//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"McAleer, Michael"
~subject:"Theory"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: Business Economics
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theory
Time series analysis
Volatility
59
Volatilität
57
ARCH model
39
ARCH-Modell
39
Welt
39
World
39
Forecasting model
32
Prognoseverfahren
32
Estimation
29
Theorie
29
Schätzung
28
Zeitreihenanalyse
26
Risikomaß
24
Risk measure
24
USA
23
United States
23
Taiwan
22
Bibliometrics
21
Bibliometrie
21
Portfolio selection
20
Portfolio-Management
20
Capital market returns
17
Kapitalmarktrendite
17
Risk management
17
Modellierung
16
Risikomanagement
16
Scientific modelling
16
Spillover effect
15
Spillover-Effekt
15
Stochastic process
15
Stochastischer Prozess
15
Eigenfactor
14
Basel Accord
12
C3PO
12
PI-BETA
12
Ranking method
12
Ranking-Verfahren
12
h-index
12
more ...
less ...
Online availability
All
Free
30
Type of publication
All
Book / Working Paper
44
Type of publication (narrower categories)
All
Arbeitspapier
43
Graue Literatur
43
Non-commercial literature
43
Working Paper
43
Article in journal
1
Aufsatz in Zeitschrift
1
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
Author
All
McAleer, Michael
Chiarella, Carl
75
Flaschel, Peter
64
Schjelderup, Guttorm
63
Kaplow, Louis
58
Broll, Udo
57
Shavell, Steven
57
Casson, Mark
53
Gil-Alaña, Luis A.
50
Kamihigashi, Takashi
50
Caporale, Guglielmo Maria
48
Galí, Jordi
42
Nielsen, Søren Bo
41
Kind, Hans Jarle
40
Koskela, Erkki
40
Wen, Yi
40
Minford, Patrick
39
Snower, Dennis J.
39
Keuschnigg, Christian
36
Boysen, Nils
33
Frey, Bruno S.
33
Härdle, Wolfgang
33
Sørgard, Lars
32
Gallegati, Mauro
31
Semmler, Willi
31
Dosi, Giovanni
30
Herings, Peter Jean-Jacques
30
Nijkamp, Peter
29
Audretsch, David B.
28
Canova, Fabio
28
Foss, Nicolai J.
28
Kanniainen, Vesa
28
Bebchuk, Lucian A.
26
Peters, Hans J. M.
26
Pyka, Andreas
26
Sunstein, Cass R.
26
Zenou, Yves
26
Caballero, Ricardo J.
25
Evans, George W.
25
Poutvaara, Panu
25
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
5
University of Canterbury / Dept. of Economics
1
Published in...
All
Working paper
33
Econometric Institute research papers
8
Discussion paper / Tinbergen Institute
1
International review of economics & finance : IREF
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
Source
All
ECONIS (ZBW)
44
Showing
21
-
30
of
44
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Cointegrated dynamics for a generalized long memory process : an application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
-
2018
Persistent link: https://www.econbiz.de/10011898049
Saved in:
22
Evaluating combined non-replicable forecasts
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760499
Saved in:
23
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
24
Are forecast updates progressive?
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670046
Saved in:
25
Evaluating macroeconomic forecasts : a review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
-
2010
Persistent link: https://www.econbiz.de/10008670049
Saved in:
26
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:
27
Testing the Box-Cox parameter for an integrated process
Huang, Jian
;
Kobayashi, Masahito
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760495
Saved in:
28
Dynamic conditional correlations for asymmetric processes
Asai, Manabu
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760497
Saved in:
29
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760500
Saved in:
30
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008760507
Saved in:
First
Prev
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->