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~isPartOf:"Journal of econometrics"
~person:"Magnus, Jan R."
~person:"McAleer, Michael"
~person:"Schmidt, Peter"
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Magnus, Jan R.
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ECONIS (ZBW)
32
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1
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
3
A neural network demand system with heteroskedastic errors
McAleer, Michael
;
Medeiros, Marcelo C.
;
Slottje, Daniel …
- In:
Journal of econometrics
147
(
2008
)
2
,
pp. 359-371
Persistent link: https://www.econbiz.de/10003809381
Saved in:
4
The econometrics of intellectual property : an overview
McAleer, Michael
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003485347
Saved in:
5
The econometrics of intellectual property : an overview
McAleer, Michael
- In:
Journal of econometrics
139
(
2007
)
2
,
pp. 237-241
Persistent link: https://www.econbiz.de/10003485352
Saved in:
6
A robust version of the KPSS test based on indicators
Jong, Robert M. de
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 311-333
Persistent link: https://www.econbiz.de/10003441741
Saved in:
7
The efficiency of top agents : an analysis through service strategy in tennis
Klaassen, Franc
;
Magnus, Jan R.
- In:
Journal of econometrics
148
(
2009
)
1
,
pp. 72-85
Persistent link: https://www.econbiz.de/10003813132
Saved in:
8
Moment restriction-based econometric methods : an overview
Kunitomo, Naoto
;
McAleer, Michael
;
Nishiyama, Yoshihiko
- In:
Journal of econometrics
165
(
2011
)
1
,
pp. 1-4
Persistent link: https://www.econbiz.de/10009374510
Saved in:
9
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:
10
Econometric analysis of financial derivatives
Chang, Chia-Lin
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011499675
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