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~language:"bos"
~language:"eng"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Volatility
90
Volatilität
88
Forecasting model
75
Prognoseverfahren
75
Estimation
68
Schätzung
67
USA
58
United States
58
Welt
57
World
57
ARCH model
44
ARCH-Modell
44
Theorie
42
Theory
42
Time series analysis
36
Risk
35
Business cycle
34
Konjunktur
34
Risiko
34
Börsenkurs
30
Share price
30
Risikomaß
26
Risk measure
26
Capital income
24
Kapitaleinkommen
24
VAR model
24
VAR-Modell
24
Portfolio selection
23
Portfolio-Management
23
Schock
22
Shock
22
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Oil price
21
Ölpreis
21
Modellierung
19
Risk management
19
Scientific modelling
19
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Free
20
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3
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Book / Working Paper
31
Article
5
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Arbeitspapier
31
Graue Literatur
31
Non-commercial literature
31
Working Paper
31
Article in journal
5
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5
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Bosnian
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Author
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Gupta, Rangan
McAleer, Michael
Gil-Alaña, Luis A.
45
Caporale, Guglielmo Maria
37
Franses, Philip Hans
15
Teräsvirta, Timo
15
Croux, Christophe
14
Dijk, Dick van
13
Reichlin, Lucrezia
13
Dijk, Herman K. van
11
Härdle, Wolfgang
10
Canova, Fabio
9
Koop, Gary
9
Koopman, Siem Jan
9
Nielsen, Morten Ørregaard
9
Phillips, Peter C. B.
9
Piger, Jeremy Max
9
Ravazzolo, Francesco
9
Benati, Luca
8
Chang, Chia-Lin
8
Gschwandtner, Adelina
8
Hecq, Alain W. J.
8
Nelson, Daniel B.
8
Swanson, Norman R.
8
Waggoner, Daniel F.
8
Weber, Enzo
8
Österholm, Pär
8
Bauwens, Luc
7
Billio, Monica
7
Chang, Chun
7
Chen, Kaiji
7
Cuñado Eizaguirre, Juncal
7
Forni, Mario
7
Marcellino, Massimiliano
7
Marczak, Martyna
7
Rossi, Barbara
7
Urbain, Jean-Pierre
7
Woitek, Ulrich
7
Caporin, Massimiliano
6
Crespo Cuaresma, Jesús
6
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University of Canterbury / Dept. of Economics and Finance
4
University of Canterbury / Dept. of Economics
1
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Working paper
20
Econometric Institute research papers
5
Department of Economics working paper series
3
Energy economics
3
Applied economics
1
Cardiff economics working papers
1
Economics letters
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
Working papers / University of Connecticut, Department of Economics
1
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ECONIS (ZBW)
36
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1
CO2 emissions, energy consumption and economic growth : evidence from the Trans-Pacific Partnership
Duc Hong Vo
;
Nguyen, Ha
;
Anh The Vo
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986960
Saved in:
2
Energy consumption and economic growth : evidence from Vietnam
Ha Minh Nguyen
;
Ngoc Hoang Bui
;
Duc Hong Vo
;
McAleer, …
-
2019
Persistent link: https://www.econbiz.de/10011987023
Saved in:
3
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Ҫepni, Oğuzhan
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013435218
Saved in:
4
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
5
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348322
Saved in:
6
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
7
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
8
A one line derivation of DCC : application of a vector random coefficient moving average process
Hafner, Christian M.
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410197
Saved in:
9
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
10
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
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