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~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"The Korean economic review"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"McAleer, Michael"
~person:"Wang, Yazhen"
~subject:"Kapitaleinkommen"
~subject:"Produktivität"
~subject:"Volatility"
~subject:"Volatilität"
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Kapitaleinkommen
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McAleer, Michael
Wang, Yazhen
Todorov, Viktor
14
Bollerslev, Tim
10
Tauchen, George Eugene
7
Gupta, Rangan
6
Yang, Chih-Hai
6
Andersen, Torben
5
Bouri, Elie
5
Kim, Donggyu
5
Li, Jia
5
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4
Bohl, Martin T.
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Francq, Christian
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Xiu, Dacheng
4
Zakoïan, Jean-Michel
4
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3
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Fan, Jianqing
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3
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3
Lu, Yi
3
Malik, Farooq
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Patton, Andrew J.
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Siklos, Pierre L.
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China economic review : an international journal
Journal of econometrics
The Korean economic review
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Econometric Institute research papers
36
Discussion paper / Tinbergen Institute
20
Working paper
17
Econometric reviews
5
Journal of risk and financial management : JRFM
4
Tinbergen Institute Discussion Paper
4
International review of economics & finance : IREF
3
Econometrics : open access journal
2
KAIST College of Business Working Paper Series No
2
Risks : open access journal
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
The North American journal of economics and finance : a journal of financial economics studies
2
The econometrics journal
2
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1
Applied economics
1
Applied financial economics
1
Econometric theory
1
Economies : open access journal
1
Handbook of applied econometrics and statistical inference
1
International journal of forecasting
1
Journal of Risk and Financial Management
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Managerial finance
1
Tinbergen Institute Discussion Paper 2018-031/III
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ECONIS (ZBW)
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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
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
- In:
The Korean economic review
50
(
2009
)
2
,
pp. 241-267
Persistent link: https://www.econbiz.de/10003926815
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
Risk
management
of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
- In:
The quarterly review of economics and finance : journal …
51
(
2011
)
4
,
pp. 435-441
Persistent link: https://www.econbiz.de/10009373135
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