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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~person:"McAleer, Michael"
~person:"Pesaran, M. Hashem"
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Großbritannien
Time series analysis
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McAleer, Michael
Pesaran, M. Hashem
Spanos, Aris
6
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5
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5
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A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
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2
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
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