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~institution:"Suntory-Toyota International Centre for Economics and Related Disciplines"
~institution:"University of Canterbury / Dept. of Economics and Finance"
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Estimation
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McAleer, Michael
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Chang, Chia-Lin
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Roengchai Tansuchat
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Asai, Manabu
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Lan Fen Chu
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1
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Reale, Marco
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Suntory-Toyota International Centre for Economics and Related Disciplines
University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
2,331
Forschungsinstitut zur Zukunft der Arbeit
346
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
95
Institut für Weltwirtschaft
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65
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24
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ECONIS (ZBW)
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1
Managing the family firm : evidence from CEOs at work
Bandiera, Oriana
;
Prat, Andrea
;
Sadun, Raffaella
-
2013
Persistent link: https://www.econbiz.de/10010260202
Saved in:
2
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
3
Redistributive taxation and public expenditures
Bandyopadhyay, Sanghamitra
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003638686
Saved in:
4
Modelling vulnerability in the UK
Bandyopadhyay, Sanghamitra
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003428607
Saved in:
5
Income fluctuations, poverty and well-being over time : theory and application to Argentina
Cruces, Guillermo
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003050988
Saved in:
6
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
7
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
8
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
9
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
10
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
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