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~person:"Matveev, Dmitry"
~person:"McAleer, Michael"
~subject:"Estimation theory"
~subject:"Kapitalmarktrendite"
~subject:"Portfolio-Management"
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Estimation theory
Kapitalmarktrendite
Portfolio-Management
Volatility
108
Volatilität
96
Theorie
73
Theory
73
ARCH-Modell
69
ARCH model
68
Schätztheorie
58
Eigenfactor
57
Welt
54
World
54
Zeitreihenanalyse
54
Estimation
53
Schätzung
52
Time series analysis
52
Research assessment measures
50
Prognoseverfahren
46
USA
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United States
46
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45
Capital market returns
40
STAR
40
Article Influence
38
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37
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37
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36
Portfolio selection
36
Risikomaß
36
Bibliometrics
35
IFI
35
Risk measure
35
h-index
35
Spillover effect
31
Spillover-Effekt
31
Risk management
25
Stochastic process
25
Stochastischer Prozess
25
Börsenkurs
24
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27
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Working Paper
84
Graue Literatur
65
Non-commercial literature
65
Article in journal
27
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27
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English
129
Author
All
Matveev, Dmitry
McAleer, Michael
Phillips, Peter C. B.
97
Pesaran, M. Hashem
70
Wolf, Michael
60
Linton, Oliver
53
Giles, David E. A.
52
Chernozhukov, Victor
50
Johansen, Søren
46
Newey, Whitney K.
43
Nielsen, Morten Ørregaard
43
Hens, Thorsten
42
Ledoit, Olivier
42
Lee, Lung-fei
40
Swanson, Norman R.
40
Schenk-Hoppé, Klaus Reiner
38
White, Halbert
37
Fabozzi, Frank J.
36
Lechner, Michael
36
Ullah, Aman
36
Cai, Zongwu
35
Croux, Christophe
35
Engle, Robert F.
35
Allen, David E.
32
Baltagi, Badi H.
32
Guidolin, Massimo
32
Hlouskova, Jaroslava
32
Kapetanios, George
32
Weidner, Martin
32
Chen, Xiaohong
31
Lewbel, Arthur
31
Nielsen, Bent
30
Evstigneev, Igor V.
29
Satchell, Stephen
29
Uppal, Raman
29
Shephard, Neil G.
28
Robinson, Peter M.
27
Timmermann, Allan
27
Jochmans, Koen
26
Andrews, Donald W. K.
25
Racine, Jeffrey
25
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University of Western Australia / Department of Economics
5
University of Canterbury / Dept. of Economics and Finance
2
Australian National University / Faculty of Economics
1
National Bureau of Economic Research
1
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Econometric Institute research papers
31
Working papers in economics and econometrics
20
Working papers in quantitative economics and econometrics
18
Working paper
17
Applied economics
4
Annals of financial economics
3
International review of economics & finance : IREF
3
The North American journal of economics and finance : a journal of financial economics studies
3
Discussion paper / Tinbergen Institute
2
Economics letters
2
Energy economics
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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
CESifo Working Paper
1
CESifo working papers
1
CFS Working Paper
1
CFS working paper series
1
Computational economics
1
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Economia : revista da ANPEC
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Oxford bulletin of economics and statistics
1
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Tinbergen Institute Discussion Paper 2018-048/III
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ECONIS (ZBW)
129
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31
Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
-
Revised: December 2016
Persistent link: https://www.econbiz.de/10011631784
Saved in:
32
Forecasting the volatility of Nikkei 225 futures
Asai, Manabu
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823321
Saved in:
33
A tourism financial conditions index for tourism finance
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2017
-
Revised: August 2017
Persistent link: https://www.econbiz.de/10011734895
Saved in:
34
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
35
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
36
Hedge fund portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Peiris, Shelton
; …
-
2014
Persistent link: https://www.econbiz.de/10011296524
Saved in:
37
European Market portfolio diversifcation strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10011296531
Saved in:
38
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:
39
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
40
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
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