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~isPartOf:"Journal of economic surveys"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"Chan, Kam C."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"McAleer, Michael"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~person:"Shogren, Jason F."
~person:"Snower, Dennis J."
~subject:"Kointegration"
~subject:"Nonparametric statistics"
~subject:"Portfolio selection"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"World"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Book Part"
~type_genre:"Conference paper"
~type_genre:"Rangliste"
~type_genre:"Reprint"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Kointegration
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4
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Caporale, Guglielmo Maria
Chan, Kam C.
Hong, Yongmiao
Härdle, Wolfgang
McAleer, Michael
Moosa, Imad A.
Phillips, Peter C. B.
Shogren, Jason F.
Snower, Dennis J.
Oxley, Les
10
Sayer, Stuart
5
Hanley, Nick
4
Lin, Brian Chi-ang
4
Caporin, Massimiliano
3
Creedy, John
3
Franses, Philip Hans
3
Frey, Bruno S.
3
George, Donald A. R.
3
Mills, Terence C.
3
Pittis, Nikitas
3
Ruiz, Esther
3
Anderson, Kym
2
Armitage, Seth
2
Blackburn, Keith
2
Börgers, Tilman
2
Chan, Felix
2
Claus, Iris
2
Dalziel, Paul
2
Doornik, Jurgen A.
2
Doucouliagos, Chris
2
Engsted, Tom
2
Gemmell, Norman
2
Heshmati, Almas
2
Irmen, Andreas
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Iwasaki, Ichirō
2
Jarrell, Stephen B.
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Lambert, Peter J.
2
Levine, Paul
2
Libich, Jan
2
Mallard, Graham
2
Mullineux, Andrew W.
2
Muscatelli, V. Anton
2
Pagan, Adrian R.
2
Pearlman, Joseph
2
Pesaran, M. Hashem
2
Pestieau, Pierre
2
Poot, Jacques
2
Røed, Knut
2
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Journal of economic surveys
Cowles Foundation discussion paper
135
SFB 649 discussion paper
124
CESifo working papers
115
Econometric Institute research papers
100
Journal of econometrics
85
Economics and finance working paper series
82
Working paper
80
Econometric theory
63
Discussion paper / Tinbergen Institute
61
Discussion papers / Deutsches Institut für Wirtschaftsforschung
43
Discussion paper / Centre for Economic Policy Research
40
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
38
Discussion paper series / IZA
38
Applied economics
33
Discussion papers of interdisciplinary research project 373
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
30
Econometric reviews
26
IZA Discussion Papers
25
Kiel working paper
25
CORE discussion paper : DP
23
CESifo Working Paper
21
Economics letters
19
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
18
Kiel Working Paper
18
Discussion paper / Centre for Economic Forecasting
17
Discussion papers in economics
17
Applied economics letters
14
The econometrics journal
13
Journal of risk and financial management : JRFM
11
The American economic review
11
Working papers in quantitative economics and econometrics
11
CEPR Discussion Paper Series, Centre for Economic Policy Research (CEPR), London
10
DIW Discussion Papers
10
Discussion paper / Institute of Social and Economic Research
10
Economic modelling
10
Journal of applied econometrics
10
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
10
Applied financial economics
9
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
9
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ECONIS (ZBW)
17
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1
Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
- In:
Journal of economic surveys
28
(
2014
)
2
,
pp. 195-208
Persistent link: https://www.econbiz.de/10011293027
Saved in:
2
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
26
(
2012
)
4
,
pp. 736-751
Persistent link: https://www.econbiz.de/10009712816
Saved in:
3
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
- In:
Journal of economic surveys
25
(
2011
)
1
,
pp. 185-188
Persistent link: https://www.econbiz.de/10009127801
Saved in:
4
Phillips curves and unemployment dynamics : a critique and a holistic perspective
Karanassou, Marika
;
Sala, Hector
;
Snower, Dennis J.
- In:
Journal of economic surveys
24
(
2010
)
1
,
pp. 1-51
Persistent link: https://www.econbiz.de/10003946314
Saved in:
5
A scientific classification of volatility models
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
24
(
2010
)
1
,
pp. 192-195
Persistent link: https://www.econbiz.de/10003948949
Saved in:
6
The ten commandments for managing investments
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
24
(
2010
)
1
,
pp. 196-200
Persistent link: https://www.econbiz.de/10003948951
Saved in:
7
The ten commandments for managing value at risk under the Basel II Accord
Jiménez-Martín, Juan-Ángel
;
McAleer, Michael
;
Pérez …
- In:
Journal of economic surveys
23
(
2009
)
5
,
pp. 850-855
Persistent link: https://www.econbiz.de/10003906435
Saved in:
8
The ten commandments for optimizing value-at-risk and daily capital charges
McAleer, Michael
- In:
Journal of economic surveys
23
(
2009
)
5
,
pp. 831-849
Persistent link: https://www.econbiz.de/10003906434
Saved in:
9
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:
10
Special issue: Recent developments in financial time series econometrics
McAleer, Michael
(
contributor
);
Oxley, Les
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001686254
Saved in:
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