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~isPartOf:"International journal of hospitality management"
~isPartOf:"Journal of applied econometrics"
~language:"eng"
~person:"Engle, Robert F."
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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ARCH-Modell
Zeitreihenanalyse
Theorie
5
Theory
5
Estimation theory
3
Schätztheorie
3
ARCH model
2
Time series analysis
2
28.08.1988
1
Demand
1
Erwartungsbildung
1
Expectation formation
1
Forecasting model
1
Hotel industry
1
Hotellerie
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Nachfrage
1
Neuseeland
1
New Zealand
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Prognoseverfahren
1
VAR model
1
VAR-Modell
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Article
4
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
4
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English
Author
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Engle, Robert F.
McAleer, Michael
Koop, Gary
5
Koopman, Siem Jan
4
Marcellino, Massimiliano
4
Pesaran, M. Hashem
4
Bauwens, Luc
3
Carriero, Andrea
3
Clark, Todd E.
3
Clements, Michael P.
3
Dijk, Herman K. van
3
Franses, Philip Hans
3
Hansen, Peter Reinhard
3
Lanne, Markku
3
Laurent, Sébastien
3
Psaradakis, Zacharias G.
3
Rombouts, Jeroen V. K.
3
Sola, Martin
3
Teräsvirta, Timo
3
Bollerslev, Tim
2
Camacho, Maximo
2
Chen, Yi-ting
2
Creal, Drew
2
Dufour, Jean-Marie
2
Galvão, Ana Beatriz C.
2
Hafner, Christian M.
2
Hall, Stephen G.
2
Harvey, Andrew C.
2
Jäger, Albert
2
Kapetanios, George
2
Khalaf, Lynda
2
Kim, Chang-jin
2
Kunst, Robert M.
2
Lucas, André
2
Lunde, Asger
2
Luoto, Jani
2
Morley, James C.
2
Neusser, Klaus
2
Nielsen, Morten Ørregaard
2
Osborn, Denise R.
2
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International journal of hospitality management
Journal of applied econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Econometric reviews
7
Journal of econometrics
7
Journal of economic surveys
7
Econometrics : open access journal
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Applied economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of risk and financial management : JRFM
4
Econometric theory
3
Energy economics
3
International review of economics & finance : IREF
3
The North American journal of economics and finance : a journal of financial economics studies
3
The review of financial studies
3
Finance research letters
2
International journal of forecasting
2
Journal of forecasting
2
Journal of time series econometrics
2
Risks : open access journal
2
The Japanese economic review : the journal of the Japanese Economic Association
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in futures and options research : a research annual
1
Applied financial economics
1
Computational economics
1
Economia : revista da ANPEC
1
Economics letters
1
International Journal of Financial Studies : open access journal
1
Jingji-lunwen
1
Journal of banking & finance
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
Journal of risk
1
Oxford bulletin of economics and statistics
1
Practical issues in cointegration analysis
1
Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
1
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ECONIS (ZBW)
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1
Forecasting h(m)otel guest nights in New Zealand
Lim, Christine
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International journal of hospitality management
28
(
2009
)
2
,
pp. 228-235
Persistent link: https://www.econbiz.de/10003827272
Saved in:
2
Maximum likelihood estimation of STAR and STAR-GARCH models : theory and Monte Carlo evidence
Chan, Felix
;
McAleer, Michael
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 509-534
Persistent link: https://www.econbiz.de/10001709313
Saved in:
3
New frontiers for ARCH models
Engle, Robert F.
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 425-446
Persistent link: https://www.econbiz.de/10001709309
Saved in:
4
Common trends and common cycles
Vahid, Farshid
- In:
Journal of applied econometrics
8
(
1993
)
4
,
pp. 341-360
Persistent link: https://www.econbiz.de/10001149734
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