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~person:"McAleer, Michael"
~subject:"Finanzkrise"
~subject:"Forecasting model"
~subject:"Statistische Methodenlehre"
~type_genre:"Article in journal"
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McAleer, Michael
Gupta, Rangan
51
Koop, Gary
26
Marcellino, Massimiliano
17
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16
Huber, Florian
16
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Ravazzolo, Francesco
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13
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12
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12
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12
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12
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12
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12
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11
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11
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11
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11
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10
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10
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10
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10
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9
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9
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9
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9
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9
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9
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9
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9
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9
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9
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Annals of financial economics
1
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1
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1
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1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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1
Non-parametric multiple change point analysis of the global financial crisis
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011931167
Saved in:
2
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
Saved in:
3
International evidence on GFC-robust forecasts for risk management under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
- In:
Journal of forecasting
32
(
2013
)
3
,
pp. 267-288
Persistent link: https://www.econbiz.de/10009758640
Saved in:
4
Asymmetry and long memory in volatility modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
Saved in:
5
Switching orthogonality
Morimune, Kimio
- In:
International economic review
39
(
1998
)
1
,
pp. 171-182
Persistent link: https://www.econbiz.de/10001236205
Saved in:
6
Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of economic surveys
25
(
2011
)
1
,
pp. 6-18
Persistent link: https://www.econbiz.de/10009127819
Saved in:
7
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
- In:
Econometric reviews
13
(
1994
)
2
,
pp. 231-258
Persistent link: https://www.econbiz.de/10001163111
Saved in:
8
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.
- In:
Journal of business & economic statistics : JBES ; a …
7
(
1989
)
1
,
pp. 95-106
Persistent link: https://www.econbiz.de/10001090237
Saved in:
9
On the consistency of joint and paired tests for non-nested regression models
Dastoor, Naorayex K.
- In:
Journal of quantitative economics : official journal of …
3
(
1987
)
1
,
pp. 65-84
Persistent link: https://www.econbiz.de/10001056561
Saved in:
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