https://www.econbiz.de/10012216295
Saved in:
2
Stochastic levels and duration dependence in US unemployment
Bruijn, Bert de
;
Franses, Philip Hans
-
2015
Persistent link: https://www.econbiz.de/10011432575
Saved in:
3
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2015
Persistent link: https://www.econbiz.de/10011432600
Saved in:
4
On the Invertibility of EGARCH(p,q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2015
-
Revised: February 2015
Persistent link: https://www.econbiz.de/10011346214
Saved in:
5
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
Saved in:
6
On the Invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010438059
Saved in:
7
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010438068
Saved in:
8
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009755013
Saved in:
9
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
10
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
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