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~isPartOf:"Working paper"
~person:"McAleer, Michael"
~subject:"1996-2009"
~subject:"Index construction"
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1996-2009
Index construction
Welt
30
World
30
Volatility
9
Volatilität
9
Bibliometrics
8
Bibliometrie
8
Estimation
8
Schätzung
8
Risikomaß
7
Risk measure
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ARCH model
6
ARCH-Modell
6
Fachzeitschrift
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Journal
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Prognoseverfahren
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Financial crisis
5
Finanzkrise
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Basel Accord
4
Basler Akkord
4
Eigenfactor, Impact Factor
4
Portfolio selection
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Portfolio-Management
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2009
3
Düngemittel
3
Fertilizer
3
Oil price
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Preis
3
Price
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Ölpreis
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1933-2007
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2003-2008
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2008-2009
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2008-2010
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Capital income
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Capital market returns
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Graue Literatur
4
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Working Paper
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English
4
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McAleer, Michael
Allen, David E.
1
Asai, Manuabu
1
Campagnolo, Lorenza
1
Carraro, Carlo
1
Chan, Ho Fai
1
Chen, Chi-chung
1
Da Veiga, Bernardo
1
Darvas, Zsolt M.
1
Eboli, Fabio
1
Farnia, Luca
1
Hoti, Suhejla
1
Lan Fen Chu
1
Medeiros, Marcelo C.
1
Ravikumar, B.
1
Scharth, Marcel
1
Skali, Ahmed
1
Torgler, Benno
1
Waugh, Michael E.
1
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University of Canterbury / Dept. of Economics and Finance
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Working paper
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School of Accounting, Finance and Economics & FEMARC working paper series
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ECONIS (ZBW)
4
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Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
2
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
3
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
4
Value-at-risk for country risk ratings
McAleer, Michael
;
Da Veiga, Bernardo
;
Hoti, Suhejla
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689072
Saved in:
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