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subject:"USA"
type_genre:"Arbeitspapier"
~isPartOf:"Econometric Institute research papers"
~subject:"ARCH-Modell"
~subject:"Commodity derivative"
~subject:"Zeitreihenanalyse"
~type_genre:"Working Paper"
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Subject
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USA
ARCH-Modell
Commodity derivative
Zeitreihenanalyse
Estimation
65
Schätzung
65
United States
22
Volatility
22
Volatilität
22
Forecasting model
19
Prognoseverfahren
19
ARCH model
16
Welt
12
World
12
Modellierung
9
Scientific modelling
9
Time series analysis
9
Bayes-Statistik
8
Bayesian inference
8
Stochastic process
8
Stochastischer Prozess
8
Börsenkurs
7
Economic indicator
7
Share price
7
Theorie
7
Theory
7
Wirtschaftsindikator
7
Capital income
6
Economic growth
6
International tourism
6
Internationaler Tourismus
6
Kapitaleinkommen
6
National income
6
Nationaleinkommen
6
Risikomaß
6
Risk measure
6
Wirtschaftswachstum
6
Rohstoffderivat
5
Taiwan
5
Capital market returns
4
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40
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40
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Arbeitspapier
Working Paper
Graue Literatur
38
Non-commercial literature
38
Language
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English
40
Author
All
McAleer, Michael
29
Chang, Chia-Lin
12
Franses, Philip Hans
6
Asai, Manabu
5
Dijk, Dick van
4
Tansuchat, Roengchai
4
Medeiros, Marcelo C.
3
Ravazzolo, Francesco
3
Chen, Chi-chung
2
Dijk, Herman K. van
2
Hafner, Christian M.
2
Hammoudeh, Shawkat
2
Jimenez-Martin, Juan-Angel
2
Martinet, Guillaume Gaetan
2
Pérez Amaral, Teodosio
2
Allen, David E.
1
Aree Wiboonpongse
1
Bannouh, Karim
1
Bruijn, Bert de
1
Caporin, Massimiliano
1
Chan, Felix
1
Chaovanapoonphol, Yaovarate
1
Chen, Li-Hsueh
1
Chen, Ping-Yu
1
Chu, LanFen
1
Frenk, Johannes G.
1
Giordani, Paolo
1
Groen, Jan J. J.
1
Groenen, Patrick J. F.
1
Heij, Christiaan
1
Ishida, Isao
1
Kohn, Robert
1
Lim, Christine
1
Martens, Martin
1
Oxley, Les
1
Oya, Kosuke
1
Paap, Richard
1
Roengchai Tansuchat
1
Schaible, Siegfried
1
Singh, Abhay Kumar
1
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Econometrisch Instituut <Rotterdam>
3
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Econometric Institute research papers
Working paper / National Bureau of Economic Research, Inc.
1,496
Discussion paper series / IZA
432
Discussion paper / Centre for Economic Policy Research
403
CESifo working papers
221
Working paper
174
Finance and economics discussion series
171
Discussion paper / Tinbergen Institute
109
Discussion paper
85
Kiel working paper
63
Discussion papers / Deutsches Institut für Wirtschaftsforschung
62
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
51
International finance discussion papers
48
Working papers / Federal Reserve Bank of Philadelphia, Research Department
48
NBER working paper series
45
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
43
Discussion paper / Deutsche Bundesbank
42
ZEW discussion papers
42
Economics and finance working paper series
41
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
IMF working papers
31
Fisher College of Business working paper series
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)
40
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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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