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person:"Pesaran, M. Hashem"
~isPartOf:"DAE working paper"
~isPartOf:"Econometric Institute research papers"
~person:"Gupta, Rangan"
~person:"Heckman, James J."
~person:"McAleer, Michael"
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Estimation
51
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51
Volatility
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16
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16
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15
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15
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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
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Tansuchat, Roengchai
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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
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2
Hammoudeh, Shawkat
2
Hsu, Hui-Kuang
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Hwang, Soosung
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Jimenez-Martin, Juan-Angel
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Oxley, Les
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Singh, Abhay Kumar
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Solomou, Solomos
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2
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1
Atkinson, Anthony B.
1
Bannouh, Karim
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1
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38
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33
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30
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30
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29
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28
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19
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8
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
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6
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6
International journal of finance & economics : IJFE
6
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5
Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
Saved in:
5
On the Invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010438059
Saved in:
6
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010438068
Saved in:
7
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359773
Saved in:
8
A tourism condition index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010359784
Saved in:
9
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009755013
Saved in:
10
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/10010354359
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