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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"fra"
~language:"hun"
~person:"De Grauwe, Paul"
~person:"Lambertini, Luca"
~person:"McAleer, Michael"
~person:"Wohar, Mark E."
~subject:"Estimation"
~subject:"Geldpolitik"
~subject:"Inflation"
~subject:"Konsumentenverhalten"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Konferenzschrift"
~type_genre:"Sammelwerk"
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De Grauwe, Paul
Lambertini, Luca
McAleer, Michael
Wohar, Mark E.
Phillips, Peter C. B.
41
Linton, Oliver
22
Gouriéroux, Christian
18
Lee, Lung-fei
18
Koop, Gary
17
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16
Todorov, Viktor
16
Yu, Jun
16
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15
Swanson, Norman R.
15
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15
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14
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14
Hsiao, Cheng
14
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13
Xiao, Zhijie
13
Aït-Sahalia, Yacine
12
Baltagi, Badi H.
12
Park, Joon Y.
12
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12
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11
Chib, Siddhartha
11
Corradi, Valentina
11
Gao, Jiti
11
Granger, C. W. J.
11
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11
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11
Taylor, Robert
11
White, Halbert
11
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10
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10
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10
Robinson, Peter M.
10
Su, Liangjun
10
Timmermann, Allan
10
Khalaf, Lynda
9
Kohn, Robert
9
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9
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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International review of economics & finance : IREF
13
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9
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8
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7
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6
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ECONIS (ZBW)
13
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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
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
4
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:
5
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:
6
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:
7
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
8
A neural network demand system with heteroskedastic errors
McAleer, Michael
;
Medeiros, Marcelo C.
;
Slottje, Daniel …
- In:
Journal of econometrics
147
(
2008
)
2
,
pp. 359-371
Persistent link: https://www.econbiz.de/10003809381
Saved in:
9
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:
10
The econometrics of intellectual property : an overview
McAleer, Michael
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003485347
Saved in:
1
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