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~language:"eng"
~person:"McAleer, Michael"
~subject:"Schätzung"
~type:"book"
~type:"journal"
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Schätzung
Volatility
53
Volatilität
51
ARCH model
36
ARCH-Modell
36
Welt
31
World
31
Forecasting model
29
Prognoseverfahren
29
Theorie
29
Theory
29
Estimation
27
Time series analysis
26
Zeitreihenanalyse
26
USA
22
United States
22
Risikomaß
21
Risk measure
21
Taiwan
21
Bibliometrics
19
Bibliometrie
19
Capital market returns
17
Kapitalmarktrendite
17
Modellierung
15
Portfolio selection
15
Portfolio-Management
15
Scientific modelling
15
Stochastic process
15
Stochastischer Prozess
15
Eigenfactor
13
Spillover effect
13
Spillover-Effekt
13
C3PO
11
Capital income
11
Commodity derivative
11
Kapitaleinkommen
11
PI-BETA
11
Rohstoffderivat
11
h-index
11
Article Influence
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Arbeitspapier
26
Graue Literatur
26
Non-commercial literature
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Working Paper
26
Language
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English
Author
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McAleer, Michael
Caporale, Guglielmo Maria
48
Gil-Alaña, Luis A.
28
Döpke, Jörg
27
Gupta, Rangan
25
Pierdzioch, Christian
25
Wagner, Joachim
25
Hayo, Bernd
23
Salvanes, Kjell G.
22
Minford, Patrick
19
Buch, Claudia M.
17
Fritsch, Michael
17
Weber, Enzo
17
Galí, Jordi
16
Huber, Florian
16
Stulz, René M.
16
Härdle, Wolfgang
15
Merkl, Christian
15
Bauer, Thomas K.
14
Pesaran, M. Hashem
14
Theodoridis, Konstantinos
14
Voigt, Stefan
14
Benati, Luca
13
Chang, Chia-Lin
13
Fischer, Manfred M.
13
Gottschalk, Jan
13
Görg, Holger
13
Bandick, Roger
12
Czarnitzki, Dirk
12
Dreger, Christian
12
Kaiser, Ulrich
12
Meenagh, David
12
Miller, Stephen M.
12
Andreasen, Martin Møller
11
Hess, Gregory D.
11
Peydró, José-Luis
11
Rossi, Barbara
11
Schneider, Friedrich
11
Stadtmann, Georg
11
Tillmann, Peter
11
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University of Canterbury / Dept. of Economics and Finance
4
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Working paper
25
Econometric Institute research papers
1
Source
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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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