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~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
375
Time series analysis
50
Zeitreihenanalyse
50
Volatility
47
Volatilität
47
ARCH model
43
ARCH-Modell
43
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35
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35
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27
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Arbeitspapier
Aufsatz in Zeitschrift
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209
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194
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173
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173
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48
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15
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English
353
German
18
French
2
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2
Author
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Frey, Bruno S.
McAleer, Michael
Güth, Werner
404
Pestieau, Pierre
357
Gersbach, Hans
317
Nijkamp, Peter
317
Acemoglu, Daron
296
Pesaran, M. Hashem
278
Thisse, Jacques-François
269
Creedy, John
266
Artus, Patrick
264
Phillips, Peter C. B.
259
Zenou, Yves
258
Snower, Dennis J.
256
Cremer, Helmuth
253
Stark, Oded
252
Härdle, Wolfgang
247
Broll, Udo
245
Franses, Philip Hans
240
Ploeg, Frederick van der
228
Koskela, Erkki
227
Konrad, Kai A.
218
Heckman, James J.
208
Tirole, Jean
206
Razin, Asaf
201
Aronsson, Thomas
197
Lambertini, Luca
196
Marjit, Sugata
194
Helpman, Elhanan
190
Svensson, Lars E. O.
190
Herings, Peter Jean-Jacques
187
Saint-Paul, Gilles
187
Gouriéroux, Christian
185
Long, Ngo Van
185
Stiglitz, Joseph E.
185
Aizenman, Joshua
182
Kehoe, Patrick J.
182
Bossert, Walter
181
Kaplow, Louis
181
Keuschnigg, Christian
178
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Shakai-Keizai-Kenkyūsho <Osaka>
9
University of Western Australia / Department of Economics
5
University of Canterbury / Dept. of Economics and Finance
2
Forschungsinstitut zur Zukunft der Arbeit
1
Nationalekonomiska Institutionen <Göteborg>
1
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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
Applied financial 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)
375
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1
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1
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
Saved in:
2
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
3
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Saved in:
4
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
5
Estimation and discrimination of alternative air pollution models
Bai, Jun
-
1990
Persistent link: https://www.econbiz.de/10000129166
Saved in:
6
Where are the limits of regulation?
Frey, Bruno S.
;
Ramser, Hans Jürgen
-
1983
Persistent link: https://www.econbiz.de/10000035635
Saved in:
7
Empirical models for evaluating errors in fitting extremes of a probability distribution
Bai, Jun
;
Jakeman, Anthony J.
;
McAleer, Michael
-
1994
Persistent link: https://www.econbiz.de/10000900124
Saved in:
8
Econometric methodology and the philosophy of science
Dharmapala, Dhammika
;
McAleer, Michael
-
1994
Persistent link: https://www.econbiz.de/10000900137
Saved in:
9
The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power
Smith, Jeremy
;
McAleer, Michael
-
1994
Persistent link: https://www.econbiz.de/10000900140
Saved in:
10
Prediction and accommodation in econometric modelling
Dharmapala, Dhammika
;
McAleer, Michael
-
1994
Persistent link: https://www.econbiz.de/10000900156
Saved in:
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