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subject:"Innovation"
type_genre:"Sammlung"
~person:"McAleer, Michael"
~subject:"Risk"
~subject:"Volatility"
~subject:"Wirtschaftstheorie"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Reprint"
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Innovation
Risk
Volatility
Wirtschaftstheorie
Theorie
82
Theory
82
Volatilität
22
Estimation theory
19
Schätztheorie
19
Time series analysis
17
Zeitreihenanalyse
17
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16
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16
Stochastic process
15
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15
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11
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11
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6
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23
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McAleer, Michael
Eeckhoudt, Louis R.
38
Gollier, Christian
35
Gupta, Rangan
28
Malerba, Franco
23
Bollerslev, Tim
22
Wang, Ruodu
22
Viscusi, W. Kip
21
Chavas, Jean-Paul
20
Epstein, Larry G.
19
Aghion, Philippe
18
Dosi, Giovanni
18
Kit, Pong Wong
18
Lambertini, Luca
18
Wong, Wing Keung
18
Audretsch, David B.
17
Antonelli, Cristiano
16
Denuit, Michel
16
Herwartz, Helmut
16
Andersen, Torben
15
Asai, Manabu
15
Buchanan, James M.
15
Righi, Marcelo Brutti
15
Wang, Yudong
15
Denicolò, Vincenzo
14
Madan, Dilip B.
14
Mukherjee, Arijit
14
Rosazza Gianin, Emanuela
14
Schlesinger, Harris
14
Shogren, Jason F.
14
Siu, Tak Kuen
14
Wakker, Peter P.
14
Alghalith, Moawia
13
Batabyal, Amitrajeet A.
13
Beladi, Hamid
13
Chu, Angus C.
13
Cozzi, Guido
13
Dequech, David
13
Fabozzi, Frank J.
13
Huang, Xiaoxia
13
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Econometric reviews
7
Journal of econometrics
4
Econometric theory
1
Econometrics : open access journal
1
Economics letters
1
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1
Finance research letters
1
International journal of economic theory
1
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1
International review of economics & finance : IREF
1
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1
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ECONIS (ZBW)
23
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Special section: advances in financial risk management and economic policy uncertainty
Hammoudeh, Shawkat
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011571814
Saved in:
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