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~language:"eng"
~person:"Broll, Udo"
~person:"McAleer, Michael"
~person:"Nijkamp, Peter"
~source:"econis"
~subject:"Schätzung"
~subject:"Welt"
~type_genre:"Graue Literatur"
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Schätzung
Welt
Theorie
79
Theory
79
Volatility
52
Volatilität
52
ARCH model
37
ARCH-Modell
37
World
36
Estimation
30
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29
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29
Hedging
27
Time series analysis
26
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26
Risikomaß
25
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25
USA
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United States
23
Taiwan
21
Bibliometrics
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Bibliometrie
19
Capital market returns
17
Kapitalmarktrendite
17
Portfolio selection
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Exchange rate risk
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Währungsrisiko
16
Modellierung
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15
Stochastic process
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Stochastischer Prozess
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Spillover effect
14
Spillover-Effekt
14
Decision under uncertainty
13
Entscheidung unter Unsicherheit
13
Commodity derivative
12
Rohstoffderivat
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59
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Graue Literatur
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59
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59
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59
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12
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5
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Broll, Udo
McAleer, Michael
Nijkamp, Peter
Caporale, Guglielmo Maria
44
Stulz, René M.
36
Wagner, Joachim
30
Gil-Alaña, Luis A.
28
Gupta, Rangan
28
Chang, Chia-Lin
25
Huber, Florian
23
Hayo, Bernd
22
Dreher, Axel
21
Minford, Patrick
20
Pierdzioch, Christian
20
Pesaran, M. Hashem
19
Salvanes, Kjell G.
19
Aizenman, Joshua
17
Döpke, Jörg
17
Karolyi, G. Andrew
17
Weber, Enzo
17
Farzanegan, Mohammad Reza
16
Fritsch, Michael
16
Voigt, Stefan
16
Winter-Ebmer, Rudolf
16
Benati, Luca
15
Rossi, Barbara
15
Sercu, Piet
15
Vespignani, Joaquin
15
Di Giovanni, Julian
14
Fischer, Manfred M.
14
Görg, Holger
14
Kose, M. Ayhan
14
Theodoridis, Konstantinos
14
Buch, Claudia M.
13
Galí, Jordi
13
Härdle, Wolfgang
13
Levchenko, Andrei A.
13
Merkl, Christian
13
Miller, Stephen M.
13
Peydró, José-Luis
13
Stadtmann, Georg
13
Bauer, Thomas K.
12
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University of Canterbury / Dept. of Economics and Finance
9
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Working paper
47
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4
Econometric Institute research papers
3
Dresden discussion paper series in economics
2
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1
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ECONIS (ZBW)
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1
How should journal quality be ranked? : an application to agricultural, energy, environmental and resource
economics
Chang, Chia-Lin
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413630
Saved in:
2
Tourism stocks in times of crises : an econometric investigation of unexpected non-macroeconomic factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668137
Saved in:
3
Tourism stocks in times of crises : an econometric investigation of non-macro factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2016
Persistent link: https://www.econbiz.de/10011823329
Saved in:
4
Advances in financial risk management and economic policy uncertainty : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410203
Saved in:
5
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
6
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
7
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
8
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
9
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
10
Hedge fund portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Peiris, Shelton
; …
-
2014
Persistent link: https://www.econbiz.de/10011296524
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