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person:"Pesaran, M. Hashem"
~isPartOf:"DAE working paper"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Global Research Unit working paper"
~person:"Gupta, Rangan"
~person:"Heckman, James J."
~person:"McAleer, Michael"
~type_genre:"Arbeitspapier"
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Estimation
52
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Pesaran, M. Hashem
Gupta, Rangan
Heckman, James J.
McAleer, Michael
Chang, Chia-Lin
19
Franses, Philip Hans
19
Asai, Manabu
6
Dijk, Dick van
5
Lee, Kevin C.
5
Satchell, Stephen
5
Medeiros, Marcelo C.
4
Paap, Richard
4
Tansuchat, Roengchai
4
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3
Dijk, Herman K. van
3
Holly, Sean
3
Khamkaew, Thanchanok
3
Ravazzolo, Francesco
3
Shin, Yongcheol
3
Smith, Richard J.
3
Smith, Ron
3
Turner, Paul
3
Allen, David E.
2
Chen, Chi-chung
2
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2
Hammoudeh, Shawkat
2
Hsu, Hui-Kuang
2
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2
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Oxley, Les
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2
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André, Christophe
1
Aree Wiboonpongse
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1
Bannouh, Karim
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The effect of macroeconomic uncertainty on housing returns and volatility : evidence from US state-level data
Van Eyden, Reneé
;
Gupta, Rangan
;
André, Christophe
; …
-
2021
Persistent link: https://www.econbiz.de/10012617571
Saved in:
2
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2015
Persistent link: https://www.econbiz.de/10011432600
Saved in:
3
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432732
Saved in:
4
On the Invertibility of EGARCH(p,q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2015
-
Revised: February 2015
Persistent link: https://www.econbiz.de/10011346214
Saved in:
5
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
Saved in:
6
On the Invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010438059
Saved in:
7
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010438068
Saved in:
8
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359773
Saved in:
9
A tourism condition index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359784
Saved in:
10
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009755013
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