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~language:"ara"
~language:"eng"
~language:"rus"
~person:"McAleer, Michael"
~subject:"China"
~subject:"Volatility"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Hochschulschrift"
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China
Volatility
Welt
Theorie
81
Theory
81
Volatilität
73
ARCH model
49
ARCH-Modell
49
Estimation
40
Schätzung
39
Time series analysis
37
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37
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35
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35
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31
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25
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McAleer, Michael
Gupta, Rangan
199
Rozelle, Scott
183
Lee, Chien-chiang
150
Huang, Jikun
143
Bouri, Elie
126
Bahmani-Oskooee, Mohsen
123
Zhang, Wei
116
Eichengreen, Barry
114
Chan, Kam C.
113
Lin, Boqiang
109
Hammoudeh, Shawkat
108
Smyth, Russell
108
Fung, Hung-gay
105
Ma, Feng
103
Wu, Yanrui
100
Li, Shi
99
Lucey, Brian M.
99
Tiwari, Aviral Kumar
97
Kong, Dongmin
96
Apergēs, Nikolaos
94
Aizenman, Joshua
86
Su, Chi-Wei
85
Cai, Fang
84
Yao, Shujie
84
Wan, Guanghua
81
Zhang, Linxiu
80
Xuan Vinh Vo
78
Li, Jing
77
Ji, Qiang
76
Dreher, Axel
75
Huang, Yiping
75
Liu, Yang
75
Li, Yuan
74
Lien, Da-hsiang Donald
74
Cooke, Fang Lee
73
Egger, Peter
73
Anderson, Kym
72
Goodell, John W.
72
Whalley, John
72
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Econometric reviews
13
Journal of econometrics
9
Journal of risk and financial management : JRFM
7
The North American journal of economics and finance : a journal of financial economics studies
7
Annals of financial economics
5
International review of economics & finance : IREF
5
Energy economics
4
Tourism economics : the business and finance of tourism and recreation
4
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2
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ECONIS (ZBW)
93
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81
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:
82
Realized volatility : a review
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 10-45
Persistent link: https://www.econbiz.de/10003761211
Saved in:
83
Realized volatility and long memory : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10003761209
Saved in:
84
Special issue: Realized volatility and long memory
Maasoumi, Esfandiar
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003761206
Saved in:
85
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:
86
Non-trading day effects in asymmetric conditional and stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 113-123
Persistent link: https://www.econbiz.de/10003451750
Saved in:
87
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
Saved in:
88
Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
89
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
90
Multivariate stochastic volatility : an overview
Maasoumi, Esfandiar
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 139-144
Persistent link: https://www.econbiz.de/10003355701
Saved in:
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