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subject:"Theorie"
type_genre:"Non-commercial literature"
~isPartOf:"Working paper"
~person:"Frey, Bruno S."
~person:"McAleer, Michael"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
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Theorie
Theory
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Frey, Bruno S.
McAleer, Michael
Wen, Yi
35
Bosetti, Valentina
23
Bandyopadhyay, Subhayu
21
Moretto, Michele
21
Martinez-Vazquez, Jorge
20
Kehoe, Patrick J.
18
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17
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16
Tavoni, Massimo
16
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15
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15
De Cian, Enrica
14
Schmutzler, Armin
14
Xepapadeas, Anastasios
14
Mumtaz, Haroon
13
Veneziani, Roberto
13
Wang, Pengfei
13
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12
Engsted, Tom
12
Ralf, Kirsten
12
Guidolin, Massimo
11
Jehiel, Philippe
11
Luttmer, Erzo Gerrit Jan
11
Razin, Asaf
11
Waller, Christopher
11
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10
Haufler, Andreas
10
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10
Mukerji, Sujoy
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Chari, Varadarajan V.
9
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9
Farzin, Yeganeh Hossein
9
Fershtman, Chaim
9
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9
Karanassou, Marika
9
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ECONIS (ZBW)
23
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1
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348322
Saved in:
2
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
3
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
4
Ten things you should know about the dynamic conditional correlation representation
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009771098
Saved in:
5
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
6
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10010211227
Saved in:
7
Ten things you should know about DCC
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009723138
Saved in:
8
Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
-
2012
Persistent link: https://www.econbiz.de/10009562948
Saved in:
9
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
10
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695596
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