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~language:"eng"
~person:"McAleer, Michael"
~person:"Miller, Stephen M."
~subject:"Estimation"
~subject:"United Kingdom"
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Estimation
United Kingdom
Volatility
68
Volatilität
65
ARCH model
47
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47
USA
47
United States
47
Welt
45
World
45
Schätzung
42
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39
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37
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Finanzkrise
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Spillover effect
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Spillover-Effekt
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Stochastic process
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Stochastischer Prozess
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15
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English
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McAleer, Michael
Miller, Stephen M.
Caporale, Guglielmo Maria
56
Wagner, Joachim
44
Gil-Alaña, Luis A.
42
Gupta, Rangan
42
Minford, Patrick
41
Hayo, Bernd
32
Görg, Holger
28
Döpke, Jörg
26
Pierdzioch, Christian
25
Salvanes, Kjell G.
23
Van Reenen, John
23
Fritsch, Michael
21
Meenagh, David
21
Weber, Enzo
21
Hart, Robert A.
18
Hess, Gregory D.
18
Huber, Florian
18
Machin, Stephen
18
Benati, Luca
17
Buch, Claudia M.
17
Czarnitzki, Dirk
17
Galí, Jordi
17
Merkl, Christian
17
Allen, David E.
16
Blake, David
16
Bloom, Nicholas
16
Chang, Chia-Lin
16
Kaiser, Ulrich
16
Pesaran, M. Hashem
16
Stulz, René M.
16
Theodoridis, Konstantinos
16
Bauer, Thomas K.
15
Fischer, Manfred M.
15
Jones, Geoffrey
15
Woitek, Ulrich
15
Bandick, Roger
14
Belke, Ansgar
14
Härdle, Wolfgang
14
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University of Canterbury / Dept. of Economics and Finance
4
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Working paper
25
Working papers / University of Connecticut, Department of Economics
12
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2
Business economics : the journal of the National Association for Business Economists
1
Journal of economics & business
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)
45
RePEc
1
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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
Did Okun's law die after the Great Recession?
Canarella, Giorgio
;
Miller, Stephen M.
- In:
Business economics : the journal of the National …
52
(
2017
)
4
,
pp. 216-226
Persistent link: https://www.econbiz.de/10012013705
Saved in:
10
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
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