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~accessRights:"free"
~person:"Fagiolo, Giorgio"
~person:"McAleer, Michael"
~subject:"Time series analysis"
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Fagiolo, Giorgio
McAleer, Michael
Caporale, Guglielmo Maria
59
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56
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54
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ECONIS (ZBW)
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1
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009765832
Saved in:
2
CO2 emissions, energy consumption and economic growth : evidence from the Trans-Pacific Partnership
Duc Hong Vo
;
Nguyen, Ha
;
Anh The Vo
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986960
Saved in:
3
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
4
Energy consumption and economic growth : evidence from Vietnam
Ha Minh Nguyen
;
Ngoc Hoang Bui
;
Duc Hong Vo
;
McAleer, …
-
2019
Persistent link: https://www.econbiz.de/10011987023
Saved in:
5
Testing for a common volatility process and information spillovers in bivariate financial time series models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2016
-
Revised
Persistent link: https://www.econbiz.de/10011448006
Saved in:
6
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
7
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:
8
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
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9
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
10
A one line derivation of DCC : application of a vector random coefficient moving average process
Hafner, Christian M.
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410197
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