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person:"McAleer, Michael"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of econometrics"
~isPartOf:"Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia"
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Time series analysis
8
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8
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6
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6
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5
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5
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2
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McAleer, Michael
Phillips, Peter C. B.
27
Taylor, Robert
25
Medeiros, Marcelo C.
22
Koop, Gary
16
Leybourne, Stephen James
15
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13
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12
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11
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11
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11
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11
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10
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10
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10
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10
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10
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10
Zhu, Ke
10
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9
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9
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9
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9
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9
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9
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9
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9
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8
Bollerslev, Tim
8
Francq, Christian
8
Horváth, Lajos
8
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8
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8
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8
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8
Tsay, Ruey S.
8
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8
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7
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7
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7
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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30
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Tourism management : research, policies, practice
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1
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
2
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
3
Frontiers in time series and financial econometrics: An overview
Ling, Shiqing
;
McAleer, Michael
;
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 245-250
Persistent link: https://www.econbiz.de/10011503737
Saved in:
4
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
5
A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries
McAleer, Michael
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003460319
Saved in:
6
Structure and asymptotic theory for STAR(1)-GARCH(1,1) models
Chan, Felix
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003220873
Saved in:
7
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
8
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:
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