//--> //--> //--> //-->
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:"Working paper"
~person:"Andersen, Torben M."
~person:"McAleer, Michael"
~subject:"Statistische Methode"
~subject:"Theorie"
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
Standardization in information...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Statistische Methode
Theorie
Theory
24
ARCH model
10
ARCH-Modell
10
Time series analysis
10
Zeitreihenanalyse
10
Volatility
9
Volatilität
9
Forecasting model
5
Prognoseverfahren
5
Modellierung
4
Scientific modelling
4
Stochastic process
4
Stochastischer Prozess
4
Commodity derivative
3
Correlation
3
Estimation
3
Korrelation
3
Rohstoffderivat
3
Schätzung
3
Statistical test
3
Statistischer Test
3
Capital income
2
Econometric model
2
Frühindikator
2
Kapitaleinkommen
2
Leading indicator
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Oil price
2
Robust statistics
2
Robustes Verfahren
2
Statistical method
2
USA
2
United States
2
Ökonometrisches Modell
2
Ölpreis
2
more ...
less ...
Online availability
All
Free
17
Type of publication
All
Book / Working Paper
24
Type of publication (narrower categories)
All
Arbeitspapier
23
Graue Literatur
23
Non-commercial literature
23
Working Paper
23
Language
All
English
24
Author
All
Andersen, Torben M.
McAleer, Michael
Wen, Yi
49
Bosetti, Valentina
26
Bandyopadhyay, Subhayu
24
Moretto, Michele
23
Martinez-Vazquez, Jorge
20
Kehoe, Patrick J.
18
Vergalli, Sergio
18
Schmutzler, Armin
17
Bullard, James Brian
16
Carraro, Carlo
16
Chien, YiLi
16
Garriga, Carlos
16
Kapetanios, George
16
Tavoni, Massimo
16
De Cian, Enrica
14
Engsted, Tom
14
Helpman, Elhanan
14
McCracken, Michael W.
14
Mumtaz, Haroon
14
Wang, Pengfei
14
Xepapadeas, Anastasios
14
Andolfatto, David
13
Razin, Asaf
13
Veneziani, Roberto
13
Zilcha, Itzhak
13
Bühler, Stefan
12
Chatelain, Jean-Bernard
12
Luttmer, Erzo Gerrit Jan
12
Ralf, Kirsten
12
Ravikumar, B.
12
Rubinstein, Ariel
12
Guidolin, Massimo
11
Jehiel, Philippe
11
Martin, Fernando M.
11
Mukerji, Sujoy
11
Owyang, Michael T.
11
Waller, Christopher
11
Fershtman, Chaim
10
Haufler, Andreas
10
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
2
Published in...
All
Working paper
Memo / Økonomisk Institut, Aarhus Universitet
31
Econometric Institute research papers
25
Discussion paper / Tinbergen Institute
18
Economics working paper
14
Working papers in quantitative economics and econometrics
13
Econometric reviews
12
Journal of econometrics
12
Discussion paper / Centre for Economic Policy Research
10
Discussion paper / Institute of Social and Economic Research
10
Economics letters
10
Journal of economic surveys
10
CESifo working papers
9
Discussion paper series / IZA
8
The Scandinavian journal of economics
8
Working papers in economics and econometrics
8
Journal of macroeconomics
7
Working paper / Department of Economics, University of Aarhus
7
IZA Discussion Papers
6
The economic journal : the journal of the Royal Economic Society
6
CESifo Working Paper
5
Economica
5
European economic review : EER
5
Journal of economics
5
Tinbergen Institute Discussion Paper
5
Working paper / Iowa State University, Department of Economics
5
Danmarks Nationalbank working papers
4
Discussion papers / Institute of Social and Economic Research
4
Econometric theory
4
Journal of risk and financial management : JRFM
4
Macroeconomic dynamics
4
Open economies review
4
Applied economics
3
CESifo Working Paper Series
3
Danmarks Nationalbank Working Papers
3
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
3
Discussion papers / CEPR
3
IZA Discussion Paper
3
Journal of applied econometrics
3
Journal of economic dynamics & control
3
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
2
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
3
A trinomial test for paired data when there are many ties
Bian, Guorui
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10008669933
Saved in:
4
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:
5
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
6
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
7
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
8
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
Saved in:
9
Ten things you should know about the dynamic conditional correlation representation
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009771098
Saved in:
10
Ten things you should know about DCC
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009723138
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->