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person:"McAleer, Michael"
~isPartOf:"Annals of financial economics"
~isPartOf:"Econometric reviews"
~subject:"1982-2004"
~subject:"Asymmetry"
~subject:"Finanzmarkt"
~subject:"Time series analysis"
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Search: subject_exact:"Volatility"
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1982-2004
Asymmetry
Finanzmarkt
Time series analysis
Volatility
14
Volatilität
14
Stochastic process
7
Stochastischer Prozess
7
Theorie
7
Theory
7
Estimation
4
Multivariate Analyse
4
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1999-2007
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McAleer, Michael
Cavaliere, Giuseppe
3
Taylor, Robert
3
Teräsvirta, Timo
3
Hoti, Suhejla
2
Jawadi, Fredj
2
Maasoumi, Esfandiar
2
Medeiros, Marcelo C.
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Phillips, Peter C. B.
2
Amado, Cristina
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1
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1
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1
Bu, Ruijun
1
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1
Cai, Zongwu
1
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1
Catani, Paul
1
Chan, Felix
1
Chan, Joshua
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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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1
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1
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1
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1
Harvey, David I.
1
Heiden, M.
1
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1
Hsiao, Cheng
1
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1
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Annals of financial economics
Econometric reviews
Discussion paper / Tinbergen Institute
15
Econometric Institute research papers
11
Working paper
6
Journal of econometrics
5
Applied economics
2
International review of economics & finance : IREF
2
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2
The North American journal of economics and finance : a journal of financial economics studies
2
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ECONIS (ZBW)
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1
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
2
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
3
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:
4
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:
5
Special issue: Realized volatility and long memory
Maasoumi, Esfandiar
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003761206
Saved in:
6
Realized volatility : a review
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 10-45
Persistent link: https://www.econbiz.de/10003761211
Saved in:
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