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subject:"USA"
type_genre:"Arbeitspapier"
~isPartOf:"Econometric Institute research papers"
~person:"Hafner, Christian M."
~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
16
ARCH-Modell
16
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
7
International tourism
6
Internationaler Tourismus
6
Risikomaß
6
Risk measure
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Commodity derivative
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Modellierung
5
Rohstoffderivat
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Scientific modelling
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Taiwan
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Time series analysis
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Capital income
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Capital market returns
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Kapitaleinkommen
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Kapitalmarktrendite
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Oil price
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Ölpreis
4
Demand
3
Economic indicator
3
Exchange rate risk
3
Factor analysis
3
Faktorenanalyse
3
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Arbeitspapier
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39
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English
39
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Hafner, Christian M.
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
Dijk, Herman K. van
3
Khamkaew, Thanchanok
3
Ravazzolo, Francesco
3
Allen, David E.
2
Chen, Chi-chung
2
Hammoudeh, Shawkat
2
Hsu, Hui-Kuang
2
Jimenez-Martin, Juan-Angel
2
Martinet, Guillaume Gaetan
2
Oxley, Les
2
Pérez Amaral, Teodosio
2
Singh, Abhay Kumar
2
Aree Wiboonpongse
1
Bannouh, Karim
1
Baştürk, Nalan
1
Bhaghoe, Sailesh
1
Bodeutsch, Denice
1
Boer, Paul M. C. de
1
Bruijn, Bert de
1
Camehl, Annika
1
Caporin, Massimiliano
1
Chan, Felix
1
Chaovanapoonphol, Yaovarate
1
Chen, Li-Hsueh
1
Chen, Ping-Yu
1
Chu, LanFen
1
Fok, Dennis
1
Frenk, Johannes G.
1
Giordani, Paolo
1
Groen, Jan J. J.
1
Groenen, Patrick J. F.
1
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Econometric Institute research papers
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26
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18
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4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
SFB 649 discussion paper
3
CORE discussion papers : DP
2
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2
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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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