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~person:"Matveev, Dmitry"
~person:"McAleer, Michael"
~subject:"Estimation theory"
~subject:"Kapitalmarktrendite"
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Estimation theory
Kapitalmarktrendite
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
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52
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52
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50
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46
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46
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46
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45
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40
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40
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38
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37
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37
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36
Portfolio selection
36
Portfolio-Management
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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43
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83
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15
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65
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65
Graue Literatur
46
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46
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15
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English
98
Author
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Matveev, Dmitry
McAleer, Michael
Phillips, Peter C. B.
97
Pesaran, M. Hashem
62
Giles, David E. A.
52
Chernozhukov, Victor
50
Linton, Oliver
50
Newey, Whitney K.
44
Nielsen, Morten Ørregaard
43
Wolf, Michael
43
Johansen, Søren
42
Lee, Lung-fei
40
Swanson, Norman R.
40
White, Halbert
37
Lechner, Michael
35
Ullah, Aman
35
Croux, Christophe
34
Baltagi, Badi H.
32
Cai, Zongwu
32
Kapetanios, George
32
Weidner, Martin
32
Chen, Xiaohong
31
Lewbel, Arthur
31
Nielsen, Bent
30
Robinson, Peter M.
27
Jochmans, Koen
26
MacKinnon, James G.
26
Shephard, Neil G.
26
Andrews, Donald W. K.
25
Ledoit, Olivier
25
Racine, Jeffrey
25
Teräsvirta, Timo
25
Bera, Anil K.
24
Kitagawa, Toru
24
Ohtani, Kazuhiro
24
Silvapulle, Paramsothy
24
Winkelmann, Rainer
24
Krämer, Walter
23
Fernández-Val, Iván
22
Koop, Gary
22
Woutersen, Tiemen
22
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University of Western Australia / Department of Economics
5
Australian National University / Faculty of Economics
1
National Bureau of Economic Research
1
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Econometric Institute research papers
23
Working papers in economics and econometrics
20
Working papers in quantitative economics and econometrics
18
Working paper
7
Applied economics
3
Annals of financial economics
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
CESifo Working Paper
1
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1
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1
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1
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1
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1
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1
Economia : revista da ANPEC
1
International review of economics & finance : IREF
1
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1
Journal of quantitative economics : official journal of the Indian Econometric Society
1
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1
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Oxford bulletin of economics and statistics
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Tinbergen Institute Discussion Paper 2018-048/III
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ECONIS (ZBW)
98
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41
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50
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98
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41
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:
42
Theoretical and empirical differences between diagonal and full BEKK for risk management
Allen, David E.
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011734887
Saved in:
43
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:
44
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2016
Persistent link: https://www.econbiz.de/10011823323
Saved in:
45
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:
46
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:
47
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:
48
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
49
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:
50
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
Saved in:
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