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subject:"Großbritannien"
subject:"Time series analysis"
~person:"McAleer, Michael"
~person:"Mills, Terence C."
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Großbritannien
Time series analysis
Theorie
291
Theory
291
Zeitreihenanalyse
97
Volatility
57
Volatilität
57
ARCH model
50
ARCH-Modell
50
Estimation theory
43
Schätztheorie
43
Estimation
33
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33
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32
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31
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29
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28
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United States
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English
109
Author
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McAleer, Michael
Mills, Terence C.
Franses, Philip Hans
139
Phillips, Peter C. B.
126
Koopman, Siem Jan
117
Gil-Alaña, Luis A.
112
Caporale, Guglielmo Maria
92
Pesaran, M. Hashem
85
Härdle, Wolfgang
73
Lütkepohl, Helmut
72
Koop, Gary
69
Teräsvirta, Timo
61
Harvey, Andrew C.
57
Sibbertsen, Philipp
56
Maravall Herrero, Agustín
55
Granger, C. W. J.
53
Swanson, Norman R.
52
Hyndman, Rob J.
50
Kunst, Robert M.
50
Hendry, David F.
49
Lucas, André
48
Dijk, Herman K. van
47
Hassler, Uwe
47
Engle, Robert F.
46
Marcellino, Massimiliano
46
Timmermann, Allan
46
Hallin, Marc
45
Kapetanios, George
45
Bauwens, Luc
44
Proietti, Tommaso
43
Ghysels, Eric
42
Taylor, Robert
42
Blundell, Richard W.
41
Hall, Stephen G.
41
Perron, Pierre
41
Robinson, Peter M.
41
Gao, Jiti
40
Saikkonen, Pentti
39
Stock, James H.
39
Feng, Yuanhua
37
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Shakai-Keizai-Kenkyūsho <Osaka>
3
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Istituto di Ricerca sulla Dinamica dei Sistemi Economici <Mailand>
1
Loughborough University / Department of Economics
1
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1
University of Warwick / Department of Economics
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10
Econometric Institute research papers
9
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6
Journal of economic surveys
6
Discussion paper / Tinbergen Institute
5
Journal of econometrics
5
Applied economics
3
Bulletin of economic research
3
Discussion paper / Institute of Social and Economic Research
3
Palgrave texts in econometrics
3
Scottish journal of political economy : the journal of the Scottish Economic Society
3
Applied financial economics
2
Contributions to financial econometrics : theoretical and practical issues
2
Econometric reviews
2
Econometrics : open access journal
2
Economics letters
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International journal of finance & economics : IJFE
2
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2
The European journal of finance
2
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1
Dynamis
1
Economic forecasting
1
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
1
Economics discussion paper series / Loughborough University, Department of Economics
1
Encyclopedia of economics research ; Vol. 1
1
Energy economics
1
Explorations in economic history : EEH
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the Royal Statistical Society
1
Modern perspectives on the gold standard
1
Oxford bulletin of economics and statistics
1
Palgrave Advanced Texts in Econometrics
1
Palgrave Advanced Texts in Econometrics series
1
Papers in efficiency, effectiveness and international competitiveness
1
Practical issues in cointegration analysis
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
Springer eBook Collection
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ECONIS (ZBW)
109
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61
Recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 9-33)
.
2003
Persistent link: https://www.econbiz.de/10001932650
Saved in:
62
The size effect and the random walk hypothesis : evidence from the London stock exchange using Markov chains
Mills, Terence C.
;
Jordanov, J. V.
- In:
Applied financial economics
13
(
2003
)
11
,
pp. 807-815
Persistent link: https://www.econbiz.de/10001804430
Saved in:
63
Multivariate Markov switching common factor models for the UK
Mills, Terence C.
;
Wang, Ping
- In:
Bulletin of economic research
55
(
2003
)
2
,
pp. 177-193
Persistent link: https://www.econbiz.de/10001748816
Saved in:
64
Tests for stationarity in series with endogenously determined structural change
Harvey, David I.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656284
Saved in:
65
Recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Journal of economic surveys
16
(
2002
)
3
,
pp. 245-269
Persistent link: https://www.econbiz.de/10001686256
Saved in:
66
A new empirical weighted monetary aggregate for the UK
Drake, Leigh M.
;
Mills, Terence C.
- In:
International journal of finance & economics : IJFE
6
(
2001
)
3
,
pp. 217-234
Persistent link: https://www.econbiz.de/10001607408
Saved in:
67
Great ratios and common cycles : do they exist for the UK?
Mills, Terence C.
- In:
Bulletin of economic research
53
(
2001
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10001544208
Saved in:
68
A survey of recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 128-153)
.
2000
Persistent link: https://www.econbiz.de/10001684387
Saved in:
69
Recent developments in modelling trends and cycles in economic time series and their relevance to quantitative economic history
Mills, Terence C.
- In:
The First World War and the international economy
,
(pp. 34-51)
.
2000
Persistent link: https://www.econbiz.de/10001519548
Saved in:
70
The econometric modelling of financial time series
Mills, Terence C.
-
1999
-
2. ed.
Persistent link: https://www.econbiz.de/10000679603
Saved in:
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