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~isPartOf:"Journal of econometrics"
~person:"McAleer, Michael"
~subject:"Kapitaleinkommen"
~subject:"Volatility"
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Kapitaleinkommen
Volatility
Time series analysis
5
Zeitreihenanalyse
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4
Theory
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Volatilität
4
Capital income
2
Long memory
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McAleer, Michael
Todorov, Viktor
7
Li, Jia
6
Andersen, Torben
5
Kim, Donggyu
5
Li, Yingying
5
Tauchen, George Eugene
5
Bollerslev, Tim
4
Fan, Jianqing
4
Hallin, Marc
4
Patton, Andrew J.
4
Taylor, Robert
4
Barigozzi, Matteo
3
Kong, Xin-Bing
3
Liao, Yuan
3
Shephard, Neil G.
3
Wang, Yazhen
3
Asai, Manabu
2
Boswijk, Herman Peter
2
Cavaliere, Giuseppe
2
Chan, Joshua
2
Christensen, Kim
2
Clinet, Simon
2
Demetrescu, Matei
2
Ergemen, Yunus Emre
2
Francq, Christian
2
Hounyo, Ulrich
2
Koopman, Siem Jan
2
Li, Guodong
2
Li, Wai Keung
2
Liu, Zhi
2
Meddahi, Nour
2
Medeiros, Marcelo C.
2
Mykland, Per A.
2
Petrova, Katerina
2
Podolskij, Mark
2
Poon, Aubrey
2
Potiron, Yoann
2
Quaedvlieg, Rogier
2
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Journal of econometrics
Discussion paper / Tinbergen Institute
12
Econometric Institute research papers
10
Working paper
6
Econometric reviews
3
Applied economics
2
International review of economics & finance : IREF
2
Computational economics
1
Econometrics : open access journal
1
Economics letters
1
Energy economics
1
Risks : open access journal
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
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Tinbergen Institute Discussion Paper 2017-105/III
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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
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:
3
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:
4
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
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