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~language:"cat"
~language:"eng"
~person:"McAleer, Michael"
~person:"Weber, Enzo"
~subject:"Estimation"
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Estimation
Volatility
67
Volatilität
65
Schätzung
48
ARCH model
47
ARCH-Modell
47
United States
45
USA
43
Welt
41
World
41
Theorie
37
Theory
37
Time series analysis
34
Zeitreihenanalyse
34
Forecasting model
33
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33
Taiwan
25
Risikomaß
24
Risk measure
24
Spillover effect
23
Spillover-Effekt
23
Bibliometrics
21
Bibliometrie
21
Cointegration
20
Portfolio selection
20
Portfolio-Management
20
Börsenkurs
18
Share price
18
Capital market returns
17
Correlation
17
Kapitalmarktrendite
17
Korrelation
17
Modellierung
17
Risk management
17
Scientific modelling
17
Risikomanagement
16
Stochastic process
16
Stochastischer Prozess
16
VAR model
16
VAR-Modell
16
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30
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44
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5
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43
Graue Literatur
43
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43
Working Paper
43
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5
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5
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Valencian
English
Author
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McAleer, Michael
Weber, Enzo
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
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
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
12
SFB 649 discussion paper
3
Econometric Institute research papers
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European economic review : EER
1
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
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
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ECONIS (ZBW)
48
RePEc
1
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1
Identifying shocks to
business
cycles with asynchronous propagation
Trenkler, Carsten
;
Weber, Enzo
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1815-1836
Persistent link: https://www.econbiz.de/10012219716
Saved in:
2
Identifying the shocks behind
business
cycle asynchrony in Euroland
Trenkler, Carsten
;
Weber, Enzo
-
2012
This paper investigates which shocks drive asynchrony of
business
cycles in the euro area. Thereby, it unites two …
Persistent link: https://www.econbiz.de/10011489953
Saved in:
3
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
4
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
5
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
6
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
7
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
8
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
9
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:
10
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:
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