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~institution:"Tinbergen Instituut"
~person:"McAleer, Michael"
~person:"Schlögl, Erik"
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McAleer, Michael
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Tinbergen Instituut
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Department of Economics and Finance, College of Business and Economics
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Institute of Economic Research, Kyoto University
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Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
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Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
Tinbergen Instituut
-
2014
and seasonality, and volatility forecast of stock indexes by model averaging using high frequency
data
. …
Persistent link: https://www.econbiz.de/10011255921
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2
Frontiers in Time Series and Financial Econometrics: An Overview
Ling, Shiqing
;
McAleer, Michael
;
Tong, Howell
-
Tinbergen Instituut
-
2015
duration approach, refinements in maximum likelihood inference on spatial autocorrelation in panel
data
, statistical inference …
Persistent link: https://www.econbiz.de/10011257486
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