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~isPartOf:"Econometric Institute research papers"
~subject:"ARCH model"
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Search: subject_exact:"Zeitreihenanalyse"
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ARCH model
Cointegration
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Zeitreihenanalyse
72
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22
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McAleer, Michael
18
Allen, David E.
5
Caporin, Massimiliano
4
Chang, Chia-Lin
4
Singh, Abhay Kumar
3
Asai, Manabu
2
Dijk, Herman K. van
2
Duc Hong Vo
2
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2
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1
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1
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1
Ha Minh Nguyen
1
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1
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1
Ngoc Hoang Bui
1
Nguyen, Ha
1
Oxley, Les
1
Paap, Richard
1
Pauwels, Laurent
1
Peiris, Shelton
1
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Roengchai Tansuchat
1
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51
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12
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11
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ECONIS (ZBW)
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1
CO2 emissions, energy consumption and economic growth : evidence from the Trans-Pacific Partnership
Duc Hong Vo
;
Nguyen, Ha
;
Anh The Vo
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986960
Saved in:
2
Energy consumption and economic growth : evidence from Vietnam
Ha Minh Nguyen
;
Ngoc Hoang Bui
;
Duc Hong Vo
;
McAleer, …
-
2019
Persistent link: https://www.econbiz.de/10011987023
Saved in:
3
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
4
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
5
Theoretical and empirical differences between diagonal and full BEKK for risk management
Allen, David E.
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011734887
Saved in:
6
A cointegration analysis of agricultural, energy and bio-fuel spot and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2016
Persistent link: https://www.econbiz.de/10011500264
Saved in:
7
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2016
Persistent link: https://www.econbiz.de/10011823323
Saved in:
8
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
9
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10010507684
Saved in:
10
Discussion of "principal volatility component analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359780
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