//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"McAleer, Michael"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A test of dividend irrelevance...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
79
Share price
74
Volatilität
57
Volatility
54
Schätzung
33
Estimation
32
ARCH model
23
ARCH-Modell
23
Stochastic process
23
Stochastischer Prozess
23
Capital market returns
15
Kapitalmarktrendite
15
Finanzkrise
14
USA
13
China
12
Financial crisis
12
Spillover-Effekt
12
United States
12
Kapitaleinkommen
11
Prognoseverfahren
11
Spillover effect
11
Capital income
10
Forecasting model
10
Time series analysis
10
Zeitreihenanalyse
10
Australien
9
Theorie
9
Theory
9
Australia
8
Hongkong
8
Welt
8
asymmetry
8
Aktienmarkt
7
Hong Kong
7
Japan
7
Spekulationsblase
7
Stock market
7
existence
7
Bubbles
6
Finanzanalyse
6
more ...
less ...
Online availability
All
Free
58
Undetermined
10
Type of publication
All
Book / Working Paper
57
Article
22
Type of publication (narrower categories)
All
Working Paper
47
Arbeitspapier
42
Graue Literatur
42
Non-commercial literature
42
Article in journal
22
Aufsatz in Zeitschrift
22
Language
All
English
79
Author
All
McAleer, Michael
Caporale, Guglielmo Maria
209
Gupta, Rangan
187
Narayan, Paresh Kumar
104
Stulz, René M.
102
Zaremba, Adam
99
Campbell, John Y.
92
Hautsch, Nikolaus
87
Lux, Thomas
83
McMillan, David G.
83
Pierdzioch, Christian
83
Gil-Alaña, Luis A.
80
Ryu, Doojin
74
Bohl, Martin T.
72
Michaely, Roni
72
Allen, David E.
69
Morck, Randall
69
Shleifer, Andrei
69
Plastun, Alex
67
Theissen, Erik
67
Wohar, Mark E.
67
Shiller, Robert J.
66
Faff, Robert W.
65
Schiereck, Dirk
65
Timmermann, Allan
63
Poterba, James M.
61
Bali, Turan G.
60
Bekaert, Geert
58
Veronesi, Pietro
56
Madura, Jeff
55
Tiwari, Aviral Kumar
54
Weber, Michael
54
Subrahmanyam, Avanidhar
53
Ma, Feng
52
Bollerslev, Tim
51
Hassan, M. Kabir
50
Cakici, Nusret
49
Engle, Robert F.
49
Stambaugh, Robert F.
49
Foucault, Thierry
48
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Discussion paper / Tinbergen Institute
16
Econometric Institute research papers
12
Working paper
9
Tinbergen Institute Discussion Paper
5
School of Accounting, Finance and Economics & FEMARC working paper series
4
Applied economics
2
Econometric reviews
2
Journal of econometrics
2
Journal of risk and financial management : JRFM
2
Risks : open access journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
Econometrics : open access journal
1
Economics letters
1
Economies : open access journal
1
International review of economics & finance : IREF
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Managerial finance
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The econometrics journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tinbergen Institute Discussion Paper 17082/III (2017)
1
more ...
less ...
Source
All
ECONIS (ZBW)
74
EconStor
5
Showing
1
-
10
of
79
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Shock and volatility spillovers among equity sectors of the gulf Arab stock markets
Hammoudeh, Shawkat M.
(
contributor
);
Yuan, Yuan
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003780792
Saved in:
3
Modelling intra-day seasonality and forecasting densities in financial duration data
Allen, David E.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003805629
Saved in:
4
A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries
McAleer, Michael
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003460319
Saved in:
5
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:
6
Comparison of alternative ACD models via density and interval forecasts : evidence from the Australian stock market
Allen, David E.
;
Lazarov, Zdravetz N.
;
McAleer, Michael
; …
-
2007
Persistent link: https://www.econbiz.de/10003477122
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
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
Hammoudeh, Shawkat M.
;
Yuan, Yuan
;
McAleer, Michael
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
3
,
pp. 829-842
Persistent link: https://www.econbiz.de/10003873635
Saved in:
10
Asymmetry and long memory in volatility modeling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
3
,
pp. 495-512
Persistent link: https://www.econbiz.de/10009571512
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->