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~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~person:"Hsiao, Cheng"
~person:"McAleer, Michael"
~person:"Wang, Yazhen"
~subject:"Factor model"
~subject:"USA"
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Hsiao, Cheng
McAleer, Michael
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China economic review : an international journal
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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
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:
3
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:
4
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
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