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~language:"bul"
~language:"eng"
~person:"McAleer, Michael"
~subject:"Estimation"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Estimation
United Kingdom
Volatility
57
Volatilität
57
ARCH model
39
ARCH-Modell
39
Welt
39
World
39
Forecasting model
32
Prognoseverfahren
32
Theorie
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27
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McAleer, Michael
Caporale, Guglielmo Maria
51
Gil-Alaña, Luis A.
42
Gupta, Rangan
41
Wagner, Joachim
41
Minford, Patrick
38
Hayo, Bernd
32
Görg, Holger
27
Döpke, Jörg
26
Pierdzioch, Christian
25
Salvanes, Kjell G.
21
Weber, Enzo
21
Fritsch, Michael
20
Meenagh, David
20
Van Reenen, John
19
Hart, Robert A.
18
Huber, Florian
18
Benati, Luca
17
Buch, Claudia M.
17
Blake, David
16
Chang, Chia-Lin
16
Kaiser, Ulrich
16
Stulz, René M.
16
Theodoridis, Konstantinos
16
Allen, David E.
15
Czarnitzki, Dirk
15
Galí, Jordi
15
Machin, Stephen
15
Pesaran, M. Hashem
15
Bauer, Thomas K.
14
Belke, Ansgar
14
Hess, Gregory D.
14
Härdle, Wolfgang
14
Merkl, Christian
14
Miller, Stephen M.
14
Woitek, Ulrich
14
Afonso, António
13
Bloom, Nicholas
13
Mierzwa, Sascha
13
Mumtaz, Haroon
13
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University of Canterbury / Dept. of Economics and Finance
4
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Working paper
25
Econometric Institute research papers
2
The North American journal of economics and finance : a journal of financial economics studies
1
Tourism economics : the business and finance of tourism and recreation
1
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ECONIS (ZBW)
29
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1
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
2
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
3
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
4
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
5
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
6
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
7
Coercive journal self-citations, impact factor, journal Influence and article influence
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009723145
Saved in:
8
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
9
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
10
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
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