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~person:"Barros, Carlos Pestana"
~person:"McAleer, Michael"
~subject:"Schätztheorie"
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Schätztheorie
Volatility
108
Volatilität
96
Theorie
82
Theory
82
ARCH-Modell
69
ARCH model
68
Estimation
66
Schätzung
65
Zeitreihenanalyse
62
Time series analysis
60
Estimation theory
58
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58
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58
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57
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50
USA
50
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48
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47
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47
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45
STAR
40
Article Influence
38
C3PO
37
PI-BETA
37
Bibliometrie
36
Portfolio selection
36
Portfolio-Management
36
Risikomaß
36
Bibliometrics
35
IFI
35
Risk measure
35
h-index
35
Capital market returns
31
Kapitalmarktrendite
31
Spillover effect
31
Spillover-Effekt
31
Stochastic process
29
Stochastischer Prozess
29
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46
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33
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English
58
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Barros, Carlos Pestana
McAleer, Michael
Phillips, Peter C. B.
95
Pesaran, M. Hashem
62
Giles, David E. A.
52
Swanson, Norman R.
52
Chernozhukov, Victor
50
Linton, Oliver
47
Nielsen, Morten Ørregaard
47
Newey, Whitney K.
46
Wolf, Michael
43
Johansen, Søren
42
Lee, Lung-fei
40
White, Halbert
38
Lechner, Michael
35
Ullah, Aman
35
Croux, Christophe
34
Kapetanios, George
33
Baltagi, Badi H.
32
Cai, Zongwu
32
Lewbel, Arthur
32
Weidner, Martin
32
Chen, Xiaohong
31
Nielsen, Bent
30
MacKinnon, James G.
29
Robinson, Peter M.
27
Woutersen, Tiemen
27
Jochmans, Koen
26
Andrews, Donald W. K.
25
Ledoit, Olivier
25
Racine, Jeffrey
25
Shephard, Neil G.
25
Teräsvirta, Timo
25
Winkelmann, Rainer
25
Bera, Anil K.
24
Kitagawa, Toru
24
Ohtani, Kazuhiro
24
Silvapulle, Paramsothy
24
Chao, John C.
23
Krämer, Walter
23
Fernández-Val, Iván
22
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University of Western Australia / Department of Economics
5
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1
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Working papers in economics and econometrics
20
Working papers in quantitative economics and econometrics
18
Annals of financial economics
2
Applied economics
2
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2
Economics letters
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
The review of economics and statistics
2
Working Papers in Economics and Econometrics, the Australian National University, Faculty of Economics and Research School of Social Sciences / Working Paper
2
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1
Economia : revista da ANPEC
1
International review of economics & finance : IREF
1
Journal of quantitative economics : official journal of the Indian Econometric Society
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ECONIS (ZBW)
58
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1
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58
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1
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
2
The maximum number of parameters for the Hausman test when the estimators are from different sets of equations
Nawata, Kazumitsu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242832
Saved in:
3
Drawbacks in the 3-factor approach of Fama and French : (2018)
Allen, David E.
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10012149751
Saved in:
4
Zero-inflated poisson regression models : aplications in the sciences and social sciences
Truong, Buu-chau
;
Pho, Kim-Hung
;
Dinh, Cong-chanh
; …
- In:
Annals of financial economics
16
(
2021
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012656863
Saved in:
5
Comparison of alternative ACD models via density and interval forecasts : evidence from the Australian stock market
Allen, David E.
;
Lazarov, Zdravetz N.
;
McAleer, Michael
; …
-
2007
Persistent link: https://www.econbiz.de/10003477122
Saved in:
6
Finite sample properties of the QMLE for the log-ACD model : application to Australian stocks
Allen, David E.
;
Chan, Felix
;
McAleer, Michael
;
Peiris, …
-
2006
Persistent link: https://www.econbiz.de/10003383578
Saved in:
7
Structure and asymptotic theory for nonlinear models with GARCH errors
Chan, Felix
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Economia : revista da ANPEC
16
(
2015
)
1
,
pp. 1-21
become increasingly popular in the
economics
and finance literature. However, much of the research has concentrated on the …
Persistent link: https://www.econbiz.de/10011865378
Saved in:
8
Theory and application of an economic performance measure of risk
Niu, Cuizhen
;
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 383-396
Persistent link: https://www.econbiz.de/10012033712
Saved in:
9
The maximum number of parameters for the Hausman test when the estimators are from different sets of equations
Nawata, Kazumitsu
;
McAleer, Michael
- In:
Economics letters
123
(
2014
)
3
,
pp. 291-294
Persistent link: https://www.econbiz.de/10010401359
Saved in:
10
Robust estimation and forecasting of the capital asset pricing model
Bian, Guorui
;
McAleer, Michael
;
Wong, Wing Keung
- In:
Annals of financial economics
8
(
2013
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10010250276
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