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~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Discussion papers / Stanford Institute for Economic Policy Research"
~isPartOf:"Econometric Institute research papers"
~person:"Acemoglu, Daron"
~person:"Krueger, Dirk"
~person:"McAleer, Michael"
~subject:"General equilibrium"
~subject:"Human capital"
~subject:"Private consumption"
~subject:"United States"
~type_genre:"Non-commercial literature"
~type_genre:"Statistics"
~type_genre:"Working Paper"
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General equilibrium
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Volatility
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Acemoglu, Daron
Krueger, Dirk
McAleer, Michael
Heckman, James J.
43
Chiswick, Barry R.
38
Fairlie, Robert W.
25
Tekin, Erdal
23
Amuedo Dorantes, Catalina
21
Hamermesh, Daniel S.
21
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19
Lofstrom, Magnus
19
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19
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18
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16
Einav, Liran
16
Rees, Daniel I.
16
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16
Antecol, Heather
15
Chang, Chia-Lin
15
Kahn, Lawrence M.
15
Krueger, Alan B.
15
Winters, John V.
15
Cobb-Clark, Deborah A.
14
Guner, Nezih
14
Smith, James P.
14
Trejo, Stephen J.
14
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13
Blau, Francine D.
13
Burks, Stephen V.
13
Dorn, David
13
Peichl, Andreas
12
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12
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12
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11
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11
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11
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11
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11
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11
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11
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10
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55
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21
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1
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and
USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
2
Modelling and testing volatility spillovers in oil and financial markets for
USA
, UK and China
Chang, Chia-Lin
;
McAleer, Michael
;
Tian, Jiarong
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541151
Saved in:
3
Time series modelling of tourism demand from the
USA
, Japan and Malaysia to Thailand
Chaovanapoonphol, Yaovarate
;
Lim, Christine
;
McAleer, …
-
2010
Persistent link: https://www.econbiz.de/10003987349
Saved in:
4
The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
Saved in:
5
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
6
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
7
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: April 2017
Persistent link: https://www.econbiz.de/10011659228
Saved in:
8
Theory and application of an economic performance measure of risk
Niu, Cuizhen
;
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
-
2017
Persistent link: https://www.econbiz.de/10011668139
Saved in:
9
A new inequality measure that is sensitive to extreme values and asymmetries
McAleer, Michael
;
Ryu, Hang-keun
;
Slottje, Daniel Jonathan
-
2017
Persistent link: https://www.econbiz.de/10011742718
Saved in:
10
Connecting VIX and stock index ETF
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
Saved in:
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