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~isPartOf:"Journal of econometrics"
~isPartOf:"Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik"
~person:"McAleer, Michael"
~person:"Sinn, Hans-Werner"
~type:"article"
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McAleer, Michael
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Journal of econometrics
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
Ifo-Schnelldienst
150
EEAG Report on the European Economy
116
CESifo Forum
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ifo Schnelldienst
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IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
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Journal of public economics
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ECONIS (ZBW)
37
OLC EcoSci
12
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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
Staatsverschuldung und dynamische Ineffizienz : warum der Münchhausen-Trick nicht funktioniert
Sinn, Hans-Werner
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
100
(
2020
)
8
,
pp. 572-576
Persistent link: https://www.econbiz.de/10012285127
Saved in:
3
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
Saved in:
4
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
5
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:
6
Frontiers in time series and financial econometrics: An overview
Ling, Shiqing
;
McAleer, Michael
;
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 245-250
Persistent link: https://www.econbiz.de/10011503737
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
The German Federal Constitutional Court and the ECB’s crisis policy — Statements of the economists
Konrad, Kai A.
;
Fuest, Clemens
;
Uhlig, Harald
; …
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
93
(
2013
)
7
,
pp. 431-454
Persistent link: https://www.econbiz.de/10010152404
Saved in:
9
Verantwortung der Staaten und Notenbanken in der Eurokrise
Sinn, Hans-Werner
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
93
(
2013
)
7
,
pp. 451-454
Persistent link: https://www.econbiz.de/10009775051
Saved in:
10
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
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