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~language:"eng"
~person:"McAleer, Michael"
~person:"Santarelli, Enrico"
~subject:"Firm performance"
~subject:"Schätzung"
~type_genre:"Working Paper"
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Firm performance
Schätzung
Volatility
51
Volatilität
51
ARCH model
36
ARCH-Modell
36
Welt
31
World
31
Estimation
30
Forecasting model
29
Prognoseverfahren
29
Theorie
29
Theory
29
Time series analysis
26
Zeitreihenanalyse
26
Risikomaß
21
Risk measure
21
Taiwan
21
USA
21
United States
21
Bibliometrics
19
Bibliometrie
19
Capital market returns
17
Kapitalmarktrendite
17
Modellierung
15
Portfolio selection
15
Portfolio-Management
15
Scientific modelling
15
Stochastic process
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Stochastischer Prozess
15
Spillover effect
13
Spillover-Effekt
13
Capital income
11
Commodity derivative
11
Kapitaleinkommen
11
Rohstoffderivat
11
Börsenkurs
10
Fachzeitschrift
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10
Share price
10
Basel Accord
9
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Free
21
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Book / Working Paper
34
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Working Paper
Arbeitspapier
33
Graue Literatur
33
Non-commercial literature
33
Article in journal
12
Aufsatz in Zeitschrift
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Language
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English
Author
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McAleer, Michael
Santarelli, Enrico
Caporale, Guglielmo Maria
44
Wagner, Joachim
39
Gil-Alaña, Luis A.
28
Döpke, Jörg
27
Pierdzioch, Christian
25
Stulz, René M.
24
Gupta, Rangan
23
Hayo, Bernd
23
Salvanes, Kjell G.
20
Görg, Holger
19
Minford, Patrick
19
Fritsch, Michael
18
Van Reenen, John
18
Buch, Claudia M.
17
Weber, Enzo
17
Czarnitzki, Dirk
16
Huber, Florian
16
Vandenbussche, Hylke
16
Bloom, Nicholas
15
Galí, Jordi
14
Härdle, Wolfgang
14
Pesaran, M. Hashem
14
Theodoridis, Konstantinos
14
Voigt, Stefan
14
Bauer, Thomas K.
13
Benati, Luca
13
Chang, Chia-Lin
13
Kaiser, Ulrich
13
Konings, Jozef
13
Sadun, Raffaella
13
Švejnar, Jan
13
Dreger, Christian
12
Gottschalk, Jan
12
Massa, Massimo
12
Meenagh, David
12
Merkl, Christian
12
Stadtmann, Georg
12
Veugelers, Reinhilde
12
Vivarelli, Marco
12
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Institution
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University of Canterbury / Dept. of Economics and Finance
4
Forschungsinstitut zur Zukunft der Arbeit
1
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
1
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Working paper
25
Discussion paper series / IZA
3
Quaderni - working paper DSE / Alma Mater Studiorum - Università di Bologna, Department of Economics
2
Econometric Institute research papers
1
LEM Working Paper Series
1
LEM working paper series
1
Papers on entrepreneurship, growth and public policy
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ECONIS (ZBW)
33
EconStor
1
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1
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
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
10
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
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