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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Economics letters"
~isPartOf:"Working paper"
~person:"Anderson, Richard G."
~person:"McAleer, Michael"
~subject:"Deutschland"
~subject:"EU-Staaten"
~subject:"Produktivität"
~subject:"Risk measure"
~subject:"United States"
~subject:"VAR model"
~subject:"Volatilität"
~type:"article"
~type:"book"
~type_genre:"Arbeitspapier"
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~type_genre:"Conference proceedings"
~type_genre:"Gutachten"
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Anderson, Richard G.
McAleer, Michael
Owyang, Michael T.
25
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24
Garrett, Thomas Andrew
20
Neely, Christopher J.
20
Chang, Chia-Lin
19
Bloom, Nicholas
17
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17
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16
Wen, Yi
16
Guo, Hui
14
Piger, Jeremy Max
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Wall, Howard J.
14
Garriga, Carlos
13
Guidolin, Massimo
13
Davis, Steven J.
12
Asai, Manabu
11
Hernández-Murillo, Rubén
10
Krueger, Alan B.
10
Wheeler, Christopher H.
10
Coughlin, Cletus Charles
9
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9
Hammoudeh, Shawkat
9
Karanassou, Marika
9
Mas, Alexandre
9
McGrattan, Ellen R.
9
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8
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8
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7
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Monetary base
Anderson, Richard G.
(
contributor
)
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2006
Persistent link: https://www.econbiz.de/10003740177
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2
Handicapping currency design : counterfeit deterrence and visual accessibility in the United States and abroad
Williams, Marcela M.
(
contributor
); …
-
2007
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Rev.
Persistent link: https://www.econbiz.de/10003740578
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3
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
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4
Linear and nonlinear causality between changes in consumption and consumer attitudes
Qiao, Zhuo
;
McAleer, Michael
;
Wong, Wing Keung
- In:
Economics letters
102
(
2009
)
3
,
pp. 161-164
Persistent link: https://www.econbiz.de/10003833040
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5
Modelling long memory volatility in agricultural commodity futures returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003909568
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6
Precious metals-exchange rate volatility transmissions and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
; …
-
2009
Persistent link: https://www.econbiz.de/10003910288
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7
Forecasting realized volatility with linear and nonlinear models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2009
Persistent link: https://www.econbiz.de/10003910296
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8
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008664039
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9
Time series modelling of tourism demand from the USA, Japan and Malaysia to Thailand
Chaovanapoonphol, Yaovarate
;
Lim, Christine
;
McAleer, …
-
2010
Persistent link: https://www.econbiz.de/10008669316
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10
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
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