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~language:"eng"
~language:"ron"
~language:"srp"
~person:"McAleer, Michael"
~person:"Vivarelli, Marco"
~subject:"Schätzung"
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Schätzung
Volatility
59
Volatilität
57
Welt
42
World
42
Estimation
41
ARCH model
39
ARCH-Modell
39
Theorie
36
Theory
36
Forecasting model
32
Prognoseverfahren
32
Time series analysis
26
Zeitreihenanalyse
26
Risikomaß
24
Risk measure
24
Italien
23
USA
23
United States
23
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Italy
21
Portfolio selection
20
Portfolio-Management
20
Unternehmensgründung
20
Business start-up
19
Capital market returns
17
Kapitalmarktrendite
17
Risk management
17
Firm performance
16
Modellierung
16
Risikomanagement
16
Scientific modelling
16
Spillover effect
16
Spillover-Effekt
16
Unternehmenserfolg
16
Stochastic process
15
Stochastischer Prozess
15
Eigenfactor
14
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Free
21
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Book / Working Paper
34
Article
7
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Working Paper
33
Arbeitspapier
32
Graue Literatur
32
Non-commercial literature
32
Article in journal
7
Aufsatz in Zeitschrift
7
Language
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English
Romanian
Serbian
Author
All
McAleer, Michael
Vivarelli, Marco
Caporale, Guglielmo Maria
51
Wagner, Joachim
44
Gupta, Rangan
39
Gil-Alaña, Luis A.
36
Döpke, Jörg
35
Pierdzioch, Christian
33
Hayo, Bernd
25
Fritsch, Michael
24
Salvanes, Kjell G.
22
Minford, Patrick
21
Weber, Enzo
20
Buch, Claudia M.
19
Galí, Jordi
17
Görg, Holger
17
Hess, Gregory D.
17
Huber, Florian
17
Merkl, Christian
17
Bauer, Thomas K.
16
Chang, Chia-Lin
16
Czarnitzki, Dirk
16
Kaiser, Ulrich
16
Stulz, René M.
16
Bandick, Roger
15
Fischer, Manfred M.
15
Härdle, Wolfgang
15
Theodoridis, Konstantinos
15
Belke, Ansgar
14
Gottschalk, Jan
14
Miller, Stephen M.
14
Pesaran, M. Hashem
14
Schnabel, Claus
14
Stadtmann, Georg
14
Voigt, Stefan
14
Benati, Luca
13
Dreger, Christian
13
Meenagh, David
13
Santarelli, Enrico
13
Scharler, Johann
13
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Institution
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University of Canterbury / Dept. of Economics and Finance
4
Forschungsinstitut zur Zukunft der Arbeit
1
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
1
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Working paper
25
Discussion paper series / IZA
3
Econometric Institute research papers
1
Economics of innovation and new technology
1
International review of applied economics
1
Journal of evolutionary economics : JEE
1
LEM Working Paper Series
1
LEM working paper series
1
MSI
1
Oxford bulletin of economics and statistics
1
Papers on entrepreneurship, growth and public policy
1
Small business economics : an entrepreneurship journal
1
Special issue on birth and start-up of new firms
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
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ECONIS (ZBW)
40
EconStor
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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