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subject:"USA"
type_genre:"Arbeitspapier"
~isPartOf:"Econometric Institute research papers"
~person:"Giordani, Paolo"
~person:"Ishida, Isao"
~person:"McAleer, Michael"
~subject:"Estimation"
~subject:"Zeitreihenanalyse"
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USA
Estimation
Zeitreihenanalyse
Schätzung
39
Volatility
21
Volatilität
21
ARCH model
15
ARCH-Modell
15
United States
14
Forecasting model
11
Prognoseverfahren
11
Welt
10
World
10
Börsenkurs
7
Share price
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Stochastic process
7
Stochastischer Prozess
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International tourism
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Internationaler Tourismus
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Modellierung
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Taiwan
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Economic indicator
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Giordani, Paolo
Ishida, Isao
McAleer, Michael
Chang, Chia-Lin
19
Franses, Philip Hans
19
Asai, Manabu
6
Dijk, Dick van
5
Medeiros, Marcelo C.
4
Paap, Richard
4
Tansuchat, Roengchai
4
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3
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3
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2
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2
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2
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2
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2
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2
Martinet, Guillaume Gaetan
2
Oxley, Les
2
Pérez Amaral, Teodosio
2
Singh, Abhay Kumar
2
Aree Wiboonpongse
1
Bannouh, Karim
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Baştürk, Nalan
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1
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1
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Econometric Institute research papers
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26
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18
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4
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ECONIS (ZBW)
39
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1
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:
2
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432732
Saved in:
3
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:
4
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
Saved in:
5
On the Invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010438059
Saved in:
6
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010438068
Saved in:
7
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359773
Saved in:
8
A tourism condition index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359784
Saved in:
9
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009755013
Saved in:
10
Coercive journal self citations, impact factor, journal influence and article influence
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10010354359
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