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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"hun"
~person:"De Grauwe, Paul"
~person:"Han, Heesup"
~person:"McAleer, Michael"
~person:"Minford, Patrick"
~person:"Zaremba, Adam"
~subject:"Beziehungsmarketing"
~subject:"EU-Mitgliedschaft"
~subject:"EU-Staaten"
~subject:"Estimation"
~subject:"Euro"
~subject:"Konsumentenverhalten"
~subject:"Share price"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
~type_genre:"Festschrift"
~type_genre:"Konferenzschrift"
~type_genre:"Textbook"
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Beziehungsmarketing
EU-Mitgliedschaft
EU-Staaten
Estimation
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Share price
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United Kingdom
Theorie
12
Volatility
9
Volatilität
9
Stochastic process
7
Stochastischer Prozess
7
Time series analysis
5
Zeitreihenanalyse
5
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4
Econometrics
3
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3
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3
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3
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3
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2
Immaterialgüterrechte
2
Intellectual property rights
2
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2
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2
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2
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2
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De Grauwe, Paul
Han, Heesup
McAleer, Michael
Minford, Patrick
Zaremba, Adam
Phillips, Peter C. B.
41
Linton, Oliver
22
Gouriéroux, Christian
18
Lee, Lung-fei
18
Ghysels, Eric
17
Koop, Gary
17
Tauchen, George Eugene
16
Todorov, Viktor
16
Yu, Jun
16
Pesaran, M. Hashem
15
Swanson, Norman R.
15
Aït-Sahalia, Yacine
14
Bollerslev, Tim
14
Diebold, Francis X.
14
Hsiao, Cheng
14
Schmidt, Peter
13
Xiao, Zhijie
13
Baltagi, Badi H.
12
Corradi, Valentina
12
Park, Joon Y.
12
Chib, Siddhartha
11
Gao, Jiti
11
Granger, C. W. J.
11
Li, Qi
11
Renault, Eric
11
Steel, Mark F. J.
11
Taylor, Robert
11
Timmermann, Allan
11
White, Halbert
11
Barnett, William A.
10
Dufour, Jean-Marie
10
Gallant, A. Ronald
10
Hong, Yongmiao
10
Maasoumi, Esfandiar
10
Patton, Andrew J.
10
Robinson, Peter M.
10
Slottje, Daniel Jonathan
10
Su, Liangjun
10
Khalaf, Lynda
9
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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Journal of econometrics
Journal of travel and tourism marketing
40
International journal of hospitality management
38
Applied economics
19
Quarterly economic bulletin
18
Open economies review
15
Econometric reviews
14
Intereconomics : review of European economic policy
13
International journal of contemporary hospitality management
12
Journal of economic surveys
12
Journal of risk and financial management : JRFM
12
Economic modelling
11
Journal of international money and finance
10
Journal of international financial markets, institutions & money
9
Economics letters
8
Finance research letters
8
Journal of banking & finance
7
Journal of hospitality marketing & management
7
Research in international business and finance
7
Tourism management : research, policies, practice
7
Journal of common market studies : JCMS
6
Journal of economic dynamics & control
6
Economic research
5
European economic review : EER
5
International review of economics & finance : IREF
5
International review of financial analysis
5
Risks : open access journal
5
The Japanese economic review : the journal of the Japanese Economic Association
5
The North American journal of economics and finance : a journal of financial economics studies
5
The economic journal : the journal of the Royal Economic Society
5
Applied financial economics
4
Econometric theory
4
Economic affairs : journal of the Institute of Economic Affairs
4
Energy economics
4
International finance
4
International journal of finance & economics : IJFE
4
International journal of forecasting
4
Journal of empirical finance
4
Journal of forecasting
4
Journal of hospitality & tourism research : JHTR ; the professional journal of the Council on Hotel, Restaurant, and Institutional Education
4
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ECONIS (ZBW)
14
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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
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
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:
7
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:
8
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:
9
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:
10
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:
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