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Search: isPartOf:"Econometric Institute Research Papers"
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ARCH model
Theorie
224
Theory
224
Forecasting model
94
Prognoseverfahren
94
Volatility
85
Volatilität
82
Time series analysis
72
Zeitreihenanalyse
72
ARCH-Modell
69
USA
68
United States
68
Estimation
66
Schätzung
65
Welt
58
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58
Mathematical programming
50
Netherlands
50
Niederlande
50
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49
Inventory model
45
Lagerhaltungsmodell
45
Modellierung
39
Scientific modelling
39
Bayesian inference
38
Stochastic process
36
Stochastischer Prozess
36
Tourenplanung
33
Vehicle routing problem
33
Bayes-Statistik
32
Estimation theory
31
Schätztheorie
31
Risikomaß
29
Risk measure
29
Scheduling problem
28
Scheduling-Verfahren
28
forecasting
28
Portfolio selection
27
Portfolio-Management
27
Capital market returns
26
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69
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69
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69
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69
Graue Literatur
65
Non-commercial literature
65
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English
69
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McAleer, Michael
59
Chang, Chia-Lin
28
Asai, Manabu
8
Hafner, Christian M.
8
Caporin, Massimiliano
6
Chen, Chi-chung
6
Tansuchat, Roengchai
6
Franses, Philip Hans
4
Pérez Amaral, Teodosio
4
Allen, David E.
3
Herwartz, Helmut
3
Chan, Felix
2
Chen, Ping-yu
2
Dijk, Dick van
2
Hammoudeh, Shawkat M.
2
Jimenez-Martin, Juan-Angel
2
Jiménez-Martín, Juan-Ángel
2
Lan Fen Chu
2
Maasoumi, Esfandiar
2
Martinet, Guillaume Gaetan
2
Powell, Robert
2
Roengchai Tansuchat
2
Singh, Abhay Kumar
2
Yuan, Yuan
2
Bodeutsch, Denice
1
Chang, Chia-Ling
1
Chen, Ping-Yu
1
Chu, LanFen
1
Da Veiga, Bernardo
1
Hakim, Abdul
1
Hsu, Hui-Kuang
1
Hsu, Hui-kuang
1
Hsu, Shu-Han
1
Khamkaew, Thanchanok
1
Leij, Marco van der
1
Lim, Christine
1
Liu, Chia-Ping
1
Medeiros, Marcelo C.
1
Paap, Richard
1
Pauwels, Laurent
1
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Econometrisch Instituut <Rotterdam>
7
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Econometric Institute research papers
69
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ECONIS (ZBW)
69
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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
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
3
An event study of Chinese tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011785180
Saved in:
4
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
5
The correct egularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668132
Saved in:
6
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
7
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:
8
Stationarity and invertibility of a dynamic correlation matrix
McAleer, Michael
-
2017
-
Revised: September 2017
Persistent link: https://www.econbiz.de/10011734899
Saved in:
9
The fiction of full BEKK
Chang, Chia-Lin
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011823320
Saved in:
10
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: April 2017
Persistent link: https://www.econbiz.de/10011659228
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