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:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatzsammlung"
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
Exchange rate uncertainty and...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Volatility
73
Volatilität
73
ARCH model
31
ARCH-Modell
31
Theorie
28
Theory
28
Stochastic process
27
Stochastischer Prozess
27
Estimation
26
Schätzung
26
Time series analysis
23
Börsenkurs
20
Share price
20
Capital income
17
Kapitaleinkommen
17
Forecasting model
13
Prognoseverfahren
13
Spillover effect
11
Spillover-Effekt
11
Capital market returns
10
Cointegration
10
Kapitalmarktrendite
10
Kointegration
10
Portfolio selection
10
Portfolio-Management
10
USA
10
United States
10
Asymmetry
7
Commodity derivative
7
Risikomaß
7
Risk measure
7
Rohstoffderivat
7
Welt
7
World
7
Aktienindex
6
Correlation
6
Estimation theory
6
Financial crisis
6
Finanzkrise
6
more ...
less ...
Online availability
All
Undetermined
12
Free
2
Type of publication
All
Article
22
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatzsammlung
Working Paper
39
Arbeitspapier
38
Graue Literatur
38
Non-commercial literature
38
Aufsatz in Zeitschrift
23
Collection of articles of several authors
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
23
Author
All
McAleer, Michael
Gil-Alaña, Luis A.
52
Gupta, Rangan
30
Caporale, Guglielmo Maria
26
Tiwari, Aviral Kumar
22
Phillips, Peter C. B.
14
Bollerslev, Tim
13
Li, Jia
13
Ramírez, Miguel D.
13
Tauchen, George Eugene
13
Kumar, Dilip
12
Ma, Feng
12
Taylor, Robert
12
Andersen, Torben
11
Hassler, Uwe
11
Teräsvirta, Timo
11
Todorov, Viktor
11
Caporin, Massimiliano
10
Degiannakis, Stavros
10
Franses, Philip Hans
10
Lütkepohl, Helmut
10
Sibbertsen, Philipp
10
Asai, Manabu
9
Cavaliere, Giuseppe
9
Hecq, Alain W. J.
9
Rodriguez, Gabriel
9
Wohar, Mark E.
9
Chan, Joshua
8
Chang, Chia-Lin
8
Escribano, Álvaro
8
Herwartz, Helmut
8
Li, Wai Keung
8
Liu, Zhi
8
Paruolo, Paolo
8
Perron, Pierre
8
Yaya, OlaOluwa S.
8
Yoon, Seong-min
8
Balcilar, Mehmet
7
Barigozzi, Matteo
7
Benth, Fred Espen
7
more ...
less ...
Published in...
All
Journal of econometrics
4
Econometric reviews
3
Applied economics
2
International review of economics & finance : IREF
2
Journal of economic surveys
2
Computational economics
1
Econometrics : open access journal
1
Economics letters
1
Energy economics
1
Journal of risk and financial management : JRFM
1
Journal of time series econometrics
1
Practical issues in cointegration analysis
1
Risks : open access journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A
cointegration
analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
2
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
3
Cointegration
analysis of seasonal time series
Franses, Philip Hans
;
McAleer, Michael
- In:
Practical issues in cointegration analysis
,
(pp. 235-262)
.
1999
Persistent link: https://www.econbiz.de/10001550942
Saved in:
4
Cointegration
analysis of seasonal time series
Franses, Philip Hans
;
McAleer, Michael
- In:
Journal of economic surveys
12
(
1998
)
5
,
pp. 651-678
Persistent link: https://www.econbiz.de/10001400867
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
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:
7
Measuring the
volatility
in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
8
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:
9
Frontiers in time series and financial econometrics: An overview
Ling, Shiqing
;
McAleer, Michael
;
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 245-250
Persistent link: https://www.econbiz.de/10011503737
Saved in:
10
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
