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~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~language:"ell"
~language:"eng"
~language:"grc"
~language:"hrv"
~language:"nld"
~language:"srp"
~person:"Lien, Da-hsiang Donald"
~person:"McAleer, Michael"
~subject:"EU countries"
~subject:"Estimation"
~subject:"Financial crisis"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Volatility"
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~type_genre:"Aufsatz im Buch"
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Lien, Da-hsiang Donald
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Econometric theory
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The journal of futures markets
44
International review of economics & finance : IREF
22
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18
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18
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17
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15
Journal of risk and financial management : JRFM
15
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15
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8
International review of financial analysis
8
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7
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6
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6
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5
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5
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
7
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1
Effects of economic policy uncertainty : a regime switching connectedness approach
Lien, Da-hsiang Donald
;
Zhang, Jiewen
;
Yu, Xiaojian
- In:
Economic modelling
113
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349173
Saved in:
2
Market integration dynamics and asymptotic price convergence in distribution
García-Hiernaux, Alfredo
;
Guerrero, David E.
;
McAleer, …
- In:
Economic modelling
52
(
2016
),
pp. 913-925
Persistent link: https://www.econbiz.de/10011643102
Saved in:
3
On the optimal quality of domestic higher education programs
Lien, Da-hsiang Donald
- In:
Economic modelling
23
(
2006
)
2
,
pp. 265-275
Persistent link: https://www.econbiz.de/10003299388
Saved in:
4
Automated inference and learning in modeling financial volatility
McAleer, Michael
- In:
Econometric theory
21
(
2005
)
1
,
pp. 232-261
Persistent link: https://www.econbiz.de/10002674705
Saved in:
5
Asymptotic theory for a vector ARMA-GARCH model
Ling, Shiqing
;
McAleer, Michael
- In:
Econometric theory
19
(
2003
)
2
,
pp. 280-310
Persistent link: https://www.econbiz.de/10001743407
Saved in:
6
Analytical power comparisons of nested and nonnested tests for linear and loglinear regression models
Kobayashi, Masahito
;
McAleer, Michael
- In:
Econometric theory
15
(
1999
)
1
,
pp. 99-113
Persistent link: https://www.econbiz.de/10001381815
Saved in:
7
Some power comparisons of joint and paired tests for nonnested models under local hypotheses
Dastoor, Naorayex K.
- In:
Econometric theory
5
(
1989
)
1
,
pp. 83-94
Persistent link: https://www.econbiz.de/10001065761
Saved in:
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