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~language:"deu"
~language:"eng"
~person:"McAleer, Michael"
~subject:"Modellierung"
~subject:"Zeitreihenanalyse"
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Modellierung
Zeitreihenanalyse
Volatility
59
Volatilität
57
ARCH model
39
ARCH-Modell
39
Welt
39
World
39
Forecasting model
32
Prognoseverfahren
32
Estimation
29
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Theory
29
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28
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26
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24
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24
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22
Bibliometrics
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Bibliometrie
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Portfolio selection
20
Portfolio-Management
20
Capital market returns
17
Kapitalmarktrendite
17
Risk management
17
Risikomanagement
16
Scientific modelling
16
Spillover effect
15
Spillover-Effekt
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Stochastic process
15
Stochastischer Prozess
15
Eigenfactor
14
Basel Accord
12
C3PO
12
PI-BETA
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Ranking method
12
Ranking-Verfahren
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h-index
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32
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1
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32
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32
Non-commercial literature
32
Working Paper
32
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1
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McAleer, Michael
Gil-Alaña, Luis A.
45
Caporale, Guglielmo Maria
38
Franses, Philip Hans
18
Ravazzolo, Francesco
17
Croux, Christophe
15
Dijk, Herman K. van
15
Teräsvirta, Timo
15
Billio, Monica
13
Canova, Fabio
13
Dijk, Dick van
13
Reichlin, Lucrezia
13
Härdle, Wolfgang
12
Koop, Gary
12
Woitek, Ulrich
12
Casarin, Roberto
11
Chang, Chia-Lin
11
Gupta, Rangan
11
Nielsen, Morten Ørregaard
10
Koopman, Siem Jan
9
Phillips, Peter C. B.
9
Piger, Jeremy Max
9
Benati, Luca
8
Caporin, Massimiliano
8
Gschwandtner, Adelina
8
Hecq, Alain W. J.
8
Krolzig, Hans-Martin
8
Marcellino, Massimiliano
8
Minford, Patrick
8
Nelson, Daniel B.
8
Rossi, Barbara
8
Swanson, Norman R.
8
Waggoner, Daniel F.
8
Weber, Enzo
8
Österholm, Pär
8
Bauwens, Luc
7
Chang, Chun
7
Chen, Kaiji
7
Cuñado Eizaguirre, Juncal
7
Forni, Mario
7
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University of Canterbury / Dept. of Economics and Finance
5
University of Canterbury / Dept. of Economics
1
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Working paper
25
Econometric Institute research papers
6
The North American journal of economics and finance : a journal of financial economics studies
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
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ECONIS (ZBW)
33
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CO2 emissions, energy consumption and economic growth : evidence from the Trans-Pacific Partnership
Duc Hong Vo
;
Nguyen, Ha
;
Anh The Vo
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986960
Saved in:
2
Energy consumption and economic growth : evidence from Vietnam
Ha Minh Nguyen
;
Ngoc Hoang Bui
;
Duc Hong Vo
;
McAleer, …
-
2019
Persistent link: https://www.econbiz.de/10011987023
Saved in:
3
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:
4
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:
5
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
6
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:
7
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
8
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
9
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
10
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
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