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~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Hsiao, Cheng"
~person:"McAleer, Michael"
~person:"Wang, Yazhen"
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China economic review : an international journal
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46
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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
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
Persistent link: https://www.econbiz.de/10009301926
Saved in:
3
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
Persistent link: https://www.econbiz.de/10011503631
Saved in:
4
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:
5
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:
6
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:
7
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
Persistent link: https://www.econbiz.de/10013275396
Saved in:
8
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
9
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
10
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
Persistent link: https://www.econbiz.de/10003878757
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