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~person:"McAleer, Michael"
~subject:"Firm performance"
~subject:"Schätzung"
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Firm performance
Schätzung
Volatility
63
Volatilität
57
ARCH model
39
ARCH-Modell
39
Welt
39
World
39
Forecasting model
32
Prognoseverfahren
32
Estimation
29
Theorie
29
Theory
29
Eigenfactor
27
Time series analysis
26
Zeitreihenanalyse
26
C3PO
24
PI-BETA
24
Risikomaß
24
Risk measure
24
h-index
24
IFI
23
STAR
23
USA
23
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23
Research assessment measures
22
Taiwan
22
Article Influence
21
Bibliometrics
21
Bibliometrie
21
Portfolio selection
20
Portfolio-Management
20
Risk management
18
Capital market returns
17
Kapitalmarktrendite
17
Modellierung
16
Risikomanagement
16
Scientific modelling
16
Spillover effect
15
Spillover-Effekt
15
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15
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3
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26
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26
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26
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3
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3
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English
29
Author
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McAleer, Michael
Wagner, Joachim
76
Caporale, Guglielmo Maria
52
Gupta, Rangan
39
Döpke, Jörg
38
Gil-Alaña, Luis A.
37
Pierdzioch, Christian
35
Fritsch, Michael
29
Vivarelli, Marco
29
Czarnitzki, Dirk
28
Görg, Holger
28
Audretsch, David B.
26
Stulz, René M.
26
Estrin, Saul
25
Hayo, Bernd
25
Van Reenen, John
24
Coad, Alexander
23
Konings, Jozef
23
Bloom, Nicholas
22
Salvanes, Kjell G.
22
Minford, Patrick
21
Kaiser, Ulrich
20
Weber, Enzo
20
Švejnar, Jan
20
Buch, Claudia M.
19
Santarelli, Enrico
19
Heshmati, Almas
18
Schnabel, Claus
18
Chang, Chia-Lin
17
Galí, Jordi
17
Hess, Gregory D.
17
Huber, Florian
17
Merkl, Christian
17
Sadun, Raffaella
17
Stadtmann, Georg
17
Vandenbussche, Hylke
17
Bauer, Thomas K.
16
Cheng, T. C. E.
16
Girma, Sourafel
16
Tamagni, Federico
16
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Institution
All
University of Canterbury / Dept. of Economics and Finance
4
Published in...
All
Working paper
25
The North American journal of economics and finance : a journal of financial economics studies
2
Econometric Institute research papers
1
Tourism economics : the business and finance of tourism and recreation
1
Source
All
ECONIS (ZBW)
29
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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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