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type_genre:"Collection of articles written by one author"
type_genre:"Hochschulschrift"
~accessRights:"restricted"
~person:"McAleer, Michael"
~type:"article"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
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McAleer, Michael
Tsionas, Efthymios G.
65
Cheng, T. C. E.
56
Gupta, Rangan
56
Wang, Leonard F. S.
51
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44
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35
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34
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33
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33
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32
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32
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32
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32
Minner, Stefan
31
Beladi, Hamid
30
Lodi, Andrea
29
Wang, Ruodu
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Gallegati, Mauro
28
Goerigk, Marc
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Iori, Manuel
28
Li, Kai
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Liu, Ming
28
Mukherjee, Arijit
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Pestieau, Pierre
28
Puerto, Justo
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Chen, Xi
27
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27
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Batabyal, Amitrajeet A.
26
Cordeau, Jean-François
26
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26
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ECONIS (ZBW)
12
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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
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:
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
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 capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, R. J.
; …
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 175-179
Persistent link: https://www.econbiz.de/10011414540
Saved in:
8
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:
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
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:
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