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~language:"eng"
~person:"McAleer, Michael"
~subject:"Schätzung"
~subject:"United States"
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Schätzung
United States
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
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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40
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40
Non-commercial literature
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40
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4
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4
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1
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English
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McAleer, Michael
Caporale, Guglielmo Maria
66
Stulz, René M.
63
Gil-Alaña, Luis A.
53
Gupta, Rangan
52
Wagner, Joachim
45
Bebchuk, Lucian A.
41
Hayo, Bernd
40
Audretsch, David B.
39
Pierdzioch, Christian
38
Döpke, Jörg
35
Fairlie, Robert W.
35
Miller, Stephen M.
32
Minford, Patrick
30
Viscusi, W. Kip
30
Weber, Enzo
30
Berger, Allen N.
29
Galí, Jordi
25
Bernard, Andrew B.
24
Fritsch, Michael
24
Huber, Florian
24
Salvanes, Kjell G.
24
Acs, Zoltán J.
23
Ben-David, Itzhak
23
Van Reenen, John
23
White, Lawrence J.
23
Williams, John C.
23
Cebula, Richard J.
22
Chiswick, Barry R.
22
Hess, Gregory D.
22
Benati, Luca
21
Buch, Claudia M.
21
Jensen, J. Bradford
21
Neuenkirch, Matthias
21
Piger, Jeremy Max
21
Weder, Mark
21
Chang, Chia-Lin
20
Colander, David C.
20
Czarnitzki, Dirk
20
Haltiwanger, John C.
20
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University of Canterbury / Dept. of Economics and Finance
5
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Working paper
33
Econometric Institute research papers
7
International review of economics & finance : IREF
1
Journal of risk and financial management : JRFM
1
The North American journal of economics and finance : a journal of financial economics studies
1
Tourism economics : the business and finance of tourism and recreation
1
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ECONIS (ZBW)
44
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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
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
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
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
10
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012031
Saved in:
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