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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

Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents

Chang, Chia-Lin; Chen, Sung-Po; McAleer, Michael - Institute of Economic Research, Kyoto University - 2010

direct investment, inward direct investment (IDI) and exports. The number of Triadic patents serves as a proxy for innovation … 1994 to 2005. The empirical results show that increased exports and outward direct investment are able to stimulate an …

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Measuring correlations of integrated but not cointegrated variables : a semiparametric approach

Sun, Yiguo; Hsiao, Cheng; Li, Qi - In: Journal of econometrics 164 (2011) 2, pp. 252-267

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Testing error serial correlation in fixed effects nonparametric panel data models

Green, Carl; Long, Wei; Hsiao, Cheng - In: Journal of econometrics 188 (2015) 2, pp. 466-473

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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

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

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

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Recursive estimation in large panel data models : theory and practice

Jiang, Bin; Yang, Yanrong; Gao, Jiti; Hsiao, Cheng - In: Journal of econometrics 224 (2021) 2, pp. 439-465

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Maternal full-time employment and overweight children : parametric, semi-parametric, and non-parametric assessment

Liu, Echu; Hsiao, Cheng; Matsumoto, Tomoya; Chou, Shinyi - In: Journal of econometrics 152 (2009) 1, pp. 61-69

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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