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~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of Asian economics"
~isPartOf:"Journal of econometrics"
~person:"McAleer, Michael"
~person:"Wang, Yazhen"
~person:"Yao, Shujie"
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1
An econometric analysis of asymmetric volatility : theory and application to patents
McAleer, Michael
;
Chan, Felix
;
Marinova, Dora
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 259-284
Persistent link: https://www.econbiz.de/10003485356
Saved in:
2
The effects of governance changes on bank efficiency in
China
: a stochastic distance function approach
Jiang, Chunxia
;
Yao, Shujie
;
Zhang, Zongyi
- In:
China economic review : an international journal
20
(
2009
)
4
,
pp. 717-731
Persistent link: https://www.econbiz.de/10003937168
Saved in:
3
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:
4
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:
5
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
Saved in:
6
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
Kim, Donggyu
;
Wang, Yazhen
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 220-230
Persistent link: https://www.econbiz.de/10011705111
Saved in:
7
Adaptive thresholding for large volatility matrix
estimation
based on high-frequency financial data
Kim, Donggyu
;
Kong, Xin-Bing
;
Li, Cui-Xia
;
Wang, Yazhen
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10011974617
Saved in:
8
Patent activity and technical change
Basmann, Robert L.
;
McAleer, Michael
;
Slottje, Daniel …
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 355-375
Persistent link: https://www.econbiz.de/10003485371
Saved in:
9
On technical efficiency of Chinaś insurance industry after WTO accession
Yao, Shujie
;
Han, Zhongwei
;
Feng, Genfu
- In:
China economic review : an international journal
18
(
2007
)
1
,
pp. 66-86
Persistent link: https://www.econbiz.de/10003464358
Saved in:
10
Has
China
displaced the outward investments of OECD countries?
Yao, Shujie
;
Wang, Pan
- In:
China economic review : an international journal
28
(
2014
),
pp. 55-71
Persistent link: https://www.econbiz.de/10011282029
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