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~language:"eng"
~person:"Antonio, Katrien"
~person:"Koop, Gary"
~person:"McAleer, Michael"
~subject:"Modellierung"
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Modellierung
Volatility
61
Volatilität
59
Theorie
44
Theory
44
Forecasting model
42
Prognoseverfahren
42
ARCH model
39
ARCH-Modell
39
Welt
39
World
39
Time series analysis
35
Zeitreihenanalyse
35
Estimation
34
Schätzung
33
USA
27
United States
27
Risikomaß
24
Risk measure
24
Scientific modelling
23
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Portfolio selection
20
Portfolio-Management
20
Capital market returns
17
Kapitalmarktrendite
17
Risk management
17
Stochastic process
17
Stochastischer Prozess
17
Bayes-Statistik
16
Bayesian inference
16
Risikomanagement
16
Spillover effect
15
Spillover-Effekt
15
VAR model
15
VAR-Modell
15
Eigenfactor
14
Basel Accord
12
C3PO
12
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Free
16
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Book / Working Paper
22
Article
1
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Arbeitspapier
22
Working Paper
22
Graue Literatur
21
Non-commercial literature
21
Article in journal
1
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1
Language
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English
Author
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Antonio, Katrien
Koop, Gary
McAleer, Michael
Ravazzolo, Francesco
12
Billio, Monica
10
Casarin, Roberto
10
Caporin, Massimiliano
8
Dijk, Herman K. van
6
Malley, James R.
6
Canova, Fabio
5
Furlanetto, Francesco
5
Gelain, Paolo
5
Minford, Patrick
5
Taheri Sanjani, Marzie
5
Woitek, Ulrich
5
van Dijk, H. K.
5
Chan, Joshua C. C.
4
Claeskens, Gerda
4
Dennis, Richard J.
4
Fischer, Manfred M.
4
Franchi, Massimo
4
Audrino, Francesco
3
Chang, Chia-Lin
3
Del Negro, Marco
3
Dixon, Huw
3
Franses, Philip Hans
3
Gupta, Rangan
3
Le, Vo Phuong Mai
3
Lesage, James P.
3
Levendis, John D.
3
Medeiros, Marcelo C.
3
Schorfheide, Frank
3
Semmler, Willi
3
Zhang, Yanwei
3
Aase, Knut K.
2
Alessi, Lucia
2
Aydın, Nadi Serhan
2
Barigozzi, Matteo
2
Beran, Jan
2
Bivand, Roger
2
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University of Canterbury / Dept. of Economics and Finance
3
University of Strathclyde / Department of Economics
1
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Working paper
14
AFI
3
ANU working papers in economics and econometrics
1
Birkbeck working papers in economics and finance : BWPEF
1
Econometric Institute research papers
1
Strathclyde discussion papers in economics
1
The North American journal of economics and finance : a journal of financial economics studies
1
Working papers in economics and econometrics
1
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ECONIS (ZBW)
23
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1
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
2
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
3
Modelling breaks and clusters in the steady states of macroeconomic variables
Chan, Joshua C. C.
;
Koop, Gary
-
2013
Persistent link: https://www.econbiz.de/10009711162
Saved in:
4
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:
5
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
6
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
7
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
Saved in:
8
Time varying dimension models
Chan, Joshua C. C.
;
Koop, Gary
;
Leon-Gonzalez, Roberto
; …
-
2010
Persistent link: https://www.econbiz.de/10008657953
Saved in:
9
Linear mixed models for predictive modelling in actuarial science
Antonio, Katrien
;
Zhang, Yanwei
-
2013
Persistent link: https://www.econbiz.de/10010239028
Saved in:
10
Non linear mixed models for predictive modelling in actuarial science
Antonio, Katrien
;
Zhang, Yanwei
-
2013
Persistent link: https://www.econbiz.de/10010239033
Saved in:
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