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person:"McAleer, Michael"
~isPartOf:"Economics letters"
~person:"Caballero, Ricardo J."
~person:"Kumar, Dilip"
~person:"Spagnolo, Fabio"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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McAleer, Michael
Caballero, Ricardo J.
Kumar, Dilip
Spagnolo, Fabio
Gupta, Rangan
5
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4
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1
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
2
Predicting Markov volatility switches using monetary policy variables
Sola, Martin
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Economics letters
95
(
2007
)
1
,
pp. 110-116
Persistent link: https://www.econbiz.de/10003448218
Saved in:
3
A test for volatility spillovers
Sola, Martin
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Economics letters
76
(
2002
)
1
,
pp. 77-84
Persistent link: https://www.econbiz.de/10001672147
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