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~person:"McAleer, Michael"
~subject:"Forecasting model"
~subject:"Statistische Methode"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Forecasting model
Statistische Methode
Theorie
Theory
82
Volatility
22
Volatilität
22
Estimation theory
19
Schätztheorie
19
Time series analysis
17
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McAleer, Michael
Beladi, Hamid
164
Pestieau, Pierre
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Güth, Werner
155
Creedy, John
145
Phillips, Peter C. B.
144
Lai, Ching-chong
140
Thisse, Jacques-François
133
Nijkamp, Peter
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Turnovsky, Stephen J.
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Tirole, Jean
124
Marjit, Sugata
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Cremer, Helmuth
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Broll, Udo
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Mukherjee, Arijit
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116
Long, Ngo Van
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Lambertini, Luca
114
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Acemoglu, Daron
111
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110
Cheng, T. C. E.
106
Jarrow, Robert A.
106
Tsionas, Efthymios G.
102
Laffont, Jean-Jacques
101
Miceli, Thomas J.
101
Devereux, Michael B.
100
Stiglitz, Joseph E.
99
Gersbach, Hans
98
Kumbhakar, Subal
98
Shogren, Jason F.
97
Quiggin, John C.
96
Franses, Philip Hans
94
Gupta, Rangan
94
Chao, Chi-Chur
93
Lien, Da-hsiang Donald
93
Michel, Philippe
93
Sappington, David Edward Michael
93
Bossert, Walter
91
Andersen, Torben M.
90
Wang, Leonard F. S.
90
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Econometric reviews
12
Journal of econometrics
11
Journal of economic surveys
10
Econometric theory
4
Journal of risk and financial management : JRFM
4
Journal of applied econometrics
3
The Japanese economic review : the journal of the Japanese Economic Association
3
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2
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1
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1
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Oxford bulletin of economics and statistics
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Practical issues in cointegration analysis
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
82
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1
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82
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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
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:
6
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:
7
The econometrics of intellectual property : an overview
McAleer, Michael
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003485347
Saved in:
8
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
Saved in:
9
A scientific classification of volatility models
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
24
(
2010
)
1
,
pp. 192-195
Persistent link: https://www.econbiz.de/10003948949
Saved in:
10
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
Saved in:
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