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~isPartOf:"Econometric reviews"
~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ita"
~person:"McAleer, Michael"
~person:"Snower, Dennis J."
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Experiment"
~subject:"Firm performance"
~subject:"Germany"
~subject:"Konsumentenverhalten"
~subject:"Supply chain"
~subject:"Theory"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Economic growth
Entwicklungsländer
Experiment
Firm performance
Germany
Konsumentenverhalten
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Theory
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Theorie
24
Volatility
22
Volatilität
22
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14
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14
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3
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3
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3
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McAleer, Michael
Snower, Dennis J.
Phillips, Peter C. B.
45
Pesaran, M. Hashem
24
Maasoumi, Esfandiar
22
Lee, Lung-fei
20
Yu, Jun
19
Gouriéroux, Christian
18
Koop, Gary
18
Taylor, Robert
18
Linton, Oliver
17
Baltagi, Badi H.
16
Li, Qi
16
Schmidt, Peter
16
Swanson, Norman R.
16
Diebold, Francis X.
15
Ghysels, Eric
15
Franses, Philip Hans
14
Steel, Mark F. J.
14
Xiao, Zhijie
14
Chib, Siddhartha
13
Geweke, John
13
Granger, C. W. J.
13
Kumbhakar, Subal
13
Aït-Sahalia, Yacine
12
Renault, Eric
12
Schorfheide, Frank
12
Ullah, Aman
12
White, Halbert
12
Corradi, Valentina
11
Gao, Jiti
11
Hsiao, Cheng
11
King, Maxwell L.
11
Lütkepohl, Helmut
11
Park, Joon Y.
11
Sickles, Robin C.
11
Timmermann, Allan
11
Barnett, William A.
10
Bollerslev, Tim
10
Dijk, Herman K. van
10
Hong, Yongmiao
10
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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41
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40
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36
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28
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19
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16
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15
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11
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11
Discussion paper / Institute of Social and Economic Research
10
Journal of risk and financial management : JRFM
7
The American economic review
7
Seminar paper / Institute for International Economic Studies, University of Stockholm
6
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6
Annals of financial economics
5
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5
Economics letters
5
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5
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5
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5
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4
Econometric theory
4
Economics / Discussion papers : the open-access, open-assessment e-journal
4
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4
European economic review : EER
4
European journal of political economy
4
International review of economics & finance : IREF
4
Rivista di politica economica
4
The Japanese economic review : the journal of the Japanese Economic Association
4
German economic review
3
International journal of forecasting
3
Journal of applied econometrics
3
Journal of forecasting
3
Macroeconomic dynamics
3
Oxford economic papers
3
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ECONIS (ZBW)
24
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1
Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben
(
ed.
);
Chang, Chia-Lin
(
ed.
); …
-
Association of Asia-Pacific Business School's Academic …
-
2022
Persistent link: https://www.econbiz.de/10013440599
Saved in:
2
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:
3
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:
4
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:
5
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
6
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:
7
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
8
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:
9
Moment restriction-based econometric methods : an overview
Kunitomo, Naoto
;
McAleer, Michael
;
Nishiyama, Yoshihiko
- In:
Journal of econometrics
165
(
2011
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10009374510
Saved in:
10
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:
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