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~isPartOf:"Econometric reviews"
~isPartOf:"Jahrbücher für Nationalökonomie und Statistik"
~person:"McAleer, Michael"
~person:"Sinn, Hans-Werner"
~type:"article"
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McAleer, Michael
Sinn, Hans-Werner
Lütge, Friedrich
178
Borchardt, Knut
123
Müller, Johannes
116
Wagner, Adolf
105
Conrad, J.
102
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35
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34
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34
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33
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33
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Econometric reviews
Jahrbücher für Nationalökonomie und Statistik
Ifo-Schnelldienst
150
EEAG Report on the European Economy
116
CESifo Forum
89
ifo Schnelldienst
66
Ifo Schnelldienst
62
Mathematics and Computers in Simulation (MATCOM)
54
Journal of economic surveys
45
Journal of Economic Surveys
38
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27
Journal of Risk and Financial Management
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CESifo forum : a quarterly journal on European economic issues ; a joint initiative of Ludwig-Maximilians-Universität and the Ifo Institute
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Working paper / National Bureau of Economic Research, Inc
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Perspektiven der Wirtschaftspolitik : eine Zeitschrift des Vereins für Socialpolitik ; PWP
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Journal of Econometrics
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Economics letters
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International journal of forecasting
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Working papers in economics and econometrics
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Applied Economics
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Econometric theory
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FinanzArchiv : European journal of public finance
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IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
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Journal of public economics
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Economics Letters
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European economic review : EER
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ECONIS (ZBW)
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OLC EcoSci
4
Other ZBW resources
4
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1
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
2
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
3
The impact of jumps and leverage in forecasting covolatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 638-650
Persistent link: https://www.econbiz.de/10011795307
Saved in:
4
Robust ranking of journal quality : an application to economics
Chang, Chia-Lin
;
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 50-97
Persistent link: https://www.econbiz.de/10011549882
Saved in:
5
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
6
Great expectatrics : great papers, great journals, great econometrics
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 583-619
Persistent link: https://www.econbiz.de/10009269804
Saved in:
7
Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
8
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
Saved in:
9
Realized volatility : a review
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 10-45
Persistent link: https://www.econbiz.de/10003761211
Saved in:
10
Realized volatility and long memory : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10003761209
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