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~institution:"University of Canterbury / Dept. of Economics and Finance"
~isPartOf:"Discussion paper / School of Economics, The University of New South Wales"
~isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~isPartOf:"Games and economic behavior"
~isPartOf:"Journal of economic psychology : research in economic psychology and behavioral economics"
~isPartOf:"Working paper / Foerder Institute for Economic Research"
~isPartOf:"Working paper"
~isPartOf:"Working papers in economics"
~person:"Allouch, Nizar"
~person:"Alós-Ferrer, Carlos"
~person:"Carlsson, Frederik"
~person:"Chatelain, Jean-Bernard"
~person:"Dekel-Tabak, Eddie"
~person:"Dickhaut, John W."
~person:"Duggan, John"
~person:"Forges, Françoise"
~person:"Garriga, Carlos"
~person:"Güth, Werner"
~person:"Kapetanios, George"
~person:"Karanassou, Marika"
~person:"McAleer, Michael"
~person:"Ralf, Kirsten"
~person:"Rubinstein, Ariel"
~person:"Zilcha, Itzhak"
~source:"econis"
~subject:"ARCH model"
~subject:"Altruism"
~subject:"Arbeitsmarkt"
~subject:"Core"
~subject:"Experiment"
~subject:"Financial capitalism"
~subject:"Income distribution"
~subject:"Natural rate of unemployment"
~subject:"Panel"
~subject:"Schätzung"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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ARCH model
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11
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11
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Allouch, Nizar
Alós-Ferrer, Carlos
Carlsson, Frederik
Chatelain, Jean-Bernard
Dekel-Tabak, Eddie
Dickhaut, John W.
Duggan, John
Forges, Françoise
Garriga, Carlos
Güth, Werner
Kapetanios, George
Karanassou, Marika
McAleer, Michael
Ralf, Kirsten
Rubinstein, Ariel
Zilcha, Itzhak
Caporin, Massimiliano
4
Servátka, Maros̆
4
Chang, Chia-Lin
3
Castle, Jennifer
2
Chen, Chi-chung
2
Morita, Hodaka
2
Qin, Xiaochuan
2
Reed, W. Robert
2
Reid, W. Robert
2
Roengchai Tansuchat
2
Webb, Rachel S.
2
Anderson, Warwick
1
Asai, Manabu
1
Baqaee, David
1
Białkowski, Je̜drzej
1
Cadsby, Charles Bram
1
Chen, Ping-yu
1
Deck, Cary A.
1
Etebari, Ahmad
1
Hammoudeh, Shawkat
1
Hogan, Seamus D.
1
Ishida, Isao
1
Khamkaew, Thanchanok
1
Kidd, Hamish
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Lan Fen Chu
1
Meriluoto, Laura
1
Oxley, Les
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Scarrott, Carl
1
Smith, Andrew
1
Song, Fei
1
Tucker, Steven James
1
Wisniewski, Tomasz Piotr
1
Yuan, Yuan
1
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University of Canterbury / Dept. of Economics and Finance
Queen Mary College / Department of Economics
21
Nationalekonomiska Institutionen <Göteborg>
10
Foerder Institute for Economic Research <Tēl-Āvîv>
5
Sackler Institute of Economic Studies <Tēl-Āvîv>
2
Published in...
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Discussion paper / School of Economics, The University of New South Wales
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
Games and economic behavior
Journal of economic psychology : research in economic psychology and behavioral economics
Working paper / Foerder Institute for Economic Research
Working paper
Working papers in economics
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ECONIS (ZBW)
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1
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:
2
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
3
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:
4
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
5
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
6
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
7
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
8
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
Saved in:
9
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
Saved in:
10
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:
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