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~accessRights:"free"
~isPartOf:"Working paper"
~language:"eng"
~person:"McAleer, Michael"
~subject:"Kapitaleinkommen"
~subject:"Theory"
~type:"book"
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Kapitaleinkommen
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McAleer, Michael
Wen, Yi
49
Bandyopadhyay, Subhayu
23
Bosetti, Valentina
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Moretto, Michele
18
Guidolin, Massimo
17
Martinez-Vazquez, Jorge
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Vergalli, Sergio
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Chien, YiLi
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McCracken, Michael W.
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Carraro, Carlo
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Wang, Pengfei
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Xepapadeas, Anastasios
14
De Cian, Enrica
13
Tavoni, Massimo
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Andolfatto, David
12
Jehiel, Philippe
11
Luttmer, Erzo Gerrit Jan
11
Mukerji, Sujoy
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Owyang, Michael T.
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Ravikumar, B.
11
Bianchi, Javier
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Chatelain, Jean-Bernard
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Haufler, Andreas
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Martin, Fernando M.
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Ponthiere, Gregory
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Ralf, Kirsten
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Waller, Christopher
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Guo, Hui
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Manera, Matteo
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Albis, Hippolyte d’
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ECONIS (ZBW)
21
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1
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
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
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:
4
A capital adequacy buffer model
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10010211227
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
The impact of China on stock returns and volatility in the Taiwan tourism industry
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010188543
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
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:
9
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:
10
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
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