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~language:"ita"
~person:"McAleer, Michael"
~person:"White, Lawrence J."
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Volatility
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McAleer, Michael
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222
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183
Hayo, Bernd
181
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174
Caporale, Guglielmo Maria
172
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172
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135
Chang, Chia-Lin
129
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126
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118
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118
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117
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117
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98
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93
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92
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ECONIS (ZBW)
281
RePEc
86
EconStor
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61
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
62
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:
63
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
64
Survival analysis of very low birth weight infant mortality in Taiwan
Chang, Chia-Lin
;
Chen, Wei-chen
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410206
Saved in:
65
Evaluating macroeconomic forecasts : a concise review of some recent developments
Franses, Philip Hans
;
McAleer, Michael
;
Legerstee, Rianne
-
2012
Persistent link: https://www.econbiz.de/10009562948
Saved in:
66
International technology diffusion of joint and cross-border patents
Chang, Chia-Lin
;
McAleer, Michael
;
Tang, Ju-ting
-
2013
Persistent link: https://www.econbiz.de/10009787936
Saved in:
67
The basics of "too big to fail"
White, Lawrence J.
-
2014
Persistent link: https://www.econbiz.de/10010341698
Saved in:
68
Ten things you should know about the dynamic conditional correlation representation
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009771098
Saved in:
69
Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10009771105
Saved in:
70
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
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