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~isPartOf:"Journal of time series econometrics"
~isPartOf:"Managerial finance"
~language:"eng"
~person:"Li, Huihua"
~person:"McAleer, Michael"
~type_genre:"Article in journal"
~type_genre:"Research Report"
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Börsenkurs
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2
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Li, Huihua
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Journal of time series econometrics
Managerial finance
Journal of economic surveys
26
Journal of econometrics
21
Journal of risk and financial management : JRFM
21
Econometric reviews
20
Annals of financial economics
16
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ECONIS (ZBW)
8
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date (oldest first)
1
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
2
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
3
Quality weighted citations versus total citations in the sciences and social sciences, with an application to finance and accounting
Chang, Chia-Lin
;
McAleer, Michael
- In:
Managerial finance
42
(
2016
)
4
,
pp. 324-337
Persistent link: https://www.econbiz.de/10011508138
Saved in:
4
Stock acquisitions, investor recognition, and announcement returns
Lei, Adam Y. C.
;
Li, Huihua
- In:
Managerial finance
42
(
2016
)
6
,
pp. 518-535
Persistent link: https://www.econbiz.de/10011572320
Saved in:
5
Does information production explain bidder liquidity after takeovers?
Lei, Adam Y. C.
;
Li, Huihua
- In:
Managerial finance
39
(
2013
)
10
,
pp. 915-937
Persistent link: https://www.econbiz.de/10009790599
Saved in:
6
Short-lived information and order strategies : a clinical study
Lei, Adam Y. C.
;
Li, Huihua
- In:
Managerial finance
38
(
2012
)
2
,
pp. 143-164
Persistent link: https://www.econbiz.de/10009488330
Saved in:
7
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
- In:
Managerial finance
37
(
2011
)
11
,
pp. 1048-1067
Persistent link: https://www.econbiz.de/10009388885
Saved in:
8
Risk management of risk under the Basel Accord : forecasting value-at-risk of VIX futures
Chang, Chia-Lin
;
Jiménez-Martin, Juan-Ángel
;
McAleer, …
- In:
Managerial finance
37
(
2011
)
11
,
pp. 1088-1106
Persistent link: https://www.econbiz.de/10009388872
Saved in:
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