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~isPartOf:"Journal of economic surveys"
~language:"eng"
~person:"McAleer, Michael"
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ECONIS (ZBW)
13
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1
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
- In:
Journal of economic surveys
25
(
2011
)
1
,
pp. 185-188
Persistent link: https://www.econbiz.de/10009127801
Saved in:
2
Recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Journal of economic surveys
16
(
2002
)
3
,
pp. 245-269
Persistent link: https://www.econbiz.de/10001686256
Saved in:
3
Cointegration analysis of seasonal time series
Franses, Philip Hans
;
McAleer, Michael
- In:
Journal of economic surveys
12
(
1998
)
5
,
pp. 651-678
Persistent link: https://www.econbiz.de/10001400867
Saved in:
4
Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
- In:
Journal of economic surveys
28
(
2014
)
2
,
pp. 195-208
Persistent link: https://www.econbiz.de/10011293027
Saved in:
5
Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of economic surveys
25
(
2011
)
1
,
pp. 6-18
Persistent link: https://www.econbiz.de/10009127819
Saved in:
6
Do we really need both BEKK and DCC? : a tale of two multivariate GARCH models
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
26
(
2012
)
4
,
pp. 736-751
Persistent link: https://www.econbiz.de/10009712816
Saved in:
7
An empirical assessment of country risk ratings and associated models
Hoti, Suhejla
;
McAleer, Michael
- In:
Journal of economic surveys
18
(
2004
)
4
,
pp. 539-588
Persistent link: https://www.econbiz.de/10002222868
Saved in:
8
A scientific classification of volatility models
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
24
(
2010
)
1
,
pp. 192-195
Persistent link: https://www.econbiz.de/10003948949
Saved in:
9
Special issue: Recent developments in financial time series econometrics
McAleer, Michael
(
contributor
);
Oxley, Les
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001686254
Saved in:
10
Pricing of forward and futures contracts
Chow, Ying-foon
;
McAleer, Michael
;
Sequeira, John M.
- In:
Journal of economic surveys
14
(
2000
)
2
,
pp. 215-253
Persistent link: https://www.econbiz.de/10001466688
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