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type_genre:"Arbeitspapier"
type_genre:"Non-commercial literature"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Working paper"
~person:"Lechner, Michael"
~person:"McAleer, Michael"
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Search: subject_exact:"Estimation"
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Estimation
44
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44
Volatility
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14
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Lechner, Michael
McAleer, Michael
Koopman, Siem Jan
38
Mumtaz, Haroon
23
Nijkamp, Peter
23
Lucas, André
21
Chang, Chia-Lin
19
Kapetanios, George
18
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16
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13
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13
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12
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11
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11
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11
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11
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11
Winkelmann, Rainer
11
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10
Praag, Mirjam van
10
Blasques, Francisco
9
Dijk, Dick van
9
Mignon, Valérie
9
Theodoridis, Konstantinos
9
Thurik, Adriaan R.
9
Alessie, Rob
8
Allen, David E.
8
Bénassy-Quéré, Agnès
8
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8
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8
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8
Klaauw, Bas van der
8
Manera, Matteo
8
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8
Dobbelaere, Sabien
7
Florax, Raymond J. G. M.
7
Hartog, Joop
7
Hoogerheide, Lennart
7
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7
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19
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17
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13
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ECONIS (ZBW)
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31
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
32
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
33
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
34
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/10009562985
Saved in:
35
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
36
Time series modelling of tourism demand from the USA, Japan and Malaysia to Thailand
Chaovanapoonphol, Yaovarate
;
Lim, Christine
;
McAleer, …
-
2010
Persistent link: https://www.econbiz.de/10008669316
Saved in:
37
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
38
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669356
Saved in:
39
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670005
Saved in:
40
A simple expected volatility (SEV) index : application to SET50 Index Options
McAleer, Michael
;
Wiphatthanananthakul, Chatayan
-
2010
Persistent link: https://www.econbiz.de/10008670007
Saved in:
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