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subject:"Volatility"
subject:"Yield curve"
~person:"McAleer, Michael"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
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Volatility
Yield curve
Prognoseverfahren
Stochastic process
Estimation
158
Schätzung
152
Volatilität
85
ARCH model
49
ARCH-Modell
49
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McAleer, Michael
Gupta, Rangan
127
Caporale, Guglielmo Maria
76
Pierdzioch, Christian
75
Marcellino, Massimiliano
59
Diebold, Francis X.
52
McMillan, David G.
52
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50
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49
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48
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47
Koopman, Siem Jan
44
Döpke, Jörg
41
Hautsch, Nikolaus
39
Timmermann, Allan
38
Balcilar, Mehmet
37
Ma, Feng
37
Wohar, Mark E.
37
Belke, Ansgar
36
Bahmani-Oskooee, Mohsen
35
Todorov, Viktor
35
Bouri, Elie
34
Cheung, Yin-Wong
32
Zaremba, Adam
32
Chang, Chia-Lin
31
Narayan, Paresh Kumar
31
Clark, Todd E.
30
Asai, Manabu
29
Guidolin, Massimo
29
Huber, Florian
29
Kilian, Lutz
29
Mumtaz, Haroon
29
Swanson, Norman R.
29
Kim, Don H.
28
Franses, Philip Hans
27
Wang, Yudong
27
Caporin, Massimiliano
26
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26
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91
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:
92
Non-trading day effects in asymmetric conditional and stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 113-123
Persistent link: https://www.econbiz.de/10003451750
Saved in:
93
An econometric analysis of asymmetric volatility : theory and application to patents
McAleer, Michael
;
Chan, Felix
;
Marinova, Dora
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 259-284
Persistent link: https://www.econbiz.de/10003485356
Saved in:
94
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
Saved in:
95
Determining an optimal window size for modeling volatility
Yew, Xavier Chee Hoong
;
McAleer, Michael
;
Ling, Shiqing
- In:
Handbook of applied econometrics and statistical inference
,
(pp. 443-467)
.
2002
Persistent link: https://www.econbiz.de/10001701988
Saved in:
96
Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin
;
McAleer, Michael
;
Gill, Len
- In:
The Japanese economic review : the journal of the …
50
(
1999
)
3
,
pp. 239-252
Persistent link: https://www.econbiz.de/10001470195
Saved in:
97
Simple procedures for testing autoregressive versus moving average errors in regression models
MacKenzie, Colin R.
;
McAleer, Michael
;
Gill, Len
-
1990
Persistent link: https://www.econbiz.de/10000129167
Saved in:
98
Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin
;
McAleer, Michael
;
Gill, Len
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000799442
Saved in:
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