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~isPartOf:"China economic review : an international journal"
~isPartOf:"Journal of econometrics"
~person:"McAleer, Michael"
~person:"Tao, Zhigang"
~person:"Wang, Yazhen"
~person:"Yao, Shujie"
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McAleer, Michael
Tao, Zhigang
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Yao, Shujie
Huang, Jikun
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China economic review : an international journal
Journal of econometrics
Econometric Institute research papers
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Discussion paper / Tinbergen Institute
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Working paper
36
Tinbergen Institute Discussion Paper
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Journal of comparative economics : the journal of the Association for Comparative Economic Studies
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ECONIS (ZBW)
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1
How do exporters adjust export product scope and product mix to react to antidumping?
Lu, Yi
;
Tao, Zhigang
;
Zhang, Yan
- In:
China economic review : an international journal
51
(
2018
),
pp. 20-41
Persistent link: https://www.econbiz.de/10012008440
Saved in:
2
Do domestic and foreign exporters differ in learning by exporting? : evidence from
China
Du, Julan
;
Lu, Yi
;
Tao, Zhigang
;
Yu, Linhui
- In:
China economic review : an international journal
23
(
2012
)
2
,
pp. 296-315
Persistent link: https://www.econbiz.de/10009669776
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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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