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~language:"eng"
~person:"Huber, Florian"
~person:"McAleer, Michael"
~person:"Minford, Patrick"
~subject:"Schätzung"
~subject:"VAR model"
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Schätzung
VAR model
Theorie
80
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73
Volatility
68
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67
Welt
63
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62
USA
58
World
58
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54
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50
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indirect inference
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6
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English
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Huber, Florian
McAleer, Michael
Minford, Patrick
Caporale, Guglielmo Maria
52
Gupta, Rangan
49
Wagner, Joachim
44
Gil-Alaña, Luis A.
36
Döpke, Jörg
35
Pierdzioch, Christian
33
Weber, Enzo
26
Hayo, Bernd
25
Fritsch, Michael
24
Benati, Luca
23
Pesaran, M. Hashem
23
Salvanes, Kjell G.
22
Theodoridis, Konstantinos
22
Meenagh, David
21
Buch, Claudia M.
19
Farzanegan, Mohammad Reza
18
Fischer, Manfred M.
18
Galí, Jordi
18
Görg, Holger
17
Hess, Gregory D.
17
Merkl, Christian
17
Mumtaz, Haroon
17
Tillmann, Peter
17
Bauer, Thomas K.
16
Caggiano, Giovanni
16
Canova, Fabio
16
Chang, Chia-Lin
16
Czarnitzki, Dirk
16
Kaiser, Ulrich
16
Stulz, René M.
16
Bandick, Roger
15
Belke, Ansgar
15
Dreger, Christian
15
Härdle, Wolfgang
15
Miller, Stephen M.
15
Wickens, Michael R.
15
Winker, Peter
15
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University of Canterbury / Dept. of Economics and Finance
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Working paper
28
Cardiff economics working papers
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Department of Economics working paper
17
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6
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5
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2
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
93
EconStor
6
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1
A Markov switching factor-augmented VAR model for analyzing US
business
cycles and monetary policy
Huber, Florian
;
Fischer, Manfred M.
-
2015
Persistent link: https://www.econbiz.de/10011347879
Saved in:
2
A Markov switching factor-augmented VAR model for analyzing US
business
cycles and monetary policy
Huber, Florian
;
Fischer, Manfred M.
- In:
Oxford bulletin of economics and statistics
80
(
2018
)
3
,
pp. 575-604
Persistent link: https://www.econbiz.de/10011969518
Saved in:
3
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
4
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
5
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
Saved in:
6
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
7
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
8
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
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
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:
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