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~language:"bul"
~language:"eng"
~person:"McAleer, Michael"
~subject:"Estimation"
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Estimation
Volatility
59
Volatilität
57
ARCH model
39
ARCH-Modell
39
Welt
39
World
39
Forecasting model
32
Prognoseverfahren
32
Theorie
29
Theory
29
Schätzung
28
Time series analysis
26
Zeitreihenanalyse
26
Risikomaß
24
Risk measure
24
USA
23
United States
23
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Portfolio selection
20
Portfolio-Management
20
Capital market returns
17
Kapitalmarktrendite
17
Risk management
17
Modellierung
16
Risikomanagement
16
Scientific modelling
16
Spillover effect
15
Spillover-Effekt
15
Stochastic process
15
Stochastischer Prozess
15
Eigenfactor
14
Basel Accord
12
C3PO
12
PI-BETA
12
Ranking method
12
Ranking-Verfahren
12
h-index
12
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Free
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Book / Working Paper
27
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2
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Arbeitspapier
26
Graue Literatur
26
Non-commercial literature
26
Working Paper
26
Article in journal
2
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2
Language
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Bulgarian
English
Author
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McAleer, Michael
Caporale, Guglielmo Maria
50
Wagner, Joachim
43
Gupta, Rangan
39
Gil-Alaña, Luis A.
36
Döpke, Jörg
26
Pierdzioch, Christian
25
Salvanes, Kjell G.
22
Fritsch, Michael
21
Hayo, Bernd
21
Weber, Enzo
20
Galí, Jordi
17
Hess, Gregory D.
17
Huber, Florian
17
Merkl, Christian
17
Chang, Chia-Lin
16
Czarnitzki, Dirk
16
Kaiser, Ulrich
16
Minford, Patrick
16
Stulz, René M.
16
Bauer, Thomas K.
15
Fischer, Manfred M.
15
Görg, Holger
15
Theodoridis, Konstantinos
15
Bandick, Roger
14
Belke, Ansgar
14
Buch, Claudia M.
14
Härdle, Wolfgang
14
Miller, Stephen M.
14
Pesaran, M. Hashem
14
Schnabel, Claus
14
Benati, Luca
13
Stadtmann, Georg
13
Apergēs, Nikolaos
12
Gottschalk, Jan
12
Mumtaz, Haroon
12
Peydró, José-Luis
12
Santarelli, Enrico
12
Scharler, Johann
12
Schneider, Friedrich
12
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University of Canterbury / Dept. of Economics and Finance
4
Department of Economics and Finance, College of Business and Economics
1
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Working paper
25
Econometric Institute research papers
1
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
Working Papers in Economics
1
Source
All
ECONIS (ZBW)
28
RePEc
1
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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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