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~isPartOf:"Working paper"
~language:"eng"
~language:"lat"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
327
Theory
327
USA
246
United States
246
Schätzung
165
Estimation
164
Welt
110
World
110
Konjunktur
109
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108
Volatility
99
Volatilität
99
Monetary policy
83
Geldpolitik
82
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78
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78
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67
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67
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60
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59
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59
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49
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49
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47
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47
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46
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42
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42
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41
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40
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59
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58
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1
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McAleer, Michael
20
Caporin, Massimiliano
6
Piger, Jeremy Max
6
Chang, Chia-Lin
5
Österholm, Pär
5
Franses, Philip Hans
4
Reed, W. Robert
4
Dueker, Michael
3
Morley, James C.
3
Oxley, Les
3
Asai, Manabu
2
Chan, Felix
2
Guo, Hui
2
Javed, Farrukh
2
Karlsson, Sune
2
Kim, Chang-jin
2
Owyang, Michael T.
2
Pollock, David Stephen G.
2
Poon, Aubrey
2
Roengchai Tansuchat
2
Savickas, Robert
2
Alfelt, Gustav
1
Anderson, Richard G.
1
Armelius, Hanna
1
Assenmacher-Wesche, Katrin
1
Awartani, Basel
1
Barrio Castro, Tomás del
1
Berger, Helge
1
Bodnar, Taras
1
Cascio, Iolanda Lo
1
Cheema, Muhammad A.
1
Coupé, Tom
1
Darvas, Zsolt M.
1
Doz, Catherine
1
Dubois, Emmanuel
1
Edvinsson, Rodney
1
Escribano, Álvaro
1
Farnia, Luca
1
Ferrara, Laurent
1
Gefang, Deborah
1
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Federal Reserve Bank of St. Louis
11
University of Canterbury / Dept. of Economics and Finance
5
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Working paper
CREATES research paper
63
Tourism economics : the business and finance of tourism and recreation
50
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
Economics and finance working paper series
39
Economics letters
34
Applied economics
32
Applied economics letters
26
Journal of monetary economics
23
Econometric Institute research papers
22
Working paper series / European Central Bank
21
SFB 649 discussion paper
19
Journal of business economics and management
18
Journal of economics & business
18
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
16
Discussion papers / CEPR
15
Global business & economics review
15
Working paper series economics and econometrics
15
KBI
14
Finance and economics discussion series
13
SpringerLink / Bücher
13
The review of economics and statistics
13
Cardiff economics working papers
12
Empirical economics : a quarterly journal of the Institute for Advanced Studies
12
Oxford bulletin of economics and statistics
12
Discussion papers in economics
11
GSBE research memoranda
11
Discussion papers / Adam Smith Business School, University of Glasgow
10
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
10
Energy economics
10
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
10
ECON PhD dissertations
9
Economics / Discussion papers : the open-access, open-assessment e-journal
9
Jahrbücher für Nationalökonomie und Statistik
9
Journal of Asian finance, economics and business : JAFEB
9
Rivista internazionale di scienze economiche e commerciali : RiSEC ; pubblicazione trimestrale
9
SSE EFI working paper series in economics and finance
9
Cliometrica : journal of historical economics and econometric history
8
Computational economics
8
Discussion papers / Helsinki Center of Economic Research : discussion paper
8
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ECONIS (ZBW)
60
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21
Unit root tests, size distortions, and cointegrated data
Reed, W. Robert
-
2014
Persistent link: https://www.econbiz.de/10011296518
Saved in:
22
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:
23
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
24
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
25
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
Saved in:
26
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
27
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
28
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
29
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
30
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
-
2021
Persistent link: https://www.econbiz.de/10012603081
Saved in:
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