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~language:"eng"
~person:"Chang, Chun"
~person:"Gil-Alaña, Luis A."
~person:"McAleer, Michael"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Time series analysis
78
Estimation
65
Volatility
65
Schätzung
64
Volatilität
63
USA
56
United States
56
Theorie
49
Theory
49
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43
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43
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39
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24
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Stochastischer Prozess
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Capital market returns
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Risk management
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Tourism
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Tourismus
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Chang, Chun
Gil-Alaña, Luis A.
McAleer, Michael
Caporale, Guglielmo Maria
37
Franses, Philip Hans
15
Teräsvirta, Timo
15
Croux, Christophe
14
Dijk, Dick van
13
Reichlin, Lucrezia
13
Dijk, Herman K. van
11
Gupta, Rangan
11
Härdle, Wolfgang
10
Canova, Fabio
9
Koop, Gary
9
Koopman, Siem Jan
9
Nielsen, Morten Ørregaard
9
Phillips, Peter C. B.
9
Piger, Jeremy Max
9
Ravazzolo, Francesco
9
Benati, Luca
8
Chang, Chia-Lin
8
Gschwandtner, Adelina
8
Hecq, Alain W. J.
8
Nelson, Daniel B.
8
Swanson, Norman R.
8
Urbain, Jean-Pierre
8
Waggoner, Daniel F.
8
Weber, Enzo
8
Österholm, Pär
8
Bauwens, Luc
7
Billio, Monica
7
Chen, Kaiji
7
Cuñado Eizaguirre, Juncal
7
Forni, Mario
7
Marcellino, Massimiliano
7
Marczak, Martyna
7
Rossi, Barbara
7
Woitek, Ulrich
7
Caporin, Massimiliano
6
Crespo Cuaresma, Jesús
6
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University of Canterbury / Dept. of Economics and Finance
4
National Bureau of Economic Research
1
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1
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Economics and finance working paper series
28
Working paper
20
Tourism economics : the business and finance of tourism and recreation
6
Econometric Institute research papers
5
Applied economics
2
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1
Economics letters
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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Oxford bulletin of economics and statistics
1
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1
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1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
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1
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ECONIS (ZBW)
78
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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
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348322
Saved in:
4
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
5
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
6
A one line derivation of DCC : application of a vector random coefficient moving average process
Hafner, Christian M.
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410197
Saved in:
7
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
8
Fractional integration and
business
cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
2
,
pp. 343-359
Persistent link: https://www.econbiz.de/10002080025
Saved in:
9
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
10
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
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