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~language:"eng"
~person:"McAleer, Michael"
~subject:"Early warning system"
~subject:"Schätzung"
~type_genre:"Amtliche Publikation"
~type_genre:"Arbeitspapier"
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Early warning system
Schätzung
Volatility
51
Volatilität
51
ARCH model
36
ARCH-Modell
36
Welt
31
World
31
Forecasting model
29
Prognoseverfahren
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English
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McAleer, Michael
Caporale, Guglielmo Maria
42
Gil-Alaña, Luis A.
28
Gupta, Rangan
23
Wagner, Joachim
23
Salvanes, Kjell G.
20
Hayo, Bernd
19
Döpke, Jörg
18
Pierdzioch, Christian
17
Weber, Enzo
17
Huber, Florian
16
Stulz, René M.
16
Fritsch, Michael
14
Galí, Jordi
14
Härdle, Wolfgang
14
Minford, Patrick
14
Pesaran, M. Hashem
14
Theodoridis, Konstantinos
14
Benati, Luca
13
Chang, Chia-Lin
13
Bauer, Thomas K.
12
Buch, Claudia M.
12
Kaiser, Ulrich
12
Merkl, Christian
12
Rossi, Barbara
12
Fischer, Manfred M.
11
Görg, Holger
11
Peydró, José-Luis
11
Voigt, Stefan
11
Adam, Klaus
10
Andreasen, Martin Møller
10
Belke, Ansgar
10
Czarnitzki, Dirk
10
Gottschalk, Jan
10
Massa, Massimo
10
Miller, Stephen M.
10
Mumtaz, Haroon
10
Sala, Hector
10
Stadtmann, Georg
10
Caggiano, Giovanni
9
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University of Canterbury / Dept. of Economics and Finance
4
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Working paper
25
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1
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ECONIS (ZBW)
26
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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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