//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"McAleer, Michael"
~isPartOf:"Working paper"
~isPartOf:"Econometric Institute research papers"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The Minimum Description Length...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Modellierung
32
Scientific modelling
32
ARCH model
21
ARCH-Modell
21
Forecasting model
19
Prognoseverfahren
19
Time series analysis
17
Zeitreihenanalyse
17
Volatility
14
Volatilität
14
Estimation
10
Schätzung
10
Theorie
8
Theory
8
Bibliometrics
7
Bibliometrie
7
Econometrics
6
Ökonometrie
6
Analysis of variance
4
Commodity derivative
4
Credit risk
4
Exchange rate risk
4
Kreditrisiko
4
Risikomaß
4
Risk measure
4
Robust statistics
4
Robustes Verfahren
4
Rohstoffderivat
4
Stochastic process
4
Stochastischer Prozess
4
Varianzanalyse
4
Währungsrisiko
4
Portfolio selection
3
Portfolio-Management
3
1978-2008
2
2006-2011
2
Australia
2
Australien
2
Biowissenschaften
2
China
2
more ...
less ...
Online availability
All
Free
32
Type of publication
All
Book / Working Paper
41
Type of publication (narrower categories)
All
Arbeitspapier
41
Graue Literatur
41
Non-commercial literature
41
Working Paper
41
Language
All
English
41
Author
All
McAleer, Michael
Caporin, Massimiliano
15
Franses, Philip Hans
15
Chang, Chia-Lin
13
Legerstee, Rianne
7
Dijk, Herman K. van
6
Oxley, Les
5
Qin, Duo
5
Andersen, Steffen
4
Harrison, Glenn W.
4
Bosetti, Valentina
3
Mumtaz, Haroon
3
Owyang, Michael T.
3
Paap, Richard
3
Rutström, Elisabet E.
3
Agerbo, Esben
2
Allen, David E.
2
Asai, Manabu
2
Baillie, Richard
2
Bodnar, Olha
2
Castle, Jennifer
2
Chan, Felix
2
Coughlin, Cletus Charles
2
Dekker, Rommert
2
Drouet, Laurent
2
Fasani, Stefano
2
Fernando, Roshen
2
Gilbert, Christopher L.
2
Jimenez-Martin, Juan-Angel
2
Kaashoek, Johan F.
2
Kapetanios, George
2
Knapp, Sabine
2
Kunitomo, Naoto
2
Lau, Morten Igel
2
Manera, Matteo
2
McCracken, Michael W.
2
Nishiyama, Yoshihiko
2
Pei, Zhuan
2
Pérez Amaral, Teodosio
2
Qin, Xiaochuan
2
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
6
Published in...
All
Working paper
Econometric Institute research papers
Discussion paper / Tinbergen Institute
8
Econometrics
5
Working papers in quantitative economics and econometrics
5
Econometric Institute Research Papers
4
Journal of econometrics
4
Working Papers in Economics
4
Documentos de Trabajo del ICAE
3
Journal of economic surveys
3
Working papers in economics and econometrics
3
Econometric reviews
2
Econometrics : open access journal
2
Journal of risk and financial management : JRFM
2
The North American journal of economics and finance : a journal of financial economics studies
2
Tinbergen Institute Discussion Paper
2
Tinbergen Institute Discussion Papers
2
Annals of financial economics
1
Contributions to economic analysis
1
Contributions to financial econometrics : theoretical and practical issues
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion paper,
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of Risk and Financial Management
1
KIER Working Papers
1
MPRA Paper
1
TRACE discussion papers / Tinbergen Institute
1
The econometrics journal
1
The economic journal : the journal of the Royal Economic Society
1
The significance of testing in econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
41
Showing
1
-
10
of
41
Sort
Relevance
Date (newest first)
Date (oldest first)
1
How does Zinfluence affect article influence?
Chang, Chia-lin
;
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688818
Saved in:
2
How does Zinfluence affect article influence?
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10003995686
Saved in:
3
Ranking leading
econometrics
journals using citations data from ISI and RePEc
Chang, Chia-Lin
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010354385
Saved in:
4
Impact of psychological needs on luxury consumption
Mao, Ning
;
McAleer, Michael
;
Bai, Shuyu
-
2017
Persistent link: https://www.econbiz.de/10011701434
Saved in:
5
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008664052
Saved in:
6
Moment restriction-based econometric methods : an overview
Kunitomo, Naoto
;
McAleer, Michael
;
Nishiyama, Yoshihiko
-
2010
Persistent link: https://www.econbiz.de/10008666915
Saved in:
7
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669311
Saved in:
8
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670005
Saved in:
9
A simple expected volatility (SEV) index : application to SET50 Index Options
McAleer, Michael
;
Wiphatthanananthakul, Chatayan
-
2010
Persistent link: https://www.econbiz.de/10008670007
Saved in:
10
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->