//--> //--> //--> //-->
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
~language:"eng"
~language:"fra"
~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
Theorie
222
Theory
214
Schätzung
159
Estimation
155
Volatilität
155
Volatility
149
Zeitreihenanalyse
142
Time series analysis
139
ARCH-Modell
115
ARCH model
114
Prognoseverfahren
78
Forecasting model
74
Stochastischer Prozess
69
Stochastic process
66
Estimation theory
53
Schätztheorie
53
Modellierung
47
Scientific modelling
46
USA
44
Börsenkurs
42
United States
42
Welt
42
Share price
41
World
40
Capital market returns
33
Kapitalmarktrendite
33
Kapitaleinkommen
32
Capital income
30
Risikomaß
27
Risk measure
25
International tourism
22
Internationaler Tourismus
22
Spillover effect
22
Spillover-Effekt
22
Cointegration
21
Kointegration
21
Commodity derivative
20
Portfolio selection
20
Portfolio-Management
20
Rohstoffderivat
20
more ...
less ...
Online availability
All
Free
253
Undetermined
26
Type of publication
All
Book / Working Paper
310
Article
130
Type of publication (narrower categories)
All
Working Paper
249
Arbeitspapier
231
Graue Literatur
221
Non-commercial literature
221
Article in journal
129
Aufsatz in Zeitschrift
129
Collection of articles of several authors
8
Sammelwerk
8
Systematic review
6
Übersichtsarbeit
6
Aufsatz im Buch
5
Book section
5
Bibliografie enthalten
3
Bibliography included
3
Article
2
Konferenzschrift
2
Conference proceedings
1
Festschrift
1
more ...
less ...
Language
All
English
French
Undetermined
14
Author
All
McAleer, Michael
Caporale, Guglielmo Maria
728
Nijkamp, Peter
603
Acemoglu, Daron
566
Pesaran, M. Hashem
545
Gil-Alaña, Luis A.
541
Phillips, Peter C. B.
511
Heckman, James J.
494
Snower, Dennis J.
493
Güth, Werner
457
Stiglitz, Joseph E.
446
Pestieau, Pierre
443
Gersbach, Hans
437
Aizenman, Joshua
434
Gupta, Rangan
430
Creedy, John
420
Franses, Philip Hans
415
Stark, Oded
408
Koskela, Erkki
393
Zenou, Yves
380
Helpman, Elhanan
363
Koopman, Siem Jan
361
Wagner, Joachim
358
Belke, Ansgar
350
Cremer, Helmuth
341
Härdle, Wolfgang
332
Svensson, Lars E. O.
332
Aghion, Philippe
325
Diebold, Francis X.
324
Woodford, Michael
323
Frey, Bruno S.
321
Kaplow, Louis
321
Thisse, Jacques-François
318
Glaeser, Edward L.
316
Konrad, Kai A.
308
Shavell, Steven
308
Batabyal, Amitrajeet A.
307
Tirole, Jean
304
Kapetanios, George
299
Lambertini, Luca
294
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
10
Shakai-Keizai-Kenkyūsho <Osaka>
9
University of Western Australia / Department of Economics
7
Department of Economics and Finance, College of Business and Economics
2
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
University of Canterbury / Dept. of Economics
1
Published in...
All
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
School of Accounting, Finance and Economics & FEMARC working paper series
6
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)
418
EconStor
20
RePEc
2
Showing
1
-
10
of
440
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
2
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
3
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10003989650
Saved in:
4
Time series forecasts of international tourism demand for Australia
Lim, Christine
(
contributor
);
McAleer, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
seasonal unit roots prior to
estimation
, model selection and forecasting. Various Box-Jenkins Autoregressive Integrated Moving …
Persistent link: https://www.econbiz.de/10001644080
Saved in:
5
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:
6
Structure and asymptotic
theory
for nonlinear models with GARCH errors
Chan, Felix
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
processes or the associated asymptotic
theory
. In this paper, we first derive necessary conditions for strict stationarity and …
Persistent link: https://www.econbiz.de/10008840775
Saved in:
7
Structure and asymptotic
theory
for nonlinear models with GARCH Errors
Chan, Felix
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008760483
Saved in:
8
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:
9
Conditional correlations and volatility spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
10
Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->