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~person:"Härdle, Wolfgang"
~person:"McAleer, Michael"
~subject:"Statistische Methode"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Statistische Methode
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129
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Härdle, Wolfgang
McAleer, Michael
Beladi, Hamid
164
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160
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155
Creedy, John
145
Phillips, Peter C. B.
144
Lai, Ching-chong
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90
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Journal of econometrics
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10
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4
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ECONIS (ZBW)
129
Showing
1
-
10
of
129
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1
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Saved in:
2
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
Saved in:
3
A Portfolio Index GARCH model
Asai, Manabu
;
McAleer, Michael
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 449-461
Persistent link: https://www.econbiz.de/10003764112
Saved in:
4
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
5
Nonparametric risk management with generalized hyperbolic distributions
Chen, Ying
;
Härdle, Wolfgang
;
Jeong, Seok-oh
- In:
Journal of the American Statistical Association : JASA
103
(
2008
)
483
,
pp. 910-923
Persistent link: https://www.econbiz.de/10003772400
Saved in:
6
On the appropriateness of inappropriate VaR models
Härdle, Wolfgang
;
Hlávka, Zdeněk
;
Stahl, Gerhard
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
90
(
2006
)
2
,
pp. 273-297
Persistent link: https://www.econbiz.de/10003328297
Saved in:
7
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
8
A neural network demand system with heteroskedastic errors
McAleer, Michael
;
Medeiros, Marcelo C.
;
Slottje, Daniel …
- In:
Journal of econometrics
147
(
2008
)
2
,
pp. 359-371
Persistent link: https://www.econbiz.de/10003809381
Saved in:
9
The econometrics of intellectual property : an overview
McAleer, Michael
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003485347
Saved in:
10
The econometrics of intellectual property : an overview
McAleer, Michael
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 237-241
Persistent link: https://www.econbiz.de/10003485352
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