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subject:"Volatility"
subject:"Yield curve"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
~subject:"Schätzung"
~subject:"United Kingdom"
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Volatility
Yield curve
Schätzung
United Kingdom
Estimation
64
Volatilität
34
ARCH model
24
ARCH-Modell
24
Forecasting model
20
Prognoseverfahren
20
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18
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64
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McAleer, Michael
Chang, Chia-Lin
33
Mumtaz, Haroon
23
Franses, Philip Hans
22
Kapetanios, George
18
Fontagné, Lionel
11
Neely, Christopher J.
11
Owyang, Michael T.
11
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11
Mignon, Valérie
9
Theodoridis, Konstantinos
9
Asai, Manabu
8
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8
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8
Manera, Matteo
8
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8
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7
Österholm, Pär
7
Coughlin, Cletus Charles
6
Engsted, Tom
6
Escribano, Álvaro
6
Khamkaew, Thanchanok
6
Nielsen, Helena Skyt
6
Sahn, David E.
6
Sala, Hector
6
Thornton, Daniel L.
6
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5
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5
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5
Dijk, Dick van
5
Guo, Hui
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5
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5
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5
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5
Medeiros, Marcelo C.
5
Nyholm, Ken
5
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5
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5
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18
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4
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ECONIS (ZBW)
64
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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
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
10
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
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