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A new inequality measure that is sensitive to extreme values and asymmetries
McAleer, Michael; Ryu, Hang-keun; Slottje, Daniel Jonathan - 2017
Persistent link: https://www.econbiz.de/10011742718
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Asymmetry and leverage in realized volatility
Asai, Manabu (contributor); McAleer, Michael (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003780794
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Demand-driven scheduling of movies in a multiplex
Eliashberg, Jehoshua; Hegie, Quintus; Ho, Jason; … - 2007
Persistent link: https://www.econbiz.de/10003484107
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Predictive gains from forecast combinations using time varying model weights
Ravazzolo, Francesco (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003746745
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Evaluating real-time forecasts in real-time
Dijk, Dick van (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003753981
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Modelling the time on unemployment insurance benefits
Bijwaard, Govert (contributor) - 2007
Persistent link: https://www.econbiz.de/10003753988
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Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim (contributor); Dijk, Dick van (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003754160
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Macroeconomic forecasting with real-time data : an empirical comparison
Heij, Christiaan; Dijk, Dick van; Groenen, Patrick J. F. - 2009
Persistent link: https://www.econbiz.de/10003908624
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Modelling long memory volatility in agricultural commodity futures returns
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2009
Persistent link: https://www.econbiz.de/10003909568