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
~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~language:"eng"
~person:"McAleer, Michael"
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
Testing fractional persistence...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Estimation
4
Schätzung
4
Börsenkurs
3
Forecasting model
3
Prognoseverfahren
3
Share price
3
Statistical distribution
2
Statistische Verteilung
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
1980-1997
1
1996-2009
1
Aktienmarkt
1
Australia
1
Australien
1
Capital income
1
EU countries
1
EU-Staaten
1
East Asia
1
Entropie
1
Entropy
1
Estimation theory
1
Kapitaleinkommen
1
Monetary union
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Optimaler Währungsraum
1
Optimum currency area
1
Option pricing theory
1
Optionspreistheorie
1
Ostasien
1
Regression analysis
1
Regressionsanalyse
1
Risikomaß
1
Risk measure
1
Saisonale Schwankungen
1
Schock
1
Schätztheorie
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
Author
All
McAleer, Michael
Allen, David E.
29
Cheung, Yun-hsing
6
Singh, Abhay Kumar
6
Powell, Robert
5
Peiris, Shelton
4
Lin, Chien-ting
3
Masih, Abdul Mansur M.
3
Masih, Rumi
3
Ripple, Ronald D.
3
Gao, Jiti
2
Imbarine Bujang
2
Kramadibrata, Akhmad R.
2
Lazarov, Zdravetz N.
2
Satō, Kiyotaka
2
Scharth, Marcel
2
Soucik, Victor
2
Thavaneswaran, A.
2
Wongsaart, Pipat
2
Zhang, Zhaoyong
2
Amporn Soongswang
1
Chandra, M.
1
Cruickshank, S.
1
Djajadikerta, Hadrian
1
Giles, Margaret J.
1
Ho, Chia-cheng
1
Kok Haur Ng
1
Lee, Chin-Chuan
1
Li, Steven
1
Lim, Lee K.
1
Mapfumba, Tinashe
1
McDonald, Garry A.
1
Mellor, Robert
1
Moosa, Imad A.
1
Nartea, Gilbert V.
1
Peiris, S.
1
Sears, R. Stephen
1
Shareef, Riaz
1
Steyn, Quinten
1
Taco, Paul
1
more ...
less ...
Published in...
All
School of Accounting, Finance and Economics & FEMARC working paper series
Econometric Institute research papers
79
Working paper
53
Discussion paper / Tinbergen Institute
48
Econometric reviews
15
Journal of econometrics
15
Working papers in quantitative economics and econometrics
15
Tinbergen Institute Discussion Paper
14
Journal of economic surveys
13
Working papers in economics and econometrics
11
Discussion paper / Institute of Social and Economic Research
10
Applied economics
9
Journal of risk and financial management : JRFM
9
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
5
Discussion papers / Institute of Social and Economic Research
4
Econometric theory
4
Econometrics : open access journal
4
International journal of forecasting
4
International review of economics & finance : IREF
4
Risks : open access journal
4
The Japanese economic review : the journal of the Japanese Economic Association
4
Applied financial economics
3
Journal of applied econometrics
3
Texto para discussão
3
The North American journal of economics and finance : a journal of financial economics studies
3
Contributions to financial econometrics : theoretical and practical issues
2
Economics letters
2
Energy economics
2
Journal of forecasting
2
Journal of macroeconomics
2
The econometrics journal
2
The economic journal : the journal of the Royal Economic Society
2
The review of economics and statistics
2
Working Papers in Economics
2
Annals of financial economics
1
Applied economics letters
1
Computational economics
1
Contributions to economic analysis
1
DAE working paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling intra-day seasonality and forecasting densities in financial duration data
Allen, David E.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003805629
Saved in:
2
Comparison of alternative ACD models via density and interval forecasts : evidence from the Australian stock market
Allen, David E.
;
Lazarov, Zdravetz N.
;
McAleer, Michael
; …
-
2007
Persistent link: https://www.econbiz.de/10003477122
Saved in:
3
Pricing options by simulation using realized volatility
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2009
Persistent link: https://www.econbiz.de/10003869596
Saved in:
4
A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009711717
Saved in:
5
Towards an East Asian monetary union : an econometrics analysis of shocks
Satō, Kiyotaka
(
contributor
);
Zhang, Zhaoyong
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003129624
Saved in:
6
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
