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~language:"eng"
~person:"McAleer, Michael"
~subject:"Time series analysis"
~subject:"Volatilität"
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Time series analysis
Volatilität
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220
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212
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159
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155
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149
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142
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McAleer, Michael
Gil-Alaña, Luis A.
350
Caporale, Guglielmo Maria
298
Phillips, Peter C. B.
257
Koopman, Siem Jan
252
Franses, Philip Hans
220
Gupta, Rangan
205
Gao, Jiti
137
Teräsvirta, Timo
131
Lütkepohl, Helmut
125
Diebold, Francis X.
122
Pesaran, M. Hashem
122
Bollerslev, Tim
121
Kapetanios, George
115
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107
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104
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104
Koop, Gary
104
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102
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95
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95
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93
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92
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89
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88
Ghysels, Eric
87
Nielsen, Morten Ørregaard
84
Dijk, Dick van
83
Dijk, Herman K. van
83
Perron, Pierre
83
Johansen, Søren
82
Pierdzioch, Christian
82
Swanson, Norman R.
81
Hendry, David F.
80
Caporin, Massimiliano
79
Kunst, Robert M.
78
Hautsch, Nikolaus
77
Andersen, Torben
76
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76
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76
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ECONIS (ZBW)
235
EconStor
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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
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:
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