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~isPartOf:"Working paper"
~person:"Harvey, Andrew C."
~person:"McAleer, Michael"
~person:"Rust, John"
~person:"Stock, James H."
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
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Search: subject_exact:"Time series analysis"
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Heteroskedastizität
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Time series analysis
USA
Zeitreihenanalyse
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10
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10
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Harvey, Andrew C.
McAleer, Michael
Rust, John
Stock, James H.
Kapetanios, George
15
Escribano, Álvaro
9
Blazsek, Szabolcs
8
Caporin, Massimiliano
6
Engsted, Tom
6
Giraitis, Liudas
6
Piger, Jeremy Max
6
Chang, Chia-Lin
5
Owyang, Michael T.
5
Yu, Jun
5
Österholm, Pär
5
Baillie, Richard
4
Franses, Philip Hans
4
Licht, Adrian
4
Phillips, Peter C. B.
4
Reed, W. Robert
4
Bagshaw, Michael L.
3
Christiansen, Charlotte
3
Doz, Catherine
3
Dueker, Michael
3
Honoré, Peter
3
Manera, Matteo
3
McCracken, Michael W.
3
Mikkelsen, Hans Ole Æ.
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Morley, James C.
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Neely, Christopher J.
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Oxley, Les
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Psaradakis, Zacharias G.
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Sherris, Michael
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Ungolo, Francesco
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Anderson, Richard G.
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Asai, Manabu
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Ayala, Astrid
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Bailey, Natalia
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Bollerslev, Tim
2
Carriero, Andrea
2
Cascio, Iolanda Lo
2
Chan, Felix
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Clark, Todd E.
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Working paper
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ECONIS (ZBW)
20
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1
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:
2
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:
3
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
4
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:
5
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
6
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
7
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
8
Structure and asymptotic theory for nonlinear models with GARCH Errors
Chan, Felix
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008760483
Saved in:
9
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
10
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760500
Saved in:
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