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~language:"eng"
~person:"McAleer, Michael"
~subject:"Business cycle"
~subject:"Schätzung"
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Subject
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Business cycle
Schätzung
Volatility
59
Volatilität
57
ARCH model
39
ARCH-Modell
39
Welt
39
World
39
Forecasting model
32
Prognoseverfahren
32
Estimation
29
Theorie
29
Theory
29
Time series analysis
26
Zeitreihenanalyse
26
Risikomaß
24
Risk measure
24
USA
23
United States
23
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Portfolio selection
20
Portfolio-Management
20
Capital market returns
17
Kapitalmarktrendite
17
Risk management
17
Modellierung
16
Risikomanagement
16
Scientific modelling
16
Spillover effect
15
Spillover-Effekt
15
Stochastic process
15
Stochastischer Prozess
15
Eigenfactor
14
Basel Accord
12
C3PO
12
PI-BETA
12
Ranking method
12
Ranking-Verfahren
12
h-index
12
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15
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Book / Working Paper
27
Article
3
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27
Graue Literatur
27
Non-commercial literature
27
Working Paper
27
Article in journal
3
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3
Language
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English
Author
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McAleer, Michael
Gupta, Rangan
59
Caporale, Guglielmo Maria
57
Wagner, Joachim
48
Flaschel, Peter
47
Gil-Alaña, Luis A.
43
Galí, Jordi
39
Döpke, Jörg
38
Minford, Patrick
36
Pierdzioch, Christian
36
Beaudry, Paul
34
Kose, M. Ayhan
33
Chiarella, Carl
32
Portier, Franck
32
Weder, Mark
32
Caballero, Ricardo J.
28
Salvanes, Kjell G.
28
Bianchi, Francesco
27
Canova, Fabio
27
Hayo, Bernd
25
Merkl, Christian
25
Afonso, António
24
Fritsch, Michael
24
Theodoridis, Konstantinos
24
Gertler, Mark
23
Menzio, Guido
23
Zanetti, Francesco
23
Miller, Stephen M.
22
Wen, Yi
22
Woitek, Ulrich
22
Buch, Claudia M.
21
Castelnuovo, Efrem
21
Hess, Gregory D.
21
Peydró, José-Luis
21
Weber, Enzo
21
Caggiano, Giovanni
20
Gallegati, Mauro
20
Gillman, Max
20
Huber, Florian
20
Khan, Hashmat
20
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Institution
All
University of Canterbury / Dept. of Economics and Finance
4
Published in...
All
Working paper
26
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
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ECONIS (ZBW)
30
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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
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701646
Saved in:
4
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
5
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
6
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
7
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
8
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:
9
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:
10
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
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