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~person:"McAleer, Michael"
~person:"Buch, Claudia M."
~subject:"Schätzung"
~subject:"Time series analysis"
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Schätzung
Time series analysis
Volatility
121
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116
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114
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105
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104
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85
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77
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69
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McAleer, Michael
Buch, Claudia M.
Gil-Alaña, Luis A.
207
Gupta, Rangan
189
Caporale, Guglielmo Maria
162
Wagner, Joachim
144
Bahmani-Oskooee, Mohsen
102
Phillips, Peter C. B.
94
Pierdzioch, Christian
91
Chang, Tsangyao
85
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84
Schneider, Friedrich
80
Pesaran, M. Hashem
78
Winter-Ebmer, Rudolf
78
Lechner, Michael
73
Woessmann, Ludger
69
Kunst, Robert M.
66
Narayan, Paresh Kumar
64
Egger, Peter
63
Teräsvirta, Timo
61
Tiwari, Aviral Kumar
61
Berg, Gerard J. van den
60
Johansen, Søren
60
Miller, Stephen M.
59
Döpke, Jörg
57
Salvanes, Kjell G.
56
Belke, Ansgar
55
Blundell, Richard W.
55
Kapetanios, George
55
Entorf, Horst
54
Balcilar, Mehmet
53
Herwartz, Helmut
53
Wohar, Mark E.
53
Swanson, Norman R.
52
Apergēs, Nikolaos
51
Nielsen, Morten Ørregaard
51
Gundlach, Erich
50
Smyth, Russell
50
Allen, David E.
49
Hayo, Bernd
48
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ECONIS (ZBW)
145
EconStor
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1
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
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
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:
4
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
5
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
- In:
Applied economics
51
(
2019
)
30
,
pp. 3212-3235
Persistent link: https://www.econbiz.de/10012196823
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
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
8
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
9
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
10
An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
- In:
Applied economics
49
(
2017
)
7
,
pp. 677-692
Persistent link: https://www.econbiz.de/10011810876
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