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~person:"McAleer, Michael"
~subject:"Time series analysis"
~type_genre:"Graue Literatur"
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Time series analysis
Volatility
72
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46
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39
Prognoseverfahren
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McAleer, Michael
Phillips, Peter C. B.
57
Gil-Alaña, Luis A.
52
Johansen, Søren
49
Caporale, Guglielmo Maria
48
Teräsvirta, Timo
46
Nielsen, Morten Ørregaard
38
Kunst, Robert M.
35
Swanson, Norman R.
27
Pesaran, M. Hashem
26
Franses, Philip Hans
25
Kapetanios, George
23
Nielsen, Bent
23
Koop, Gary
22
Harvey, Andrew C.
21
Hendry, David F.
21
Marcellino, Massimiliano
20
Gupta, Rangan
18
Jusélius, Katarina
18
Robinson, Peter M.
18
Taylor, Robert
18
Costantini, Mauro
17
Maravall Herrero, Agustín
17
Timmermann, Allan
17
Croux, Christophe
16
Grassi, Stefano
16
Haldrup, Niels
16
Castle, Jennifer
15
Dijk, Herman K. van
15
Gao, Jiti
15
Kruse, Robinson
15
Lux, Thomas
15
Proietti, Tommaso
15
Ravazzolo, Francesco
15
Allen, David E.
14
Brännäs, Kurt
14
Casarin, Roberto
14
Härdle, Wolfgang
14
Shephard, Neil G.
14
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4
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12
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2
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1
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ECONIS (ZBW)
37
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1
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009765832
Saved in:
2
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:
3
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
4
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:
5
Testing for a common volatility process and information spillovers in bivariate financial time series models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2016
-
Revised
Persistent link: https://www.econbiz.de/10011448006
Saved in:
6
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
7
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:
8
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:
9
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
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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