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~isPartOf:"The Japanese economic review : the journal of the Japanese Economic Association"
~language:"afr"
~language:"eng"
~language:"hrv"
~language:"nld"
~language:"sqi"
~person:"Fabozzi, Frank J."
~person:"McAleer, Michael"
~subject:"Lieferkette"
~subject:"Risk measure"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Handbuch"
~type_genre:"Sammlung"
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Fabozzi, Frank J.
McAleer, Michael
Kemp, Murray C.
8
Shimomura, Kōji
8
Nishimura, Kazuo
7
Long, Ngo Van
6
Futagami, Koichi
5
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The Japanese economic review : the journal of the Japanese Economic Association
Econometric Institute research papers
156
Working paper
96
Discussion paper / Tinbergen Institute
93
Econometric reviews
18
Journal of econometrics
17
Applied economics
15
Journal of economic surveys
15
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13
Working papers in quantitative economics and econometrics
13
Discussion paper / Institute of Social and Economic Research
12
The journal of portfolio management : JPM
12
The journal of portfolio management : a publication of Institutional Investor
12
The journal of fixed income
11
Working paper series in economics
10
School of Accounting, Finance and Economics & FEMARC working paper series
9
Working papers in economics and econometrics
9
Applied financial economics
8
International journal of theoretical and applied finance
8
Energy economics
7
International review of economics & finance : IREF
7
The North American journal of economics and finance : a journal of financial economics studies
7
Computational economics
6
Economics letters
6
Journal of banking & finance
6
Journal of forecasting
6
Annals of financial economics
5
Econometric theory
5
Econometrics : open access journal
5
Risks : open access journal
5
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
5
Finance research letters
4
International journal of forecasting
4
International review of financial analysis
4
The journal of fixed income : JFI
4
Tourism economics : the business and finance of tourism and recreation
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
Applied economics letters
3
Discussion papers / Institute of Social and Economic Research
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ECONIS (ZBW)
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1
Profiteering from the dot-com bubble, subprime crisis and Asian financial crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
- In:
The Japanese economic review : the journal of the …
67
(
2016
)
3
,
pp. 257-279
Persistent link: https://www.econbiz.de/10011720858
Saved in:
2
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
- In:
The Japanese economic review : the journal of the …
63
(
2012
)
3
,
pp. 397-419
Persistent link: https://www.econbiz.de/10009666576
Saved in:
3
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:
4
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:
5
On efficient estimation and correct inference in models with generated regressors : a general approach
McKenzie, Colin
- In:
The Japanese economic review : the journal of the …
48
(
1997
)
4
,
pp. 368-389
Persistent link: https://www.econbiz.de/10001235670
Saved in:
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