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subject:"Innovation"
~person:"McAleer, Michael"
~person:"Zhang, Jie"
~subject:"International economics"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Multi-volume publication"
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Innovation
International economics
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Theorie
141
Theory
141
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24
Estimation theory
19
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19
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19
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19
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18
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McAleer, Michael
Zhang, Jie
Beladi, Hamid
32
Jones, Ronald Winthrop
25
Gupta, Rangan
21
Malerba, Franco
21
Bollerslev, Tim
20
Lambertini, Luca
18
Marjit, Sugata
17
Aghion, Philippe
16
Antonelli, Cristiano
16
Andersen, Torben
15
Asai, Manabu
15
Audretsch, David B.
15
Dosi, Giovanni
14
Kemp, Murray C.
14
Chu, Angus C.
13
Denicolò, Vincenzo
13
Mukherjee, Arijit
13
Wang, Yudong
13
Cozzi, Guido
12
Herwartz, Helmut
12
Michael, Michael S.
12
Renault, Eric
12
Thompson, Henry
12
Batabyal, Amitrajeet A.
11
Caporin, Massimiliano
11
Deardorff, Alan V.
11
Hazari, Bharat R.
11
Krugman, Paul R.
11
Lahiri, Sajal
11
Markusen, James R.
11
Westerhoff, Frank H.
11
Yu, Jun
11
Aït-Sahalia, Yacine
10
Baumol, William J.
10
Broll, Udo
10
Chan, Joshua
10
Choi, Jay Pil
10
Ghysels, Eric
10
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7
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4
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2
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1
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1
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1
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ECONIS (ZBW)
33
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1
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1
R&D subsidies, income taxes, and growth through cycles
Wan, Jing
;
Zhang, Jie
- In:
Economic theory
76
(
2023
)
3
,
pp. 827-866
Persistent link: https://www.econbiz.de/10014426069
Saved in:
2
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:
3
Optimal growth through innovation, investment, and labor
Wan, Jing
;
Zhang, Jie
- In:
European economic review : EER
132
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10012693131
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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