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~isPartOf:"Econometric Institute research papers"
~person:"McAleer, Michael"
~person:"Ravazzolo, Francesco"
~subject:"Modellierung"
~subject:"Zeitreihenanalyse"
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Modellierung
Zeitreihenanalyse
Scientific modelling
18
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12
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12
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10
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10
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8
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McAleer, Michael
Ravazzolo, Francesco
Franses, Philip Hans
13
Caporin, Massimiliano
7
Legerstee, Rianne
7
Chang, Chia-Lin
3
Dijk, Herman K. van
3
Paap, Richard
3
Dekker, Rommert
2
Strachan, Rodney W.
2
Asai, Manabu
1
Bioch, Jan C.
1
Boer, Paul M. C. de
1
Camehl, Annika
1
Chan, Felix
1
Dijk, Bram van
1
Dijk, Dick van
1
Exterkate, Peter
1
Fok, Dennis
1
Frenk, Johannes G.
1
Groen, Jan J. J.
1
Groenen, Patrick J. F.
1
Hammoudeh, Shawkat M.
1
Heij, Christiaan
1
Hoornweg, Victor
1
Jimenez-Martin, Juan-Angel
1
Knapp, Sabine
1
Kranendonk, Henk C.
1
Kumar, Shashi N.
1
Kunitomo, Naoto
1
Lanser, Debby
1
Musegaas, Marieke
1
Nicolai, R. P.
1
Nicolai, Robin P.
1
Nishiyama, Yoshihiko
1
Noortwijk, Jan M. van
1
Oxley, Les
1
Pérez Amaral, Teodosio
1
Remijn, Anna Bobo
1
Roengchai Tansuchat
1
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Econometric Institute research papers
Working paper
16
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10
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6
CAMP working paper series
5
Tinbergen Institute Discussion Paper
5
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
4
Working papers
4
Econometric reviews
2
International journal of forecasting
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Norges Bank Working Paper
2
Working papers in economics and econometrics
2
Discussion paper / Center for Economic Research, Tilburg University
1
Econometrics : open access journal
1
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1
FRB of New York Staff Report
1
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International review of economics & finance : IREF
1
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1
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Norges Bank Working Paper 20
1
Norges Bank Working Paper 3 | 2015
1
Staff reports / Federal Reserve Bank of New York
1
TRACE discussion papers / Tinbergen Institute
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tinbergen Institute Discussion Paper 13-142/III
1
Tinbergen Institute Discussion Paper 15-111/III
1
Working papers / Brandeis University, Department of Economics and International Business School
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1
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10010507684
Saved in:
2
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009755013
Saved in:
3
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
4
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619553
Saved in:
5
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
6
Ranking multivariate GARCH models by problem dimension: an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619365
Saved in:
7
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008664052
Saved in:
8
Moment restriction-based econometric methods : an overview
Kunitomo, Naoto
;
McAleer, Michael
;
Nishiyama, Yoshihiko
-
2010
Persistent link: https://www.econbiz.de/10008666915
Saved in:
9
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987333
Saved in:
10
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987665
Saved in:
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