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~language:"deu"
~language:"eng"
~person:"Härdle, Wolfgang"
~person:"McAleer, Michael"
~subject:"Zeitreihenanalyse"
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Subject
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Zeitreihenanalyse
Volatility
68
Volatilität
66
Theorie
62
Theory
62
Estimation
43
Schätzung
43
ARCH model
42
ARCH-Modell
42
Forecasting model
41
Prognoseverfahren
41
Welt
40
World
40
Time series analysis
38
USA
28
United States
28
Risikomaß
27
Risk measure
27
Portfolio selection
23
Portfolio-Management
23
Bibliometrics
22
Bibliometrie
22
Risk management
22
Taiwan
22
Börsenkurs
21
Risikomanagement
21
Share price
21
Stochastic process
20
Stochastischer Prozess
20
Capital market returns
17
Kapitalmarktrendite
17
Modellierung
16
Scientific modelling
16
Deutschland
15
Spillover effect
15
Spillover-Effekt
15
Eigenfactor
14
Germany
14
Capital income
13
Kapitaleinkommen
13
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Free
26
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Book / Working Paper
38
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Arbeitspapier
36
Working Paper
36
Graue Literatur
35
Non-commercial literature
35
Bibliografie enthalten
2
Bibliography included
2
Lehrbuch
2
Textbook
2
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German
English
Author
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Härdle, Wolfgang
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
Gupta, Rangan
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
SFB 649 discussion paper
9
Econometric Institute research papers
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Statistik und ihre Anwendungen
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
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ECONIS (ZBW)
38
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1
Einführung in die Statistik der Finanzmärkte
Franke, Jürgen
;
Härdle, Wolfgang
-
2004
-
2. Aufl.
Persistent link: https://www.econbiz.de/10001786475
Saved in:
2
Einführung in die Statistik der Finanzmärkte
Franke, Jürgen
;
Härdle, Wolfgang
;
Hafner, Christian M.
-
2001
Persistent link: https://www.econbiz.de/10001599509
Saved in:
3
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:
4
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:
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
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