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~person:"McAleer, Michael"
~subject:"Statistische Methode"
~subject:"Theorie"
~type_genre:"Book section"
~type_genre:"Non-commercial literature"
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Statistische Methode
Theorie
Theory
104
Time series analysis
34
Zeitreihenanalyse
34
ARCH model
29
ARCH-Modell
29
Volatility
25
Volatilität
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McAleer, Michael
Güth, Werner
275
Nijkamp, Peter
236
Gersbach, Hans
225
Artus, Patrick
203
Härdle, Wolfgang
199
Snower, Dennis J.
199
Pestieau, Pierre
193
Stark, Oded
186
Koskela, Erkki
185
Acemoglu, Daron
184
Zenou, Yves
176
Pesaran, M. Hashem
173
Aronsson, Thomas
151
Keuschnigg, Christian
144
Konrad, Kai A.
142
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139
Razin, Asaf
139
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138
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138
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132
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132
Corsten, Hans
131
Creedy, John
131
Helpman, Elhanan
130
Franses, Philip Hans
129
Herings, Peter Jean-Jacques
129
Stiglitz, Joseph E.
125
Ploeg, Frederick van der
124
Thisse, Jacques-François
124
Haufler, Andreas
123
Kehoe, Patrick J.
122
Phillips, Peter C. B.
122
Verhoef, Erik T.
120
Fehr, Ernst
118
Frey, Bruno S.
118
Chiarella, Carl
117
Saint-Paul, Gilles
115
Svensson, Lars E. O.
113
Tsadḳah, Efrayim
112
Gouriéroux, Christian
110
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Shakai-Keizai-Kenkyūsho <Osaka>
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Econometric Institute research papers
25
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23
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18
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11
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10
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4
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2
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2
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2
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1
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1
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1
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1
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1
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ECONIS (ZBW)
104
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1
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
2
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
3
Empirical models for evaluating errors in fitting extremes of a probability distribution
Bai, Jun
;
Jakeman, Anthony J.
;
McAleer, Michael
-
1994
Persistent link: https://www.econbiz.de/10000900124
Saved in:
4
Econometric methodology and the philosophy of science
Dharmapala, Dhammika
;
McAleer, Michael
-
1994
Persistent link: https://www.econbiz.de/10000900137
Saved in:
5
The performance of alternative estimators in models with generated regressors when the expectations equation has reduced explanatory power
Smith, Jeremy
;
McAleer, Michael
-
1994
Persistent link: https://www.econbiz.de/10000900140
Saved in:
6
Prediction and accommodation in econometric modelling
Dharmapala, Dhammika
;
McAleer, Michael
-
1994
Persistent link: https://www.econbiz.de/10000900156
Saved in:
7
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip Hans
;
McAleer, Michael
-
1995
Persistent link: https://www.econbiz.de/10000907435
Saved in:
8
Power comparisons of tests of linear and loglinear regression models
Kobayashi, Masahito
-
1995
Persistent link: https://www.econbiz.de/10000909006
Saved in:
9
The significance of empirical tourism models
Ong, Christine
-
1995
Persistent link: https://www.econbiz.de/10000909007
Saved in:
10
Testing the rational expectations hypothesis in macroeconometric models with unobserved variables
Oxley, Les
;
McAleer, Michael
-
1993
Persistent link: https://www.econbiz.de/10000872014
Saved in:
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