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subject:"Großbritannien"
subject:"Time series analysis"
~person:"McAleer, Michael"
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Großbritannien
Time series analysis
Theorie
214
Theory
214
Zeitreihenanalyse
58
Volatility
54
Volatilität
54
ARCH model
50
ARCH-Modell
50
Estimation theory
35
Schätztheorie
35
Stochastic process
30
Stochastischer Prozess
30
Estimation
22
Schätzung
22
Forecasting model
20
Prognoseverfahren
20
Modellierung
16
Scientific modelling
16
Statistical theory
15
Statistische Methodenlehre
15
Statistical test
14
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14
Correlation
13
Korrelation
13
Ökonometrie
13
Capital income
12
Econometrics
12
Kapitaleinkommen
12
Maximum likelihood estimation
11
Maximum-Likelihood-Schätzung
11
Cointegration
10
Kointegration
10
Portfolio selection
10
Portfolio-Management
10
Börsenkurs
9
Share price
9
Statistical method
9
Statistische Methode
9
Nichtparametrisches Verfahren
8
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8
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Free
27
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Book / Working Paper
38
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20
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33
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33
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31
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31
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17
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17
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3
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3
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1
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English
58
Author
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McAleer, Michael
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
72
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
Mills, Terence C.
51
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
University of Canterbury / Dept. of Economics and Finance
1
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Working paper
10
Econometric Institute research papers
9
Discussion paper / Tinbergen Institute
5
Journal of econometrics
4
Journal of economic surveys
4
Discussion paper / Institute of Social and Economic Research
3
Contributions to financial econometrics : theoretical and practical issues
2
Econometric reviews
2
DAE working paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Econometrics : open access journal
1
Economics letters
1
Energy economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The econometrics journal
1
The review of economic studies
1
Working papers in economics and econometrics
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ECONIS (ZBW)
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41
Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
Saved in:
42
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
43
Modelling intra-day seasonality and forecasting densities in financial duration data
Allen, David E.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003805629
Saved in:
44
Asymptotic properties of the estimator of the long-run coefficient in a dynamic model with integrated regressors and serially correlated errors
He, Zonglu
;
Maekawa, Koichi
;
McAleer, Michael
- In:
The Japanese economic review : the journal of the …
54
(
2003
)
4
,
pp. 420-438
Persistent link: https://www.econbiz.de/10001866933
Saved in:
45
The econometrics of financial time series
McAleer, Michael
;
Oxley, Les
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 1-7)
.
2003
Persistent link: https://www.econbiz.de/10001932648
Saved in:
46
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:
47
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:
48
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:
49
Cointegration analysis of seasonal time series
Franses, Philip Hans
;
McAleer, Michael
- In:
Practical issues in cointegration analysis
,
(pp. 235-262)
.
1999
Persistent link: https://www.econbiz.de/10001550942
Saved in:
50
Cointegration analysis of seasonal time series
Franses, Philip Hans
;
McAleer, Michael
- In:
Journal of economic surveys
12
(
1998
)
5
,
pp. 651-678
Persistent link: https://www.econbiz.de/10001400867
Saved in:
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