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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"Journal of econometrics"
~isPartOf:"Statistics : textbooks and monographs"
~person:"Dufour, Jean-Marie"
~person:"Eichenbaum, Martin S."
~person:"Giles, David E. A."
~person:"King, Maxwell L."
~person:"Lütkepohl, Helmut"
~person:"McAleer, Michael"
~person:"Weber, Jürgen"
~person:"Zakoïan, Jean-Michel"
~person:"Zimmermann, Klaus F."
~subject:"Econometrics"
~subject:"Marketing management"
~subject:"Profitability"
~subject:"Schock"
~subject:"Schätztheorie"
~subject:"Shock"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Working Paper"
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Dufour, Jean-Marie
Eichenbaum, Martin S.
Giles, David E. A.
King, Maxwell L.
Lütkepohl, Helmut
McAleer, Michael
Weber, Jürgen
Zakoïan, Jean-Michel
Zimmermann, Klaus F.
Chib, Siddhartha
7
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7
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7
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7
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7
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6
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6
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6
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6
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5
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3
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3
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3
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3
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3
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Journal of econometrics
Statistics : textbooks and monographs
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18
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12
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8
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7
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6
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4
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
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ECONIS (ZBW)
22
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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
Nonlinear financial econometrics JoE special issue introduction
Rombouts, Jeroen V. K.
;
Scaillet, Olivier
;
Veredas, David
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 203-206
Persistent link: https://www.econbiz.de/10012482746
Saved in:
3
Nonlinear Financial Econometrics
Rombouts, Jeroen V. K.
(
ed.
);
Scaillet, Olivier
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012482822
Saved in:
4
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:
5
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:
6
Structural vector autoregressions with Markov switching : combining conventional with statistical identification of shocks
Herwartz, Helmut
;
Lütkepohl, Helmut
- In:
Journal of econometrics
183
(
2014
)
1
,
pp. 104-116
Persistent link: https://www.econbiz.de/10010506080
Saved in:
7
Handbook of empirical economics and finance
Ullah, Aman
(
contributor
);
Giles, David E. A.
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10008648161
Saved in:
8
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
9
The econometrics of intellectual property : an overview
McAleer, Michael
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003485347
Saved in:
10
The econometrics of intellectual property : an overview
McAleer, Michael
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 237-241
Persistent link: https://www.econbiz.de/10003485352
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