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~accessRights:"free"
~isPartOf:"A discusión : trabajos en curso ; working papers"
~isPartOf:"Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück"
~isPartOf:"Discussion paper series / Research Institute for Economics and Business Administration, Kobe University"
~isPartOf:"Discussion papers in economics"
~isPartOf:"Economica"
~isPartOf:"Games and economic behavior"
~isPartOf:"Journal of economic theory"
~isPartOf:"Research paper series / Thurgau Institute of Economics and Department of Economics at the University of Konstanz"
~isPartOf:"Working paper / Foerder Institute for Economic Research"
~isPartOf:"Working paper series / University of Zurich, Department of Economics"
~isPartOf:"Working paper"
~isPartOf:"Working papers / Penn Institute for Economic Research"
~isPartOf:"Working papers in economics"
~person:"McAleer, Michael"
~source:"econis"
~subject:"Arbeitsmarkt"
~subject:"Core"
~subject:"Financial capitalism"
~subject:"Finanzpolitik"
~subject:"Inflation"
~subject:"Konjunktur"
~subject:"Monetary policy"
~subject:"Natural rate of unemployment"
~subject:"Risk"
~subject:"Spieltheorie"
~subject:"Theorie"
~subject:"Theory"
~subject:"VAR-Modell"
~subject:"Wirtschaftswachstum"
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McAleer, Michael
Kamihigashi, Takashi
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A discusión : trabajos en curso ; working papers
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
Discussion paper series / Research Institute for Economics and Business Administration, Kobe University
Discussion papers in economics
Economica
Games and economic behavior
Journal of economic theory
Research paper series / Thurgau Institute of Economics and Department of Economics at the University of Konstanz
Working paper / Foerder Institute for Economic Research
Working paper series / University of Zurich, Department of Economics
Working paper
Working papers / Penn Institute for Economic Research
Working papers in economics
Econometric Institute research papers
16
Discussion paper / Tinbergen Institute
3
Journal of risk and financial management : JRFM
2
School of Accounting, Finance and Economics & FEMARC working paper series
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ECONIS (ZBW)
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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
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3
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
4
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
Saved in:
5
Advances in financial risk management and economic policy uncertainty : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410203
Saved in:
6
Ten things you should know about the dynamic conditional correlation representation
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009771098
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7
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701646
Saved in:
8
Ten things you should know about DCC
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009723138
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9
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
10
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10010211227
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