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type_genre:"Collection of articles written by one author"
type_genre:"Hochschulschrift"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
~subject:"Innovation"
~subject:"Mathematische Optimierung"
~subject:"Maximum likelihood estimation"
~subject:"Mexico"
~subject:"Risiko"
~subject:"Strategisches Management"
~subject:"Theorie"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Graue Literatur"
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Innovation
Mathematische Optimierung
Maximum likelihood estimation
Mexico
Risiko
Strategisches Management
Theorie
Theory
23
ARCH model
10
ARCH-Modell
10
Time series analysis
10
Zeitreihenanalyse
10
Volatility
9
Volatilität
9
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5
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4
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Statistical test
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Nichtparametrisches Verfahren
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Oil price
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Robust statistics
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Robustes Verfahren
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Statistical method
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Statistische Methode
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USA
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United States
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Ökonometrisches Modell
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Collection of articles written by one author
Hochschulschrift
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Graue Literatur
Non-commercial literature
23
Working Paper
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McAleer, Michael
Wen, Yi
49
Bosetti, Valentina
26
Bandyopadhyay, Subhayu
24
Moretto, Michele
23
Martinez-Vazquez, Jorge
20
Kehoe, Patrick J.
18
Vergalli, Sergio
18
Schmutzler, Armin
17
Bullard, James Brian
16
Carraro, Carlo
16
Chien, YiLi
16
Garriga, Carlos
16
Kapetanios, George
16
Tavoni, Massimo
16
De Cian, Enrica
14
McCracken, Michael W.
14
Wang, Pengfei
14
Xepapadeas, Anastasios
14
Andolfatto, David
13
Mumtaz, Haroon
13
Veneziani, Roberto
13
Bühler, Stefan
12
Chatelain, Jean-Bernard
12
Engsted, Tom
12
Luttmer, Erzo Gerrit Jan
12
Ralf, Kirsten
12
Ravikumar, B.
12
Guidolin, Massimo
11
Jehiel, Philippe
11
Martin, Fernando M.
11
Mukerji, Sujoy
11
Owyang, Michael T.
11
Razin, Asaf
11
Waller, Christopher
11
Devereux, Michael P.
10
Haufler, Andreas
10
Karanassou, Marika
10
Nicolini, Juan Pablo
10
Ponthiere, Gregory
10
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18
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11
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10
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10
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8
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4
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Oxford bulletin of economics and statistics
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Practical issues in cointegration analysis
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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
Ten things you should know about DCC
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009723138
Saved in:
6
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
7
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10010211227
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
Saved in:
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