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~language:"eng"
~person:"Harvey, David I."
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Book section"
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ARCH-Modell
Zeitreihenanalyse
Theorie
116
Theory
116
Volatility
80
Volatilität
80
Time series analysis
73
ARCH model
54
Estimation
52
Schätzung
51
Estimation theory
49
Schätztheorie
49
Forecasting model
39
Prognoseverfahren
39
Stochastic process
33
Stochastischer Prozess
33
Einheitswurzeltest
31
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31
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30
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27
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27
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22
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18
Statistischer Test
18
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17
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14
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14
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13
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13
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111
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191
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185
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180
Non-commercial literature
180
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108
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4
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2
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2
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1
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Harvey, David I.
McAleer, Michael
Gil-Alaña, Luis A.
184
Gupta, Rangan
118
Phillips, Peter C. B.
93
Franses, Philip Hans
82
Caporale, Guglielmo Maria
73
Ma, Feng
73
Tiwari, Aviral Kumar
69
Taylor, Robert
59
Teräsvirta, Timo
56
Leybourne, Stephen James
54
Koopman, Siem Jan
51
Harvey, Andrew C.
49
Serletis, Apostolos
49
Perron, Pierre
48
Moosa, Imad A.
47
Chang, Tsangyao
43
McMillan, David G.
43
Engle, Robert F.
42
Hendry, David F.
39
Lütkepohl, Helmut
39
Bouri, Elie
38
Koop, Gary
38
Linton, Oliver
38
Mills, Terence C.
38
Bahmani-Oskooee, Mohsen
37
Herwartz, Helmut
37
Wang, Yudong
37
Ghysels, Eric
35
Kumar, Dilip
35
Zhang, Yaojie
35
Granger, C. W. J.
33
Hammoudeh, Shawkat
32
Hong, Yongmiao
32
Newbold, Paul
32
Degiannakis, Stavros
31
Hassler, Uwe
31
Wohar, Mark E.
31
Yoon, Seong-min
31
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Journal of econometrics
13
Econometric reviews
10
Journal of economic surveys
7
Applied economics
6
Econometric theory
5
Oxford bulletin of economics and statistics
5
Econometrics : open access journal
4
Economics letters
4
Journal of forecasting
4
Journal of risk and financial management : JRFM
4
Energy economics
3
International journal of forecasting
3
International review of economics & finance : IREF
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of time series econometrics
3
The North American journal of economics and finance : a journal of financial economics studies
3
Contributions to financial econometrics : theoretical and practical issues
2
Finance research letters
2
Journal of applied econometrics
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Risks : open access journal
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The econometrics journal
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied financial economics
1
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1
Economia : revista da ANPEC
1
International Journal of Financial Studies : open access journal
1
International journal of hospitality management
1
Papers in efficiency, effectiveness and international competitiveness
1
Practical issues in cointegration analysis
1
Quantifying consumer preferences
1
The Korean economic review
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of economic studies
1
Tourism economics : the business and finance of tourism and recreation
1
Tourism management : research, policies, practice
1
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ECONIS (ZBW)
112
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81
A simple, robust and powerful test of the trend hypothesis
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1302-1330
Persistent link: https://www.econbiz.de/10003571459
Saved in:
82
Testing for time series linearity
Harvey, David I.
;
Leybourne, Stephen James
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 149-165
Persistent link: https://www.econbiz.de/10003451752
Saved in:
83
Dynamic asymmetric GARCH
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 385-412
Persistent link: https://www.econbiz.de/10003354083
Saved in:
84
Modeling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro
;
Manera, Matteo
;
McAleer, Michael
- In:
Finance research letters
3
(
2006
)
2
,
pp. 114-132
Persistent link: https://www.econbiz.de/10003333927
Saved in:
85
Modified tests for a change in persistence
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 441-469
Persistent link: https://www.econbiz.de/10003374331
Saved in:
86
Automated inference and learning in modeling financial volatility
McAleer, Michael
- In:
Econometric theory
21
(
2005
)
1
,
pp. 232-261
Persistent link: https://www.econbiz.de/10002674705
Saved in:
87
Evidence for common features in G7 macroeconomic time series
Harvey, David I.
;
Mills, Terence C.
- In:
Applied economics
37
(
2005
)
2
,
pp. 165-175
Persistent link: https://www.econbiz.de/10002537362
Saved in:
88
Modeling country risk and uncertainty in small island tourism economies
Hoti, Suhejla
;
McAleer, Michael
;
Shareef, Riaz
- In:
Tourism economics : the business and finance of tourism …
11
(
2005
)
2
,
pp. 159-183
Persistent link: https://www.econbiz.de/10003057269
Saved in:
89
Convergence and catching up in ASEAN : a comparative analysis
Lim, Lee K.
;
McAleer, Michael
- In:
Applied economics
36
(
2004
)
2
,
pp. 137-153
Persistent link: https://www.econbiz.de/10001898878
Saved in:
90
Practioners's corner : test for a break in level when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
1
,
pp. 133-146
Persistent link: https://www.econbiz.de/10002069710
Saved in:
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