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subject:"Zeitreihenanalyse"
~person:"McAleer, Michael"
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
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Zeitreihenanalyse
Portfolio-Management
Prognoseverfahren
Theorie
222
Theory
214
Time series analysis
58
Volatilität
57
Volatility
54
ARCH model
50
ARCH-Modell
50
Estimation theory
35
Schätztheorie
35
Stochastischer Prozess
32
Stochastic process
30
Schätzung
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Estimation
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Capital income
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Maximum-Likelihood-Schätzung
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Cointegration
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BEKK
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Börsenkurs
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Share price
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Statistical method
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English
70
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McAleer, Michael
Franses, Philip Hans
187
Diebold, Francis X.
152
Koopman, Siem Jan
146
Phillips, Peter C. B.
131
Fabozzi, Frank J.
130
Timmermann, Allan
119
Gil-Alaña, Luis A.
114
Härdle, Wolfgang
113
Caporale, Guglielmo Maria
110
Pesaran, M. Hashem
105
Swanson, Norman R.
97
Marcellino, Massimiliano
95
Clark, Todd E.
86
Koop, Gary
82
Granger, C. W. J.
81
Lucas, André
81
Lütkepohl, Helmut
81
Clements, Michael P.
80
Maurer, Raimond
77
Hendry, David F.
73
Teräsvirta, Timo
73
Engle, Robert F.
70
Sibbertsen, Philipp
70
Dijk, Herman K. van
66
Kilian, Lutz
66
Gupta, Rangan
65
Kunst, Robert M.
64
Hyndman, Rob J.
63
Ravazzolo, Francesco
62
Ghysels, Eric
61
Satchell, Stephen
60
Campbell, John Y.
59
Schorfheide, Frank
59
Giannone, Domenico
58
Platen, Eckhard
58
Bollerslev, Tim
55
Harvey, Andrew C.
55
Lux, Thomas
55
Maravall Herrero, Agustín
55
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Shakai-Keizai-Kenkyūsho <Osaka>
3
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
University of Canterbury / Dept. of Economics and Finance
1
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Econometric Institute research papers
12
Working paper
12
Discussion paper / Tinbergen Institute
7
Journal of econometrics
4
Journal of economic surveys
4
Discussion paper / Institute of Social and Economic Research
3
Contributions to financial econometrics : theoretical and practical issues
2
Econometric reviews
2
Journal of forecasting
2
DAE working paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Econometrics : open access journal
1
Economics letters
1
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1
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1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Papers in efficiency, effectiveness and international competitiveness
1
Practical issues in cointegration analysis
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The econometrics journal
1
The review of economic studies
1
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ECONIS (ZBW)
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1
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
Saved in:
2
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000872012
Saved in:
3
Testing for unit roots and non-linear transformations
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000924063
Saved in:
4
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.
;
McAleer, Michael
-
1987
-
Rev.
Persistent link: https://www.econbiz.de/10000724797
Saved in:
5
Cointegration analysis of seasonal time series
Franses, Philip Hans
;
McAleer, Michael
- In:
Journal of economic surveys
12
(
1998
)
5
,
pp. 651-678
Persistent link: https://www.econbiz.de/10001400867
Saved in:
6
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 95-106
Persistent link: https://www.econbiz.de/10001090237
Saved in:
7
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 231-258
Persistent link: https://www.econbiz.de/10001163111
Saved in:
8
Further results on testing AR (1) against MA (1) disturbances in the linear regression model
King, Maxwell L.
- In:
The review of economic studies
54
(
1987
)
4
,
pp. 649-663
Persistent link: https://www.econbiz.de/10001084859
Saved in:
9
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000142719
Saved in:
10
Management science, economics and finance : a connection
Chang, Chia-Lin
;
McAleer, Michael
;
Wong, Wing Keung
-
2016
Persistent link: https://www.econbiz.de/10011541142
Saved in:
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