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~language:"eng"
~language:"ita"
~person:"Henry, Ólan Thomas John"
~person:"McAleer, Michael"
~source:"econis"
~subject:"Australien"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Übersichtsarbeit"
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Australien
Estimation
53
Schätzung
52
Volatility
30
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30
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16
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16
Stochastic process
16
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Henry, Ólan Thomas John
McAleer, Michael
Faff, Robert W.
20
Miller, Paul W.
16
Brooks, Robert
13
Worthington, Andrew Charles
13
Olekalns, Nilss
11
Groenewold, Nicolaas
9
Bloch, Harry
8
Lim, Guay C.
8
Valadkhani, Abbas
8
Cobb-Clark, Deborah A.
7
Ha Trong Nguyen
7
Wooden, Mark
7
Bhar, Ramaprasad
6
Brailsford, Timothy J.
6
Creedy, John
6
Fleming, Christopher M.
6
Hagger, Alfred J.
6
Karunaratne, Neil Dias
6
Layton, Allan P.
6
McDonald, Ian Martin
6
Moosa, Imad A.
6
Birch, Elisa Rose
5
Bodman, Philip M.
5
Chiswick, Barry R.
5
Crosby, Mark Andrew
5
Guest, Ross
5
Le, Huong Thu
5
Lye, Jenny N.
5
McKenzie, Michael D.
5
Bissoondoyal-Bheenick, Emawtee
4
Chan, Howard Wei-hong
4
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4
Dowrick, Steve
4
Freebairn, John William
4
Fry, Tim R. L.
4
Headey, Bruce
4
Heaney, Richard A.
4
Kim, Suk-Joong
4
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Applied economics
2
Australian economic papers
1
Economic modelling
1
Journal of international money and finance
1
Journal of macroeconomics
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The economic record : er
1
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ECONIS (ZBW)
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1
Does the Australian dollar real exchange rate display mean reversion
Henry, Ólan Thomas John
;
Olekalns, Nilss
- In:
Journal of international money and finance
21
(
2002
)
5
,
pp. 651-666
Persistent link: https://www.econbiz.de/10001703885
Saved in:
2
Exchange rate instability : a threshold autoregressive approach
Henry, Ólan Thomas John
;
Olekalns, Nilss
;
Summers, Peter M.
- In:
The economic record : er
77
(
2001
),
pp. 160-166
Persistent link: https://www.econbiz.de/10001601863
Saved in:
3
Cointegration analysis of quarterly tourism demand by Hong Kong and Singapore for Australia
Lim, Christine
;
McAleer, Michael
- In:
Applied economics
33
(
2001
)
12
,
pp. 1599-1619
Persistent link: https://www.econbiz.de/10001620964
Saved in:
4
Testing long-run neutrality using intra-year data
Leong, Kenneth
;
McAleer, Michael
- In:
Applied economics
32
(
2000
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10001466804
Saved in:
5
Linear and non-linear transmission of equity ruturn volatility : evidence from the US, Japan and Australia
Brooks, Chris
;
Henry, Ólan Thomas John
- In:
Economic modelling
17
(
2000
)
4
,
pp. 497-513
Persistent link: https://www.econbiz.de/10001533881
Saved in:
6
Asymmetric conditional volatility and firm size : evidence from Austalian equity portfolios
Henry, Ólan Thomas John
;
Sharma, John
- In:
Australian economic papers
38
(
1999
)
4
,
pp. 393-406
Persistent link: https://www.econbiz.de/10001429154
Saved in:
7
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:
8
A note on the unbiasedness test of rationality using survey data
McAleer, Michael
- In:
Journal of macroeconomics
16
(
1994
)
2
,
pp. 369-374
Persistent link: https://www.econbiz.de/10001167828
Saved in:
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