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~person:"Autor, David H."
~person:"McAleer, Michael"
~subject:"Estimation"
~subject:"Fertigungsberufe"
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Estimation
Fertigungsberufe
USA
303
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303
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56
Volatility
46
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46
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45
International competition
44
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Autor, David H.
McAleer, Michael
Caporale, Guglielmo Maria
97
Gupta, Rangan
90
Gil-Alaña, Luis A.
78
Heckman, James J.
65
Hamermesh, Daniel S.
42
Pesaran, M. Hashem
34
Belke, Ansgar
33
Bahmani-Oskooee, Mohsen
32
Hanson, Gordon H.
31
Miller, Stephen M.
31
Basu, Susanto
30
Dorn, David
30
Koopman, Siem Jan
30
Glaeser, Edward L.
29
Haltiwanger, John C.
29
Karanassou, Marika
29
Neumark, David
29
Kilian, Lutz
28
Malley, James R.
28
Marcellino, Massimiliano
28
Schott, Peter K.
28
Wohar, Mark E.
28
Walker, Reed
27
Balcilar, Mehmet
26
Bloom, Nicholas
26
Chinn, Menzie David
26
Engle, Robert F.
26
Shapiro, Joseph S.
26
Stulz, René M.
26
Timmermann, Allan
26
Acemoglu, Daron
25
Bollerslev, Tim
25
Christiano, Lawrence J.
25
Galí, Jordi
25
Mazumder, Bhashkar
25
Moretti, Enrico
25
Pierce, Justin R.
25
Schorfheide, Frank
25
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2
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2
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1
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Econometric Institute research papers
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11
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6
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72
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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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