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~isPartOf:"Working paper"
~person:"McAleer, Michael"
~person:"Mumtaz, Haroon"
~type_genre:"Advisory report"
~type_genre:"Graue Literatur"
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Estimation
49
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49
Volatility
28
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21
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Time series analysis
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McAleer, Michael
Mumtaz, Haroon
Kapetanios, George
40
Chang, Chia-Lin
16
Winkelmann, Rainer
14
Escribano, Álvaro
11
Fontagné, Lionel
11
Manera, Matteo
11
Neely, Christopher J.
11
Owyang, Michael T.
11
Reed, W. Robert
11
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10
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10
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8
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8
Bénassy-Quéré, Agnès
8
Caporin, Massimiliano
8
Engsted, Tom
8
Mayer, Thierry
8
McCracken, Michael W.
8
Piger, Jeremy Max
8
Yu, Jun
8
Zweifel, Peter
8
Österholm, Pär
8
Karanassou, Marika
7
Nielsen, Jens Perch
7
Athey, Susan
6
Coulibaly, Dramane
6
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6
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6
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6
Sahn, David E.
6
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6
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6
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5
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5
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41
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7
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7
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6
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ECONIS (ZBW)
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61
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:
62
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:
63
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:
64
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:
65
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:
66
IV
estimation
of a panel threshold model of tourism specialization and economic development
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670045
Saved in:
67
Estimating price effects in an almost ideal demand model of outbound Thai tourism to East Asia
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670047
Saved in:
68
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
69
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:
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