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~isPartOf:"Economics letters"
~isPartOf:"International journal of forecasting"
~language:"eng"
~language:"fin"
~language:"ita"
~language:"nor"
~language:"und"
~person:"McAleer, Michael"
~subject:"Kapitaleinkommen"
~subject:"Share price"
~subject:"Spillover effect"
~subject:"Theorie"
~subject:"Unternehmenserfolg"
~subject:"Wirkungsanalyse"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Bibliography included"
~type_genre:"Case study"
~type_genre:"Collection of articles of several authors"
~type_genre:"Conference paper"
~type_genre:"Graue Literatur"
~type_genre:"Handbuch"
~type_genre:"Hochschulschrift"
~type_genre:"Sammelwerk"
~type_genre:"Textbook"
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Kapitaleinkommen
Share price
Spillover effect
Theorie
Unternehmenserfolg
Wirkungsanalyse
Forecasting model
4
Prognoseverfahren
4
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4
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Geopolitics
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McAleer, Michael
Franses, Philip Hans
20
Makridakis, Spyros G.
20
Stark, Oded
19
Peel, David
16
Hyndman, Rob J.
14
Krämer, Walter
14
Matsumura, Toshihiro
13
Marcellino, Massimiliano
12
Mukherjee, Arijit
12
Timmermann, Allan
12
Färe, Rolf
11
Lambertini, Luca
11
Marjit, Sugata
11
Schmidt, Peter
11
Armstrong, Jon Scott
10
Clements, Michael P.
10
Hecq, Alain W. J.
10
Kapetanios, George
10
Lai, Ching-chong
10
Schmitz, Patrick W.
10
Stengos, Thanasēs
10
Assimakopoulos, V.
9
Beladi, Hamid
9
Giles, David E. A.
9
Harrington, Joseph Emmett
9
Herwartz, Helmut
9
Koehler, Anne B.
9
Koopman, Siem Jan
9
Lee, Junsoo
9
Li, Qi
9
Pesaran, M. Hashem
9
Ruiz, Esther
9
Shaffer, Sherrill
9
Spiliotis, Evangelos
9
Taylor, James W.
9
Basu, Kaushik
8
Bénassy, Jean-Pascal
8
Eeckhoudt, Louis R.
8
Egger, Peter
8
Gehrlein, William V.
8
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Economics letters
International journal of forecasting
Econometric Institute research papers
69
Discussion paper / Tinbergen Institute
55
Working paper
43
Econometric reviews
14
Journal of econometrics
12
Working papers in quantitative economics and econometrics
11
Discussion paper / Institute of Social and Economic Research
10
Journal of economic surveys
10
Journal of risk and financial management : JRFM
9
Applied economics
5
School of Accounting, Finance and Economics & FEMARC working paper series
5
Discussion papers / Institute of Social and Economic Research
4
Econometric theory
4
Energy economics
4
International review of economics & finance : IREF
4
Risks : open access journal
4
The Japanese economic review : the journal of the Japanese Economic Association
4
Econometrics : open access journal
3
Journal of applied econometrics
3
The North American journal of economics and finance : a journal of financial economics studies
3
Annals of financial economics
2
Applied financial economics
2
Contributions to financial econometrics : theoretical and practical issues
2
Journal of forecasting
2
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
2
Texto para discussão / PontifÃcia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
The econometrics journal
2
The economic journal : the journal of the Royal Economic Society
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The review of economics and statistics
2
Working papers in economics and econometrics
2
Applied economics letters
1
Discussion paper / Center for Economic Research, Tilburg University
1
Economies : open access journal
1
Finance research letters
1
Handbook of applied econometrics and statistical inference
1
International Journal of Financial Studies : open access journal
1
International economic review
1
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ECONIS (ZBW)
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1
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
2
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
3
A Portfolio Index GARCH model
Asai, Manabu
;
McAleer, Michael
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 449-461
Persistent link: https://www.econbiz.de/10003764112
Saved in:
4
Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations
Ng, Hock Guan
;
McAleer, Michael
- In:
International journal of forecasting
20
(
2004
)
1
,
pp. 115-129
Persistent link: https://www.econbiz.de/10001918311
Saved in:
5
Recursive estimation and generated regressors
McAleer, Michael
- In:
Economics letters
39
(
1992
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10001129246
Saved in:
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