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~language:"eng"
~person:"McAleer, Michael"
~subject:"Schätzung"
~subject:"Welt"
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McAleer, Michael
Caporale, Guglielmo Maria
121
Gupta, Rangan
103
Gil-Alaña, Luis A.
87
Afonso, António
77
Heckman, James J.
76
Reinhart, Carmen M.
65
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62
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56
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52
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50
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46
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45
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44
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44
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42
Kose, M. Ayhan
42
Marcellino, Massimiliano
41
Rogoff, Kenneth S.
41
Belke, Ansgar
39
Jinjarak, Yothin
39
Gil-Alana, Luis A.
38
Jalles, João Tovar
38
Arestis, Philip
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Hautsch, Nikolaus
37
Koopman, Siem Jan
37
Leeper, Eric M.
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Panizza, Ugo
37
Balcilar, Mehmet
36
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Bahmani-Oskooee, Mohsen
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34
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34
Goldberg, Linda S.
34
Malley, James R.
34
Neumark, David
34
Wohar, Mark E.
34
Basu, Susanto
33
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1
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
2
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
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
Non-trading day effects in asymmetric conditional and stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 113-123
Persistent link: https://www.econbiz.de/10003451750
Saved in:
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
Saved in:
6
Precious metals-exchange rate volatility transmissions and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
; …
-
2009
Persistent link: https://www.econbiz.de/10003910288
Saved in:
7
Forecasting realized volatility with linear and nonlinear models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2009
Persistent link: https://www.econbiz.de/10003910296
Saved in:
8
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008664039
Saved in:
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
Saved in:
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
Saved in:
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