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~person:"Creedy, John"
~person:"Dosi, Giovanni"
~person:"Kurz, Heinz D."
~person:"McAleer, Michael"
~person:"Snower, Dennis J."
~subject:"Time series analysis"
~type_genre:"Bibliography included"
~type_genre:"Book section"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
~type_genre:"Reprint"
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Creedy, John
Dosi, Giovanni
Kurz, Heinz D.
McAleer, Michael
Snower, Dennis J.
Phillips, Peter C. B.
57
Gil-Alaña, Luis A.
52
Johansen, Søren
49
Caporale, Guglielmo Maria
48
Teräsvirta, Timo
47
Nielsen, Morten Ørregaard
38
Kunst, Robert M.
35
Swanson, Norman R.
27
Franses, Philip Hans
26
Pesaran, M. Hashem
26
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23
Koop, Gary
23
Nielsen, Bent
23
Hendry, David F.
22
Harvey, Andrew C.
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Marcellino, Massimiliano
20
Jusélius, Katarina
19
Timmermann, Allan
19
Gupta, Rangan
18
Maravall Herrero, Agustín
18
Robinson, Peter M.
18
Taylor, Robert
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Costantini, Mauro
17
Croux, Christophe
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Grassi, Stefano
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Härdle, Wolfgang
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Kruse, Robinson
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Dijk, Herman K. van
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Gao, Jiti
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Ravazzolo, Francesco
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ECONIS (ZBW)
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1
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009765832
Saved in:
2
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:
3
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
4
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:
5
Testing for a common volatility process and information spillovers in bivariate financial time series models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2016
-
Revised
Persistent link: https://www.econbiz.de/10011448006
Saved in:
6
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:
7
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:
8
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:
9
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
10
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
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