//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"University of Canterbury / Dept. of Economics and Finance"
~isPartOf:"Discussion paper / The University of Western Australia, Business School, Economics"
~isPartOf:"Working paper"
~language:"eng"
~subject:"Impact assessment"
~subject:"Prognoseverfahren"
~type:"book"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: Business Economics
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Impact assessment
Prognoseverfahren
Volatility
10
Volatilität
10
ARCH model
6
ARCH-Modell
6
Estimation
6
Forecasting model
6
Neuseeland
6
New Zealand
6
Schätzung
6
Theorie
6
Theory
6
Welt
6
World
6
Capital income
5
Kapitaleinkommen
5
Time series analysis
5
Zeitreihenanalyse
5
Bibliometrics
4
Bibliometrie
4
Börsenkurs
4
Modellierung
4
Scientific modelling
4
Share price
4
USA
4
United States
4
Electric power industry
3
Elektrizitätswirtschaft
3
Experiment
3
Incomplete market
3
Market power
3
Marktmacht
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Portfolio selection
3
Portfolio-Management
3
Risikomaß
3
Risk measure
3
Spillover effect
3
Spillover-Effekt
3
more ...
less ...
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
Author
All
McAleer, Michael
6
Caporin, Massimiliano
3
Asai, Manabu
1
Chang, Chia-Lin
1
Franses, Philip Hans
1
Medeiros, Marcelo C.
1
Oxley, Les
1
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
Federal Reserve Bank of St. Louis
22
University of Western Australia / Business School / Economics Program
3
Cornell University / Cornell Food and Nutrition Policy Program
1
Europäische Kommission / Generaldirektion Forschung
1
Institut for Miljø- og Erhvervsøkonomi <Esbjerg>
1
Workshop on the Methodological Tools for Assessing the Sustainability Impact of the EU's Economic Policies, with Applications to Trade Liberalisation Policies <2002, Brüssel>
1
more ...
less ...
Published in...
All
Discussion paper / The University of Western Australia, Business School, Economics
Working paper
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
4
Combining non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689066
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
Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->