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~language:"eng"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Zeitreihenanalyse
Volatility
71
Volatilität
71
Forecasting model
57
Prognoseverfahren
57
Estimation
49
Schätzung
49
USA
47
United States
47
Welt
41
World
41
ARCH model
40
ARCH-Modell
40
Theorie
34
Theory
34
Time series analysis
32
Börsenkurs
22
Risikomaß
22
Risk measure
22
Share price
22
Capital income
21
Kapitaleinkommen
21
Taiwan
21
Bibliometrics
19
Bibliometrie
19
Risiko
18
Risk
18
Capital market returns
17
Kapitalmarktrendite
17
Modellierung
16
Scientific modelling
16
Climate change
15
Klimawandel
15
Portfolio selection
15
Portfolio-Management
15
Stochastic process
15
Stochastischer Prozess
15
Aktienmarkt
14
Business cycle
14
Forecasting
14
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21
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Book / Working Paper
32
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Arbeitspapier
Graue Literatur
32
Non-commercial literature
32
Working Paper
32
Article in journal
5
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5
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Gupta, Rangan
McAleer, Michael
Caporale, Guglielmo Maria
35
Gil-Alaña, Luis A.
28
Teräsvirta, Timo
14
Croux, Christophe
12
Dijk, Herman K. van
11
Dijk, Dick van
10
Franses, Philip Hans
10
Härdle, Wolfgang
10
Nielsen, Morten Ørregaard
9
Benati, Luca
8
Koop, Gary
8
Phillips, Peter C. B.
8
Chang, Chia-Lin
7
Marcellino, Massimiliano
7
Piger, Jeremy Max
7
Rossi, Barbara
7
Urbain, Jean-Pierre
7
Bauwens, Luc
6
Caporin, Massimiliano
6
Hautsch, Nikolaus
6
Kontonikas, Alexandros
6
Oxley, Les
6
Ravazzolo, Francesco
6
Reichlin, Lucrezia
6
Smeekes, Stephan
6
Weber, Enzo
6
Allen, David E.
5
Ergemen, Yunus Emre
5
Gelper, Sarah
5
Grassi, Stefano
5
Haldrup, Niels
5
He, Changli
5
Hecq, Alain W. J.
5
Johansen, Søren
5
Kang, Jian
5
Krolzig, Hans-Martin
5
Mitchell, James
5
Morley, James C.
5
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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
Econometric Institute research papers
5
Department of Economics working paper series
4
Cardiff economics working papers
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
Working papers / University of Connecticut, Department of Economics
1
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ECONIS (ZBW)
32
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1
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:
2
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:
3
Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models
Ҫepni, Oğuzhan
;
Christou, Christina
;
Gupta, Rangan
-
2022
Persistent link: https://www.econbiz.de/10013435218
Saved in:
4
Reassessing the macroeconomic effects of aggregate skewness : a time-varying perspective
Xiong, Rui
;
Liao, Wenting
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576029
Saved in:
5
Forecasting volatility of commodity, currency, and stock markets : evidence from Markov switching multifractal models
Liu, Ruipeng
;
Segnon, Mawuli
;
Cepni, Oguzhan
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014448138
Saved in:
6
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:
7
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:
8
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
9
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:
10
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
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