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~isPartOf:"Discussion paper series / School of Economics and Finance, the University of Hong Kong"
~isPartOf:"Discussion papers / University of Kent, School of Economics"
~isPartOf:"Economica"
~isPartOf:"IHS economics series : working paper"
~isPartOf:"Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Kiel working paper"
~isPartOf:"Studies in economics"
~isPartOf:"Warwick economic research papers"
~isPartOf:"Working paper series / Department of Economics and Institute for Policy Analysis, University of Toronto"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
~person:"Mehra, Rajnish"
~source:"econis"
~subject:"Arbeitsmarkt"
~subject:"Business cycle"
~subject:"Business network"
~subject:"Core"
~subject:"Estimation"
~subject:"General equilibrium"
~subject:"Natural rate of unemployment"
~subject:"Public goods"
~subject:"Real business cycle model"
~subject:"Social network"
~subject:"Theorie"
~subject:"Theory"
~subject:"USA"
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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
Saved in:
3
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
4
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
5
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:
6
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
7
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
8
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
9
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
10
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:
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