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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper"
~language:"eng"
~person:"McAleer, Michael"
~person:"Proietti, Tommaso"
~subject:"Prognoseverfahren"
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Zeitreihenanalyse
Prognoseverfahren
Theorie
23
Theory
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10
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10
Time series analysis
10
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9
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9
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5
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Newbold, Paul
McAleer, Michael
Proietti, Tommaso
McCracken, Michael W.
14
Clark, Todd E.
8
Engsted, Tom
6
Escribano, Álvaro
5
Kapetanios, George
4
Blazsek, Szabolcs
3
Gonzalo, Jesús
3
Honoré, Peter
3
Manera, Matteo
3
Mikkelsen, Hans Ole Æ.
3
Neely, Christopher J.
3
Nielsen, Jens Perch
3
Owyang, Michael T.
3
Psaradakis, Zacharias G.
3
Asai, Manabu
2
Bailey, Natalia
2
Baillie, Richard
2
Bastianin, Andrea
2
Bollerslev, Tim
2
Caporin, Massimiliano
2
Carriero, Andrea
2
Chang, Chia-Lin
2
Christiansen, Charlotte
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Despois, Thomas
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Doz, Catherine
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Dueker, Michael
2
Fledelius, Peter
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Franses, Philip Hans
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Galvão, Ana Beatriz C.
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Giraitis, Liudas
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Guidolin, Massimo
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Legerstee, Rianne
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Licht, Adrian
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2
Medeiros, Marcelo C.
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Pitarakis, Jean-Yves
2
Pollock, David Stephen G.
2
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ECONIS (ZBW)
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1
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:
2
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:
3
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
4
Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
-
2012
Persistent link: https://www.econbiz.de/10009562948
Saved in:
5
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
6
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
7
Structure and asymptotic theory for nonlinear models with GARCH Errors
Chan, Felix
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008760483
Saved in:
8
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760500
Saved in:
9
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
10
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
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