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subject:"USA"
type_genre:"Arbeitspapier"
~isPartOf:"Econometric Institute research papers"
~subject:"Commodity derivative"
~subject:"Economic indicator"
~subject:"Zeitreihenanalyse"
~type_genre:"Working Paper"
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Subject
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USA
Commodity derivative
Economic indicator
Zeitreihenanalyse
Estimation
65
Schätzung
65
United States
22
Volatility
22
Volatilität
22
Forecasting model
19
Prognoseverfahren
19
ARCH model
16
ARCH-Modell
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
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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35
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Book / Working Paper
35
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Arbeitspapier
Working Paper
Graue Literatur
34
Non-commercial literature
34
Language
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English
35
Author
All
McAleer, Michael
23
Chang, Chia-Lin
10
Franses, Philip Hans
7
Asai, Manabu
5
Dijk, Dick van
4
Tansuchat, Roengchai
4
Medeiros, Marcelo C.
3
Ravazzolo, Francesco
3
Dijk, Herman K. van
2
Hammoudeh, Shawkat
2
Hsu, Hui-Kuang
2
Allen, David E.
1
Aree Wiboonpongse
1
Bannouh, Karim
1
Bhaghoe, Sailesh
1
Bruijn, Bert de
1
Caporin, Massimiliano
1
Chan, Felix
1
Chaovanapoonphol, Yaovarate
1
Chen, Li-Hsueh
1
Frenk, Johannes G.
1
Giordani, Paolo
1
Groen, Jan J. J.
1
Groenen, Patrick J. F.
1
Heij, Christiaan
1
Ishida, Isao
1
Jimenez-Martin, Juan-Angel
1
Kohn, Robert
1
Lim, Christine
1
Martens, Martin
1
Ooft, Gavin
1
Oxley, Les
1
Oya, Kosuke
1
Paap, Richard
1
Pérez Amaral, Teodosio
1
Roengchai Tansuchat
1
Schaible, Siegfried
1
Segers, Rene
1
Singh, Abhay Kumar
1
Thompson, Mark A.
1
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Econometrisch Instituut <Rotterdam>
2
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Econometric Institute research papers
Working paper / National Bureau of Economic Research, Inc.
1,498
Discussion paper series / IZA
434
Discussion paper / Centre for Economic Policy Research
411
CESifo working papers
219
Finance and economics discussion series
169
Working paper
169
Discussion paper / Tinbergen Institute
103
Discussion paper
82
Discussion papers / Deutsches Institut für Wirtschaftsforschung
66
Kiel working paper
66
Staff reports / Federal Reserve Bank of New York
59
SFB 649 discussion paper
56
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
NBER working paper series
49
Working papers / Federal Reserve Bank of Philadelphia, Research Department
49
CFS working paper series
47
International finance discussion papers
47
Discussion paper / Deutsche Bundesbank
43
ZEW discussion papers
42
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
41
Working paper series / European Central Bank
41
Economics and finance working paper series
40
Research paper series / Swiss Finance Institute
37
Working papers / Federal Reserve Bank of Chicago
36
Working papers / University of Connecticut, Department of Economics
36
IMF working papers
35
Working papers series / Federal Reserve Bank of San Francisco
34
CREATES research paper
33
CAMA working paper series
32
Discussion papers / CEPR
32
Working paper / Department of Econometrics and Business Statistics, Monash University
32
Federal Reserve Bank of Cleveland working paper series
30
Fisher College of Business working paper series
30
Working paper series
30
Cowles Foundation discussion paper
28
IMF working paper
26
Discussion papers in economics
25
Department of Economics working paper series
24
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ECONIS (ZBW)
35
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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
Estimates of quarterly GDP growth using MIDAS regressions
Bhaghoe, Sailesh
;
Ooft, Gavin
;
Franses, Philip Hans
-
2019
Persistent link: https://www.econbiz.de/10012149762
Saved in:
3
Stochastic levels and duration dependence in US unemployment
Bruijn, Bert de
;
Franses, Philip Hans
-
2015
Persistent link: https://www.econbiz.de/10011432575
Saved in:
4
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:
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
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359773
Saved in:
7
A tourism condition index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359784
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 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:
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/10009619566
Saved in:
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