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~language:"eng"
~person:"McAleer, Michael"
~subject:"Estimation"
~subject:"Zeitreihenanalyse"
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Estimation
Zeitreihenanalyse
Volatility
59
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39
Welt
39
World
39
Forecasting model
32
Prognoseverfahren
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PI-BETA
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McAleer, Michael
Caporale, Guglielmo Maria
67
Gil-Alaña, Luis A.
59
Gupta, Rangan
44
Wagner, Joachim
43
Döpke, Jörg
28
Pierdzioch, Christian
26
Salvanes, Kjell G.
23
Weber, Enzo
23
Franses, Philip Hans
21
Fritsch, Michael
21
Hayo, Bernd
21
Chang, Chia-Lin
20
Härdle, Wolfgang
20
Minford, Patrick
19
Croux, Christophe
18
Hess, Gregory D.
18
Huber, Florian
18
Theodoridis, Konstantinos
18
Galí, Jordi
17
Merkl, Christian
17
Miller, Stephen M.
17
Rossi, Barbara
17
Benati, Luca
16
Czarnitzki, Dirk
16
Kaiser, Ulrich
16
Pesaran, M. Hashem
16
Stulz, René M.
16
Bauer, Thomas K.
15
Dijk, Herman K. van
15
Fischer, Manfred M.
15
Görg, Holger
15
Teräsvirta, Timo
15
Apergēs, Nikolaos
14
Bandick, Roger
14
Belke, Ansgar
14
Buch, Claudia M.
14
Dijk, Dick van
14
Reichlin, Lucrezia
14
Schnabel, Claus
14
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University of Canterbury / Dept. of Economics and Finance
8
Department of Economics and Finance, College of Business and Economics
1
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Working paper
40
Econometric Institute research papers
6
The North American journal of economics and finance : a journal of financial economics studies
1
Tourism economics : the business and finance of tourism and recreation
1
Working Papers in Economics
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
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ECONIS (ZBW)
49
RePEc
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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
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
4
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
5
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:
6
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:
7
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
8
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
9
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
10
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:
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