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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~language:"nor"
~person:"McAleer, Michael"
~person:"Schotman, Peter C."
~subject:"Kapitaleinkommen"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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McAleer, Michael
Schotman, Peter C.
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ECONIS (ZBW)
9
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1
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:
2
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:
3
Price discovery in tick time
Frijns, Bart
;
Schotman, Peter C.
- In:
Journal of empirical finance
16
(
2009
)
5
,
pp. 759-776
Persistent link: https://www.econbiz.de/10003900405
Saved in:
4
An econometric analysis of asymmetric volatility : theory and application to patents
McAleer, Michael
;
Chan, Felix
;
Marinova, Dora
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 259-284
Persistent link: https://www.econbiz.de/10003485356
Saved in:
5
Patent activity and technical change
Basmann, Robert L.
;
McAleer, Michael
;
Slottje, Daniel …
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 355-375
Persistent link: https://www.econbiz.de/10003485371
Saved in:
6
Direct estimation of the risk neutral factor dynamcis of Gaussian term structure models
Bams, Dennis
;
Schotman, Peter C.
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 179-206
Persistent link: https://www.econbiz.de/10001787610
Saved in:
7
When units roots matter : excess volatility and excess smoothness of long-term interest rates
Schotman, Peter C.
- In:
Journal of empirical finance
8
(
2001
)
5
,
pp. 669-694
Persistent link: https://www.econbiz.de/10001655359
Saved in:
8
Horizon sensitivity of the inflation hedge of stocks
Schotman, Peter C.
;
Schweitzer, Mark E.
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 301-315
Persistent link: https://www.econbiz.de/10001557720
Saved in:
9
Neglected common factors in exchange rate volatility
Mahieu, Ronald J.
- In:
Journal of empirical finance
1
(
1993
)
3
,
pp. 279-311
Persistent link: https://www.econbiz.de/10001166792
Saved in:
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