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~language:"bul"
~language:"eng"
~person:"McAleer, Michael"
~source:"econis"
~subject:"Estimation"
~subject:"United Kingdom"
~type_genre:"Working Paper"
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Estimation
United Kingdom
Volatility
51
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51
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31
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31
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29
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McAleer, Michael
Caporale, Guglielmo Maria
47
Minford, Patrick
35
Gil-Alaña, Luis A.
31
Gupta, Rangan
25
Hayo, Bernd
25
Wagner, Joachim
24
Görg, Holger
21
Salvanes, Kjell G.
21
Döpke, Jörg
18
Meenagh, David
18
Weber, Enzo
18
Benati, Luca
17
Huber, Florian
17
Pierdzioch, Christian
17
Blake, David
16
Hart, Robert A.
16
Stulz, René M.
16
Buch, Claudia M.
15
Pesaran, M. Hashem
15
Theodoridis, Konstantinos
15
Van Reenen, John
15
Allen, David E.
14
Fritsch, Michael
14
Galí, Jordi
14
Härdle, Wolfgang
14
Chang, Chia-Lin
13
Bauer, Thomas K.
12
Kaiser, Ulrich
12
Merkl, Christian
12
Miller, Stephen M.
12
Woitek, Ulrich
12
Czarnitzki, Dirk
11
Fischer, Manfred M.
11
Rossi, Barbara
11
Voigt, Stefan
11
Adam, Klaus
10
Andreasen, Martin Møller
10
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10
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ECONIS (ZBW)
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1
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
2
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
3
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
4
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
5
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
6
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
7
Coercive journal self-citations, impact factor, journal Influence and article influence
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009723145
Saved in:
8
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
9
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
10
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
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