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~isPartOf:"Journal of econometrics"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Share price"
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ARCH-Modell
Share price
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McAleer, Michael
Tauchen, George Eugene
8
Todorov, Viktor
8
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6
Li, Jia
5
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4
Kim, Donggyu
4
Zakoïan, Jean-Michel
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Journal of econometrics
Econometric Institute research papers
42
Discussion paper / Tinbergen Institute
28
Working paper
21
Econometric reviews
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The North American journal of economics and finance : a journal of financial economics studies
4
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Quantifying consumer preferences
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TI 2017-038/III Tinbergen Institute Discussion Paper
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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The Japanese economic review : the journal of the Japanese Economic Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
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:
2
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
3
Realized stochastic
volatility
with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
199
(
2017
)
2
,
pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
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