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~language:"eng"
~person:"Chang, Chun"
~person:"McAleer, Michael"
~subject:"Institutional economics"
~subject:"Time series analysis"
~type_genre:"Non-commercial literature"
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Institutional economics
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Chang, Chun
McAleer, Michael
Caporale, Guglielmo Maria
30
Gil-Alaña, Luis A.
26
Teräsvirta, Timo
14
Croux, Christophe
12
Härdle, Wolfgang
9
Koop, Gary
9
Nielsen, Morten Ørregaard
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Benati, Luca
8
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7
Chang, Chia-Lin
7
Dijk, Dick van
7
Dijk, Herman K. van
7
Henrekson, Magnus
7
Phillips, Peter C. B.
7
Piger, Jeremy Max
7
Rossi, Barbara
7
Bauwens, Luc
6
Caporin, Massimiliano
6
Franses, Philip Hans
6
Hautsch, Nikolaus
6
Marcellino, Massimiliano
6
Oxley, Les
6
Smeekes, Stephan
6
Urbain, Jean-Pierre
6
Weber, Enzo
6
Allen, David E.
5
Ergemen, Yunus Emre
5
Estrin, Saul
5
Gelper, Sarah
5
Grassi, Stefano
5
Gupta, Rangan
5
Haldrup, Niels
5
He, Changli
5
Hecq, Alain W. J.
5
Hoffman, Andrew J.
5
Johansen, Søren
5
Kang, Jian
5
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ECONIS (ZBW)
28
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1
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
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
9
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
10
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
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