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person:"Pesaran, M. Hashem"
subject:"World"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
~person:"Persson, Torsten"
~person:"Sadun, Raffaella"
~subject:"Kapitaleinkommen"
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World
Kapitaleinkommen
Estimation
28
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28
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9
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Pesaran, M. Hashem
McAleer, Michael
Persson, Torsten
Sadun, Raffaella
Chang, Chia-Lin
5
Fontagné, Lionel
4
Guo, Hui
4
Mignon, Valérie
4
Mumtaz, Haroon
4
Gaulier, Guillaume
3
Kapetanios, George
3
Manera, Matteo
3
Mayer, Thierry
3
Raunig, Burkhard
3
Savickas, Robert
3
Allen, David E.
2
Bandyopadhyay, Subhayu
2
Benati, Luca
2
Białkowski, Je̜drzej
2
Bloom, Nicholas
2
Coudert, Virginie
2
Crozet, Matthieu
2
Guidolin, Massimo
2
Kayal, Parthajit
2
Lahrèche-Révil, Amina
2
Lucas, Robert E.
2
Morana, Claudio
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Méjean, Isabelle
2
Neely, Christopher J.
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Owyang, Michael T.
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Ravikumar, B.
2
Roengchai Tansuchat
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Valenti, Daniele
2
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2
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2
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1
Ahmadi, Maryam
1
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ECONIS (ZBW)
11
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1
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
2
Coercive journal self-citations, impact factor, journal Influence and article influence
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009723145
Saved in:
3
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
4
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
5
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
6
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
7
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
8
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669356
Saved in:
9
IV estimation of a panel threshold model of tourism specialization and economic development
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008670045
Saved in:
10
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
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