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person:"McAleer, Michael"
~isPartOf:"Cowles Foundation Discussion Paper"
~isPartOf:"Econometric reviews"
~person:"Anatolyev, Stanislav"
~person:"Cavaliere, Giuseppe"
~subject:"Kapitaleinkommen"
~subject:"USA"
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Kapitaleinkommen
USA
Volatility
20
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8
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McAleer, Michael
Anatolyev, Stanislav
Cavaliere, Giuseppe
Asai, Manabu
3
Bordignon, Silvano
2
Maasoumi, Esfandiar
2
Alghalith, Moawia
1
Andreou, Panayiotis C.
1
Anyfantaki, Sofia
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Bandi, Federico M.
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Bermudez, P. de Zea
1
Brechmann, E. C.
1
Brownlees, Christian
1
Caporin, Massimiliano
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Cartea, Álvaro
1
Chan, David
1
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1
Dellaportas, Petros
1
Denison, David G. T.
1
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1
Glickman, Mark E.
1
Gonçalves, Sílvia
1
Gospodinov, Nikolaj
1
Hansen, Peter Reinhard
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Heiden, M.
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Hillebrand, Eric
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Hoti, Suhejla
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Kanaya, Shin
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Kohn, Robert
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Li, Wai Keung
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Lisi, Francesco
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1
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Cowles Foundation Discussion Paper
Econometric reviews
Econometric Institute research papers
28
Discussion paper / Tinbergen Institute
16
Working paper
12
Energy economics
3
Journal of econometrics
3
Journal of risk and financial management : JRFM
3
International review of economics & finance : IREF
2
Risks : open access journal
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Economics letters
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International journal of forecasting
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Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
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School of Accounting, Finance and Economics & FEMARC working paper series
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
6
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1
Multivariate return decomposition : theory and implications
Anatolyev, Stanislav
;
Gospodinov, Nikolaj
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 487-508
Persistent link: https://www.econbiz.de/10012181325
Saved in:
2
Modeling and forecasting realized covariance matrices with accounting for leverage
Anatolyev, Stanislav
;
Kobotaev, Nikita
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 114-139
Persistent link: https://www.econbiz.de/10012038156
Saved in:
3
The impact of jumps and leverage in forecasting covolatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 638-650
Persistent link: https://www.econbiz.de/10011795307
Saved in:
4
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
5
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:
6
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
Saved in:
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