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~language:"eng"
~person:"Härdle, Wolfgang"
~person:"McAleer, Michael"
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Härdle, Wolfgang
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
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494
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493
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456
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446
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437
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434
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430
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427
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420
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415
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407
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393
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365
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363
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361
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358
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350
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334
Svensson, Lars E. O.
332
Diebold, Francis X.
324
Woodford, Michael
322
Kaplow, Louis
321
Frey, Bruno S.
320
Aghion, Philippe
318
Glaeser, Edward L.
316
Konrad, Kai A.
308
Shavell, Steven
308
Batabyal, Amitrajeet A.
307
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301
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299
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294
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23
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10
Shakai-Keizai-Kenkyūsho <Osaka>
9
University of Western Australia / Department of Economics
7
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
4
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2
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1
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1
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48
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33
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23
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20
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20
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15
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15
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14
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13
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11
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10
Econometric theory
10
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9
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9
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8
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7
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6
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6
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Statistical tools for finance and insurance
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ECONIS (ZBW)
746
EconStor
22
RePEc
2
USB Cologne (EcoSocSci)
1
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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
The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias
;
Härdle, Wolfgang
;
Villa, Christophe
-
2001
Persistent link: https://www.econbiz.de/10001609556
Saved in:
3
The dynamics of implied volatilities : a common principal components approach
Fengler, Matthias R.
;
Härdle, Wolfgang
;
Villa, Christophe
- In:
Review of derivatives research
6
(
2003
)
3
,
pp. 179-202
Persistent link: https://www.econbiz.de/10001905297
Saved in:
4
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
5
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10003989650
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Flexible time series analysis
Härdle, Wolfgang
;
Tschernig, Rolf
-
2000
Persistent link: https://www.econbiz.de/10009611560
Saved in:
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