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~isPartOf:"Applied financial economics"
~person:"Frey, Bruno S."
~person:"McAleer, Michael"
~subject:"Statistische Methode"
~subject:"Theorie"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Statistische Methode
Theorie
Theory
2
ARCH model
1
ARCH-Modell
1
Currency derivative
1
Estimation
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
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Risikoprämie
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Risk premium
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Frey, Bruno S.
McAleer, Michael
MacDonald, Ronald
4
Satchell, Stephen
4
Hamori, Shigeyuki
3
Madura, Jeff
3
Martikainen, Teppo
3
Prakash, Arun J.
3
Serletis, Apostolos
3
Taylor, Mark P.
3
Adrangi, Bahram
2
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2
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2
Caporale, Guglielmo Maria
2
Chang, Chun-hao
2
Chatrath, Arjun
2
Craigwell, Roland C.
2
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2
Filatova, Tatiana
2
Giannetti, Antoine
2
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2
Heaney, Richard A.
2
Hwang, Soosung
2
Kouretas, Georgios P.
2
Lee, Kiseok
2
Lee, Kuo-jung
2
Lu, Su-lien
2
Mills, Terence C.
2
Niizeki, Mikiyo Kii
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Sengupta, Jati K.
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Applied financial economics
Working paper / Institute for Empirical Research in Economics, University of Zürich
27
Econometric Institute research papers
25
Working paper
23
CESifo working papers
20
Discussion paper / Tinbergen Institute
18
Journal of economic surveys
13
Econometric reviews
12
Journal of econometrics
11
Working papers in quantitative economics and econometrics
11
Discussion paper / Institute of Social and Economic Research
10
Homo oeconomicus : HOE ; journal of behavioral and institutional economics
8
Journal of institutional and theoretical economics : JITE
8
Working papers in economics and econometrics
8
Public choice
6
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
5
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
4
Econometric theory
4
European economic review : EER
4
Journal of cultural economics
4
Journal of economic behavior & organization : JEBO
4
Journal of risk and financial management : JRFM
4
Discussion paper and working paper series / QUT School of Economics and Finance
3
Discussion paper series / IZA
3
Discussion papers / Department of Economics, University of Saarland
3
Discussion papers / Institute of Social and Economic Research
3
Journal of applied econometrics
3
Swiss journal of economics and statistics
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
The Japanese economic review : the journal of the Japanese Economic Association
3
The economic journal : the journal of the Royal Economic Society
3
WWZ working paper
3
Applied economics
2
Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,
2
Constitutional political economy
2
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Defence and peace economics
2
Econometrics : open access journal
2
Economia delle scelte pubbliche : SP
2
Economics letters
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ECONIS (ZBW)
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Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers
Chan, Felix
;
McAleer, Michael
- In:
Applied financial economics
13
(
2003
)
8
,
pp. 581-592
Persistent link: https://www.econbiz.de/10001770826
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2
Testing the risk premium and cost-of-carry hypotheses for currency futures contracts
Sequeira, John M.
;
McAleer, Michael
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 277-289
Persistent link: https://www.econbiz.de/10001526288
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