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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of econometrics"
~person:"Fabozzi, Frank J."
~person:"Leybourne, Stephen James"
~person:"McAleer, Michael"
~subject:"Lieferkette"
~subject:"Risk measure"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Unternehmenserfolg"
~subject:"Volatility"
~subject:"Welt"
~subject:"portfolio choice"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammlung"
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Lieferkette
Risk measure
Theorie
Time series analysis
USA
Unternehmenserfolg
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Welt
portfolio choice
Theory
17
Zeitreihenanalyse
14
Estimation theory
10
Schätztheorie
10
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9
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33
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33
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Fabozzi, Frank J.
Leybourne, Stephen James
McAleer, Michael
Phillips, Peter C. B.
48
Linton, Oliver
26
Taylor, Robert
24
Bollerslev, Tim
22
Ghysels, Eric
20
Gouriéroux, Christian
20
Aït-Sahalia, Yacine
19
Pesaran, M. Hashem
19
Koop, Gary
18
Swanson, Norman R.
18
Tauchen, George Eugene
18
Todorov, Viktor
18
Yu, Jun
17
Lee, Lung-fei
16
Park, Joon Y.
16
Robinson, Peter M.
16
Xiao, Zhijie
16
Diebold, Francis X.
15
Corradi, Valentina
14
Dufour, Jean-Marie
14
Gil-Alaña, Luis A.
14
Timmermann, Allan
14
Chang, Tsangyao
13
Gao, Jiti
13
Hong, Yongmiao
13
Patton, Andrew J.
13
Renault, Eric
13
Schmidt, Peter
13
Andersen, Torben
12
Baltagi, Badi H.
12
Cebula, Richard J.
12
Chen, Xiaohong
12
Chib, Siddhartha
12
Kumbhakar, Subal
12
Li, Qi
12
Mykland, Per A.
12
Slottje, Daniel Jonathan
12
Cook, Steven
11
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Applied economics letters
Journal of econometrics
Econometric reviews
22
Applied economics
20
Econometric theory
18
Journal of economic surveys
15
Journal of risk and financial management : JRFM
13
Economics letters
12
The journal of portfolio management : JPM
12
The journal of portfolio management : a publication of Institutional Investor
12
Oxford bulletin of economics and statistics
11
The journal of fixed income
11
Applied financial economics
9
International journal of theoretical and applied finance
8
Journal of forecasting
8
The econometrics journal
8
Energy economics
7
International review of economics & finance : IREF
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
The North American journal of economics and finance : a journal of financial economics studies
7
Computational economics
6
Journal of banking & finance
6
Annals of financial economics
5
Econometrics : open access journal
5
International journal of forecasting
5
Journal of applied econometrics
5
Journal of empirical finance
5
Risks : open access journal
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Finance research letters
4
International review of financial analysis
4
The journal of fixed income : JFI
4
Tourism economics : the business and finance of tourism and recreation
4
Advances in futures and options research : a research annual
3
Annals of operations research
3
European journal of operational research : EJOR
3
Journal of international money and finance
3
Journal of time series econometrics
3
Review of quantitative finance and accounting
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ECONIS (ZBW)
33
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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
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
3
Estimating the elasticity of intertemporal substitution accounting for stockholder-specific portfolios
Bonaparte, Yosef
;
Fabozzi, Frank J.
- In:
Applied economics letters
24
(
2017
)
13/15
,
pp. 923-927
Persistent link: https://www.econbiz.de/10011714413
Saved in:
4
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
5
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:
6
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Harris, David
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 451-467
Persistent link: https://www.econbiz.de/10011704729
Saved in:
7
Confidence sets for the date of a break in level and trend when the order of integration is unknown
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of econometrics
184
(
2015
)
2
,
pp. 262-279
Persistent link: https://www.econbiz.de/10011339345
Saved in:
8
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
9
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
10
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:
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