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~isPartOf:"Econometric Institute research papers"
~language:"eng"
~person:"Daníelsson, Jón"
~person:"Dijk, Dick van"
~person:"Gautier, Pieter"
~person:"Gil-Alaña, Luis A."
~person:"Güth, Werner"
~person:"Heckman, James J."
~person:"Jungbacker, Borus"
~person:"Klaassen, Franc"
~person:"Koopman, Siem Jan"
~person:"Lucas, André"
~person:"McAleer, Michael"
~person:"Pozzi, Lorenzo"
~person:"Wijnbergen, Sweder van"
~subject:"ARCH-Modell"
~subject:"Credit risk"
~subject:"EU-Staaten"
~subject:"Factor analysis"
~subject:"Kreditrisiko"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Theorie"
~subject:"USA"
~subject:"United States"
~type:"book"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
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Daníelsson, Jón
Dijk, Dick van
Gautier, Pieter
Gil-Alaña, Luis A.
Güth, Werner
Heckman, James J.
Jungbacker, Borus
Klaassen, Franc
Koopman, Siem Jan
Lucas, André
McAleer, Michael
Pozzi, Lorenzo
Wijnbergen, Sweder van
Franses, Philip Hans
29
Dekker, Rommert
14
Heuvel, Wilco van den
14
Huisman, Dennis
11
Chang, Chia-Lin
10
Wagelmans, Albert P. M.
10
Legerstee, Rianne
9
Groenen, Patrick J. F.
8
Dollevoet, Twan
7
Wong, Wing Keung
7
Brinkhuis, Jan
6
Chen, Chi-chung
6
Frenk, Johannes G.
5
Paap, Richard
5
Velden, Michel van de
5
Bian, Guorui
4
Boer, Paul M. C. de
4
Dijk, Herman K. van
4
Asai, Manabu
3
Bijwaard, Govert
3
Bioch, Jan C.
3
Bi̇rbi̇l, Ş. İlker
3
Breugem, Thomas
3
Caporin, Massimiliano
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Hafner, Christian M.
3
Jaarsveld, Willem van
3
Kroon, Leo G.
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Maróti, Gábor
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Mulder, Henry Martyn
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Pijls, Wim
3
Romeijn, H. Edwin
3
Segers, Rene
3
Tansuchat, Roengchai
3
Akker, J. M. van den
2
Allen, David E.
2
Bouman, Paul
2
Budai, Gabriella
2
Bázsa, Emöke
2
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Discussion paper / Tinbergen Institute
222
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78
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
53
Discussion paper series / IZA
48
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43
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42
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31
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28
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24
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22
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19
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16
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14
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11
Working papers in quantitative economics and econometrics
11
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9
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
7
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7
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7
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7
Working paper series / European Central Bank
6
Discussion papers / CEPR
5
Handbooks in economics
5
Report / Erasmus Center for Financial Research, Erasmus University
5
Discussion papers / Institute of Social and Economic Research
4
Frankfurter Arbeiten zur experimentellen Wirtschaftsforschung / A
4
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
4
Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung
4
DNB working papers
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
EUI working paper / ECO
3
Special paper series / London School of Economics and Political Science, Financial Markets Group
3
Suntory and Toyota International Centres for Economics and Related Disciplines
3
University of Tübingen working papers in economics and finance
3
Working paper series
3
Working paper series / Universiteit Gent, Faculteit Economie en Bedrijfskunde
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ECONIS (ZBW)
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1
How volatile is ENSO?
Chu, LanFen
;
McAleer, Michael
;
Chen, Chi-chung
-
2009
Persistent link: https://www.econbiz.de/10003877146
Saved in:
2
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10008664056
Saved in:
3
Modeling the volatility in global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10003995695
Saved in:
4
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
5
How volatile is ENSO for global greenhouse gas emissions and the global economy?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2013
Persistent link: https://www.econbiz.de/10009754970
Saved in:
6
How volatile is ENSO for global greenhouse gas emissions and the global economy?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2012
Persistent link: https://www.econbiz.de/10010360665
Saved in:
7
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
8
Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877105
Saved in:
9
Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877109
Saved in:
10
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987343
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