//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"McAleer, Michael"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Wage structure"
~type_genre:"Arbeitspapier"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Income and Happiness : New Res...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
USA
Wage structure
Estimation
88
Schätzung
88
Volatility
46
Volatilität
46
ARCH model
28
ARCH-Modell
28
Forecasting model
26
Prognoseverfahren
26
United States
24
Welt
22
World
22
Stochastic process
21
Stochastischer Prozess
21
Börsenkurs
17
Share price
17
Zeitreihenanalyse
15
Risikomaß
13
Risk measure
13
Capital market returns
12
Kapitalmarktrendite
12
Taiwan
12
Capital income
11
International tourism
11
Internationaler Tourismus
11
Kapitaleinkommen
11
Modellierung
11
Scientific modelling
11
Economic indicator
8
Factor analysis
8
Faktorenanalyse
8
Theorie
8
Theory
8
Wirtschaftsindikator
8
Commodity derivative
7
Demand
7
Nachfrage
7
Rohstoffderivat
7
Aktienindex
6
more ...
less ...
Online availability
All
Free
31
Type of publication
All
Book / Working Paper
37
Type of publication (narrower categories)
All
Arbeitspapier
Working Paper
39
Graue Literatur
37
Non-commercial literature
37
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
37
Author
All
McAleer, Michael
Caporale, Guglielmo Maria
122
Gil-Alaña, Luis A.
117
Heckman, James J.
49
Fitzenberger, Bernd
48
Hamermesh, Daniel S.
41
Schnabel, Claus
39
Gupta, Rangan
38
Pesaran, M. Hashem
38
Koopman, Siem Jan
34
Marcellino, Massimiliano
32
Rycx, François
32
Oswald, Andrew J.
31
Glaeser, Edward L.
30
Härdle, Wolfgang
26
Pischke, Jörn-Steffen
26
Tansel, Aysıt
26
Moretti, Enrico
25
Blanchflower, David G.
24
Bloom, Nicholas
24
Burkhauser, Richard V.
24
Van Reenen, John
24
Haltiwanger, John C.
23
Hartog, Joop
23
Hirsch, Boris
23
Kilian, Lutz
23
Neumark, David
23
Puhani, Patrick A.
23
Timmermann, Allan
23
Zimmermann, Klaus F.
23
Autor, David H.
22
Diebold, Francis X.
22
Karanassou, Marika
22
Stulz, René M.
22
Wolfers, Justin
22
Angrist, Joshua D.
21
Burda, Michael C.
21
Card, David E.
21
Christiano, Lawrence J.
21
Hautsch, Nikolaus
21
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
2
Published in...
All
Econometric Institute research papers
18
Working paper
10
Discussion paper / Tinbergen Institute
8
School of Accounting, Finance and Economics & FEMARC working paper series
1
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
2
A simple expected volatility (SEV) index : application to SET50 index options
Wiphatthanananthakul, Chatayan
;
McAleer, Michael
-
2008
Persistent link: https://www.econbiz.de/10003893426
Saved in:
3
Modelling long memory volatility in agricultural commodity futures returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003909568
Saved in:
4
Precious metals-exchange rate volatility transmissions and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
; …
-
2009
Persistent link: https://www.econbiz.de/10003910288
Saved in:
5
Forecasting realized volatility with linear and nonlinear models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2009
Persistent link: https://www.econbiz.de/10003910296
Saved in:
6
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008664039
Saved in:
7
Time series modelling of tourism demand from the USA, Japan and Malaysia to Thailand
Chaovanapoonphol, Yaovarate
;
Lim, Christine
;
McAleer, …
-
2010
Persistent link: https://www.econbiz.de/10008669316
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
A simple expected volatility (SEV) index : application to SET50 Index Options
McAleer, Michael
;
Wiphatthanananthakul, Chatayan
-
2010
Persistent link: https://www.econbiz.de/10008670007
Saved in:
10
Are forecast updates progressive?
Chang, Chia-Lin
;
Franses, Philip Hans
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670046
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->