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~language:"eng"
~person:"McAleer, Michael"
~subject:"Basel Accord"
~subject:"Estimation"
~subject:"United Kingdom"
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Basel Accord
Estimation
United Kingdom
Volatility
59
Volatilität
57
ARCH model
39
ARCH-Modell
39
Welt
39
World
39
Forecasting model
32
Prognoseverfahren
32
Theorie
29
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28
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26
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24
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Bibliometrics
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Portfolio selection
20
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Capital market returns
17
Kapitalmarktrendite
17
Risk management
17
Modellierung
16
Risikomanagement
16
Scientific modelling
16
Spillover effect
15
Spillover-Effekt
15
Stochastic process
15
Stochastischer Prozess
15
Eigenfactor
14
C3PO
12
PI-BETA
12
Ranking method
12
Ranking-Verfahren
12
h-index
12
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4
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36
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English
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McAleer, Michael
Caporale, Guglielmo Maria
57
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
Chang, Chia-Lin
20
Allen, David E.
18
Hart, Robert A.
18
Hess, Gregory D.
18
Huber, Florian
18
Machin, Stephen
18
Stulz, René M.
18
Benati, Luca
17
Buch, Claudia M.
17
Czarnitzki, Dirk
17
Galí, Jordi
17
Merkl, Christian
17
Blake, David
16
Bloom, Nicholas
16
Kaiser, Ulrich
16
Miller, Stephen M.
16
Pesaran, M. Hashem
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
Department of Economics and Finance, College of Business and Economics
2
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Working paper
33
Econometric Institute research papers
3
The North American journal of economics and finance : a journal of financial economics studies
2
Working Papers in Economics
2
International review of economics & finance : IREF
1
Tourism economics : the business and finance of tourism and recreation
1
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ECONIS (ZBW)
40
RePEc
2
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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
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2013
Persistent link: https://www.econbiz.de/10009711737
Saved in:
8
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:
9
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10010211227
Saved in:
10
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:
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