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~language:"hun"
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~person:"McAleer, Michael"
~person:"Torgler, Benno"
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Volatility
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McAleer, Michael
Torgler, Benno
Minford, Patrick
222
Audretsch, David B.
203
Henrekson, Magnus
183
Hayo, Bernd
181
Wagner, Joachim
174
Fritsch, Michael
172
Caporale, Guglielmo Maria
171
Stulz, René M.
135
Chang, Chia-Lin
129
Gupta, Rangan
126
Frey, Bruno S.
120
Arruñada, Benito
118
Foss, Nicolai J.
118
Chiarella, Carl
117
Sunstein, Cass R.
117
Kamihigashi, Takashi
114
Meenagh, David
114
Nijkamp, Peter
113
Estrin, Saul
105
Galí, Jordi
103
Budzinski, Oliver
102
Schjelderup, Guttorm
101
Flaschel, Peter
99
Härdle, Wolfgang
99
Acs, Zoltán J.
98
Canova, Fabio
98
Casson, Mark
98
Bebchuk, Lucian A.
97
Salvanes, Kjell G.
95
Wen, Yi
95
Gil-Alaña, Luis A.
93
Dosi, Giovanni
91
Tillmann, Peter
91
White, Lawrence J.
91
Bilgin, Mehmet Huseyin
90
Imai, Katsushi S.
90
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90
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65
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4
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Tourism economics : the business and finance of tourism and recreation
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Research paper series / Thurgau Institute of Economics and Department of Economics at the University of Konstanz
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School of Accounting, Finance and Economics & FEMARC working paper series
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Seoul journal of economics
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Tinbergen Institute Discussion Paper 2018-024/III
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ECONIS (ZBW)
248
RePEc
117
EconStor
11
USB Cologne (business full texts)
2
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51
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
52
Quality weighted citations versus total citations in the sciences and social sciences
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348325
Saved in:
53
Machine news and volatility : the Dow Jones industrial average and the TRNA sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010242810
Saved in:
54
The maximum number of parameters for the Hausman test when the estimators are from different sets of equations
Nawata, Kazumitsu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242832
Saved in:
55
Ranking leading econometrics journals using citations data from ISI and RePEc
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242834
Saved in:
56
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
57
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
Saved in:
58
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
59
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
60
A one line derivation of DCC : application of a vector random coefficient moving average process
Hafner, Christian M.
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410197
Saved in:
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