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~person:"McAleer, Michael"
~person:"Todorov, Viktor"
~subject:"Estimation"
~subject:"Statistical distribution"
~subject:"Theorie"
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Estimation
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127
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127
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100
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100
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54
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42
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36
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McAleer, Michael
Todorov, Viktor
Phillips, Peter C. B.
62
Koopman, Siem Jan
48
Sethi, Suresh
42
Escudero, Laureano F.
39
Platen, Eckhard
35
Barndorff-Nielsen, Ole E.
33
Post, Thierry
32
Yu, Jun
32
Chan, Joshua
29
Chiarella, Carl
29
Asai, Manabu
27
Gendreau, Michel
25
Gao, Jiti
24
Gil-Alaña, Luis A.
23
Linton, Oliver
23
Zhang, Qing
23
Mumtaz, Haroon
22
Inderfurth, Karl
21
Kohlmann, Michael
21
Benth, Fred Espen
20
Kleijnen, Jack P. C.
20
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19
Clark, Todd E.
19
Shephard, Neil G.
19
Tauchen, George Eugene
19
Whang, Yoon-jae
19
Wirjanto, Tony S.
19
Küchler, Uwe
18
Rodriguez, Gabriel
18
Taylor, Robert
18
Escobar, Marcos
17
Fabozzi, Frank J.
17
Garín, María Araceli
17
Renault, Eric
17
Topaloglou, Nikolas
17
Wilfling, Bernd
17
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16
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16
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2
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14
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ECONIS (ZBW)
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81
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
Saved in:
82
Dynamic asymmetric leverage in stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
24
(
2005
)
3
,
pp. 317-332
Persistent link: https://www.econbiz.de/10003105638
Saved in:
83
Stationarity and the existence of moments of a family of GARCH processes
Ling, Shiqing
;
McAleer, Michael
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 109-117
Persistent link: https://www.econbiz.de/10001634306
Saved in:
84
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:
85
Simple procedures for testing autoregressive versus moving average errors in regression models
MacKenzie, Colin R.
;
McAleer, Michael
;
Gill, Len
-
1990
Persistent link: https://www.econbiz.de/10000129167
Saved in:
86
Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin
;
McAleer, Michael
;
Gill, Len
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000799442
Saved in:
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