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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"ita"
~language:"pol"
~person:"McAleer, Michael"
~person:"Xiao, Zhijie"
~source:"econis"
~subject:"Economic growth"
~subject:"Einheitswurzeltest"
~subject:"Entwicklungsländer"
~subject:"Experiment"
~subject:"Firm performance"
~subject:"Konsumentenverhalten"
~subject:"Option trading"
~subject:"Regression analysis"
~subject:"Schätzung"
~subject:"Supply chain"
~subject:"Theory"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Graue Literatur"
~type_genre:"Handbuch"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Economic growth
Einheitswurzeltest
Entwicklungsländer
Experiment
Firm performance
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Option trading
Regression analysis
Schätzung
Supply chain
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McAleer, Michael
Xiao, Zhijie
Phillips, Peter C. B.
50
Linton, Oliver
28
Taylor, Robert
23
Koop, Gary
20
Lee, Lung-fei
19
Gouriéroux, Christian
18
Ghysels, Eric
17
Li, Qi
17
Park, Joon Y.
17
Pesaran, M. Hashem
17
Todorov, Viktor
17
Hsiao, Cheng
16
Su, Liangjun
16
Swanson, Norman R.
16
Yu, Jun
16
Bollerslev, Tim
15
Gao, Jiti
15
Tauchen, George Eugene
15
Chen, Songnian
14
Diebold, Francis X.
14
Robinson, Peter M.
14
Aït-Sahalia, Yacine
13
Baltagi, Badi H.
13
Chib, Siddhartha
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13
White, Halbert
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Lewbel, Arthur
12
Cai, Zongwu
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Corradi, Valentina
11
Dufour, Jean-Marie
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Granger, C. W. J.
11
Hong, Yongmiao
11
Maasoumi, Esfandiar
11
Ng, Serena
11
Perron, Pierre
11
Renault, Eric
11
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11
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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56
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12
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Journal of the American Statistical Association : JASA
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2
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2
The review of economics and statistics
2
Tourism economics : the business and finance of tourism and recreation
2
Working papers in economics and econometrics
2
Applied economics letters
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CEA_372Cass working paper series
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ECONIS (ZBW)
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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
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 127-155
Persistent link: https://www.econbiz.de/10013441732
Saved in:
3
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:
4
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 608-631
Persistent link: https://www.econbiz.de/10012304598
Saved in:
5
Quantile regression
Chernozhukov, Victor
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012304539
Saved in:
6
What do mean impacts miss? : distributional effects of corporate diversification
Xiao, Zhijie
;
Xu, Lan
- In:
Journal of econometrics
213
(
2019
)
1
,
pp. 92-120
Persistent link: https://www.econbiz.de/10012304544
Saved in:
7
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
Saved in:
8
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:
9
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:
10
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
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