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~language:"eng"
~language:"ita"
~person:"McAleer, Michael"
~source:"econis"
~subject:"Australien"
~subject:"Modellierung"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Übersichtsarbeit"
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Australien
Modellierung
Estimation
41
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40
Volatility
24
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24
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16
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16
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McAleer, Michael
Faff, Robert W.
20
Miller, Paul W.
16
Brooks, Robert
13
Worthington, Andrew Charles
13
Olekalns, Nilss
11
Groenewold, Nicolaas
9
Moosa, Imad A.
9
Bloch, Harry
8
Lim, Guay C.
8
Valadkhani, Abbas
8
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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
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
Allen, David E.
4
Bissoondoyal-Bheenick, Emawtee
4
Burns, Kelly
4
Chan, Howard Wei-hong
4
Connelly, Luke B.
4
Dowrick, Steve
4
Freebairn, John William
4
Fry, Tim R. L.
4
Gørgens, Tue
4
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Applied economics
2
International journal of forecasting
1
International review of economics & finance : IREF
1
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1
The Japanese economic review : the journal of the Japanese Economic Association
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
2
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
3
How accurate are government forecasts of economic fundamentals? : the case of Taiwan
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
- In:
International journal of forecasting
27
(
2011
)
4
,
pp. 1066-1075
Persistent link: https://www.econbiz.de/10009316905
Saved in:
4
Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
Saved in:
5
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:
6
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:
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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