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~language:"eng"
~person:"McAleer, Michael"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Volatilität
Zeitreihenanalyse
Theorie
221
Theory
213
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159
Estimation
155
Volatility
149
Time series analysis
139
ARCH-Modell
115
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114
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McAleer, Michael
Gil-Alaña, Luis A.
347
Caporale, Guglielmo Maria
308
Koopman, Siem Jan
269
Phillips, Peter C. B.
247
Franses, Philip Hans
228
Gupta, Rangan
204
Teräsvirta, Timo
137
Gao, Jiti
135
Kapetanios, George
132
Lütkepohl, Helmut
126
Pesaran, M. Hashem
123
Diebold, Francis X.
122
Bollerslev, Tim
120
Sibbertsen, Philipp
118
Engle, Robert F.
107
Koop, Gary
107
Harvey, Andrew C.
105
Härdle, Wolfgang
104
Marcellino, Massimiliano
99
Lucas, André
97
Taylor, Robert
95
Kunst, Robert M.
93
Hyndman, Rob J.
92
Swanson, Norman R.
89
Watson, Mark W.
89
Stock, James H.
88
Ghysels, Eric
87
Johansen, Søren
85
Nielsen, Morten Ørregaard
85
Dijk, Dick van
84
Pierdzioch, Christian
84
Hautsch, Nikolaus
83
Dijk, Herman K. van
82
Perron, Pierre
81
Hendry, David F.
80
Medeiros, Marcelo C.
80
Caporin, Massimiliano
79
Lux, Thomas
77
Andersen, Torben
76
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University of Canterbury / Dept. of Economics and Finance
9
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1
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ECONIS (ZBW)
235
EconStor
9
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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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