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subject:"Agency theory"
subject:"Moral Hazard"
~person:"Macho-Stadler, Inés"
~person:"McAleer, Michael"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Agency theory
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125
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19
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17
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Macho-Stadler, Inés
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Martimort, David
31
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23
Gupta, Rangan
22
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21
Bollerslev, Tim
20
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19
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16
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Asai, Manabu
15
Shin, Dongsoo
15
Tirole, Jean
15
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13
Schmitz, Patrick W.
13
Wang, Yudong
13
Arya, Anil
12
Lawarrée, Jacques
12
Renault, Eric
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11
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Mele, Antonio
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11
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11
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10
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10
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10
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10
Pierdzioch, Christian
10
Pérez-Castrillo, J. David
10
Bekaert, Geert
9
Caporale, Guglielmo Maria
9
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ECONIS (ZBW)
36
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1
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
Goal-oriented agents in a market
Macho-Stadler, Inés
;
Pérez-Castrillo, J. David
; …
- In:
Journal of economic psychology : research in economic …
84
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012622060
Saved in:
3
The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin
;
McAleer, Michael
- In:
Finance research letters
28
(
2019
),
pp. 11-19
Persistent link: https://www.econbiz.de/10012384032
Saved in:
4
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
5
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
6
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
Saved in:
7
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:
8
Volatility smirk as an externality of agency conflict and growing debt
Jaskowski, Marcin
;
McAleer, Michael
- In:
International journal of economic theory
11
(
2015
)
4
,
pp. 389-404
Persistent link: https://www.econbiz.de/10011415577
Saved in:
9
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
10
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
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