//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~language:"cat"
~language:"eng"
~person:"McAleer, Michael"
~person:"Serletis, Apostolos"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Textbook"
~type_genre:"Übersichtsarbeit"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Volatility
48
Volatilität
48
Theorie
44
Theory
44
Estimation
35
Schätzung
34
ARCH model
31
ARCH-Modell
31
Geldpolitik
22
Monetary policy
22
VAR model
17
VAR-Modell
17
Börsenkurs
16
Geldmenge
16
Money supply
16
Share price
16
Spillover effect
14
Spillover-Effekt
14
Time series analysis
14
Welt
14
World
14
Markov chain
12
Markov-Kette
12
Oil price
12
Schock
12
Shock
12
Stochastic process
12
Stochastischer Prozess
12
Ölpreis
12
Business cycle
9
Capital income
9
Capital market returns
9
Kapitaleinkommen
9
Kapitalmarktrendite
9
Konjunktur
9
Inflation
8
Risiko
8
Risk
8
Aggregation
7
more ...
less ...
Online availability
All
Undetermined
Free
7
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
Textbook
Übersichtsarbeit
Aufsatz in Zeitschrift
14
Language
All
Valencian
English
Author
All
McAleer, Michael
Serletis, Apostolos
Gil-Alaña, Luis A.
64
Gupta, Rangan
55
Chang, Tsangyao
23
Koopman, Siem Jan
21
Tiwari, Aviral Kumar
21
Phillips, Peter C. B.
19
Petropoulos, Fotios
18
Spiliotis, Evangelos
17
Taylor, Robert
17
Chan, Joshua
16
Hyndman, Rob J.
16
Assimakopoulos, V.
15
Caporale, Guglielmo Maria
15
Ranjbar, Omid
15
Ma, Feng
14
Wang, Shouyang
14
Gao, Jiti
13
Makridakis, Spyros G.
13
McElroy, Tucker
13
Miller, Stephen M.
13
Nonejad, Nima
13
Omay, Tolga
13
Perron, Pierre
13
Balcilar, Mehmet
12
Camacho, Maximo
12
Kang, Yanfei
12
Li, Jia
12
Marcellino, Massimiliano
12
Moosa, Imad A.
12
Wohar, Mark E.
12
Leybourne, Stephen James
11
Lucas, André
11
Lütkepohl, Helmut
11
Athanasopoulos, George
10
Blazsek, Szabolcs
10
Boubaker, Heni
10
Cavaliere, Giuseppe
10
Ghysels, Eric
10
Hendry, David F.
10
more ...
less ...
Published in...
All
Applied economics
3
Journal of econometrics
3
International review of economics & finance : IREF
2
Computational economics
1
Econometric reviews
1
Econometrics : open access journal
1
Economics letters
1
Journal of time series econometrics
1
Macroeconomic dynamics
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
2
Dependence structure between money and economic activity : a Markov-switching copula VEC approach
Serletis, Apostolos
;
Xu, Libo
- In:
Macroeconomic dynamics
26
(
2022
)
8
,
pp. 2141-2160
Persistent link: https://www.econbiz.de/10013469790
Saved in:
3
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
4
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
5
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
6
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
7
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
8
An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
- In:
Applied economics
49
(
2017
)
7
,
pp. 677-692
Persistent link: https://www.econbiz.de/10011810876
Saved in:
9
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
Saved in:
10
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3246-3262
Persistent link: https://www.econbiz.de/10011774739
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->