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~language:"eng"
~language:"ita"
~person:"McAleer, Michael"
~source:"econis"
~subject:"Australien"
~subject:"Leverage effects"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Übersichtsarbeit"
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Australien
Leverage effects
Estimation
41
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40
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24
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24
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16
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16
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McAleer, Michael
Faff, Robert W.
20
Miller, Paul W.
16
Brooks, Robert
13
Worthington, Andrew Charles
13
Olekalns, Nilss
11
Groenewold, Nicolaas
9
Bloch, Harry
8
Lim, Guay C.
8
Valadkhani, Abbas
8
Cobb-Clark, Deborah A.
7
Ha Trong Nguyen
7
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7
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6
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6
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6
Fleming, Christopher M.
6
Hagger, Alfred J.
6
Karunaratne, Neil Dias
6
Layton, Allan P.
6
McDonald, Ian Martin
6
Moosa, Imad A.
6
Asai, Manabu
5
Birch, Elisa Rose
5
Bodman, Philip M.
5
Chiswick, Barry R.
5
Crosby, Mark Andrew
5
Guest, Ross
5
Le, Huong Thu
5
Lye, Jenny N.
5
McKenzie, Michael D.
5
Bissoondoyal-Bheenick, Emawtee
4
Chan, Howard Wei-hong
4
Connelly, Luke B.
4
Dowrick, Steve
4
Freebairn, John William
4
Fry, Tim R. L.
4
Headey, Bruce
4
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4
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Applied economics
2
Journal of econometrics
2
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of macroeconomics
1
The Japanese economic review : the journal of the Japanese Economic Association
1
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ECONIS (ZBW)
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1
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
2
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
3
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
4
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
5
Cointegration analysis of quarterly tourism demand by Hong Kong and Singapore for Australia
Lim, Christine
;
McAleer, Michael
- In:
Applied economics
33
(
2001
)
12
,
pp. 1599-1619
Persistent link: https://www.econbiz.de/10001620964
Saved in:
6
Testing long-run neutrality using intra-year data
Leong, Kenneth
;
McAleer, Michael
- In:
Applied economics
32
(
2000
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10001466804
Saved in:
7
Simple procedures for testing autoregressive versus moving average errors in regression models
McKenzie, Colin
;
McAleer, Michael
;
Gill, Len
- In:
The Japanese economic review : the journal of the …
50
(
1999
)
3
,
pp. 239-252
Persistent link: https://www.econbiz.de/10001470195
Saved in:
8
A note on the unbiasedness test of rationality using survey data
McAleer, Michael
- In:
Journal of macroeconomics
16
(
1994
)
2
,
pp. 369-374
Persistent link: https://www.econbiz.de/10001167828
Saved in:
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