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KEYNESIAN AND NEW CLASSICAL MO...
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Zeitreihenanalyse
Volatility
249
Volatilität
245
Theorie
199
Theory
199
ARCH model
181
ARCH-Modell
181
Estimation
130
Schätzung
129
Time series analysis
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economic models
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econometrics
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game theory
55
Bibliometrics
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Taiwan
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Capital income
48
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English
125
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McAleer, Michael
125
Chang, Chia-Lin
27
Allen, David E.
22
Asai, Manabu
16
Franses, Philip Hans
16
Caporin, Massimiliano
14
Singh, Abhay Kumar
11
Ling, Shiqing
8
Chan, Felix
7
Oxley, Les
7
Medeiros, Marcelo C.
6
Peiris, Shelton
5
Powell, Robert
5
Roengchai Tansuchat
5
Li, Wai Keung
4
McKenzie, Colin
4
Hall, Anthony D.
3
Legerstee, Rianne
3
Pesaran, M. Hashem
3
Singh, Abhay K.
3
Tong, Howell
3
Chen, Jinghui
2
Duc Hong Vo
2
Hafner, Christian M.
2
He, Zonglu
2
Kobayashi, Masahito
2
Lazarov, Zdravetz N.
2
Lim, Christine
2
Maasoumi, Esfandiar
2
Maekawa, Koichi
2
Pauwels, Laurent
2
Wiphatthanananthakul, Chatayan
2
Andersen, Torben
1
Anh The Vo
1
Cheng, Yushan
1
Divino, José Angelo
1
Franses, Philip H.
1
Ha Minh Nguyen
1
Hoti, Suhejla
1
Hui, Yongchang
1
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University of Canterbury / Dept. of Economics and Finance
4
Shakai-Keizai-Kenkyūsho <Osaka>
3
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
University of Canterbury / Dept. of Economics
1
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Econometric Institute research papers
30
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20
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19
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5
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5
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4
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4
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3
Contributions to financial econometrics : theoretical and practical issues
2
Econometrics : open access journal
2
International review of economics & finance : IREF
2
Risks : open access journal
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
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2
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2
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1
DAE working paper
1
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1
Economia : revista da ANPEC
1
Economics letters
1
Energy economics
1
International journal of hospitality management
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of risk and financial management : JRFM
1
Journal of time series econometrics
1
Papers in efficiency, effectiveness and international competitiveness
1
Practical issues in cointegration analysis
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
The review of economic studies
1
Tourism management : research, policies, practice
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
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ECONIS (ZBW)
125
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1
Efficient estimation : the Rao-Zyskind condition, Kruskal's theorem and ordinary least squares
McAleer, Michael
-
1991
-
Rev.
Persistent link: https://www.econbiz.de/10000829601
Saved in:
2
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D.
;
McAleer, Michael
-
1987
-
Rev.
Persistent link: https://www.econbiz.de/10000724797
Saved in:
3
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000872012
Saved in:
4
Cointegration and direct tests of the rational expectations hypothesis
McAleer, Michael
;
McKenzie, Colin
;
Pesaran, M. Hashem
-
1993
Persistent link: https://www.econbiz.de/10000142719
Saved in:
5
Testing nested and non-nested periodically integrated autoregressive models
Franses, Philip H.
;
McAleer, Michael
-
1994
Persistent link: https://www.econbiz.de/10000151645
Saved in:
6
Testing separate time series models
McAleer, Michael
;
MacKenzie, Colin R.
;
Hall, Anthony D.
-
1986
-
Rev.
Persistent link: https://www.econbiz.de/10000715058
Saved in:
7
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:
8
Modelling intra-day seasonality and forecasting densities in financial duration data
Allen, David E.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003805629
Saved in:
9
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:
10
A simple expected volatility (SEV) index : application to SET50 index options
Wiphatthanananthakul, Chatayan
;
McAleer, Michael
-
2008
Persistent link: https://www.econbiz.de/10003893426
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