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~person:"McAleer, Michael"
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Schätzung
159
Estimation
158
Volatilität
116
Volatility
111
USA
101
United States
96
ARCH model
62
ARCH-Modell
62
Stochastischer Prozess
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McAleer, Michael
Caporale, Guglielmo Maria
493
Heckman, James J.
436
Gupta, Rangan
388
Neumark, David
379
Wagner, Joachim
362
Gil-Alaña, Luis A.
351
Belke, Ansgar
328
Glaeser, Edward L.
328
Gruber, Jonathan
278
Poterba, James M.
271
Bahmani-Oskooee, Mohsen
270
Woessmann, Ludger
255
Cutler, David M.
244
Freeman, Richard B.
240
Hamermesh, Daniel S.
239
Addison, John T.
237
Chiswick, Barry R.
234
Krueger, Alan B.
231
Bordo, Michael D.
229
Auerbach, Alan J.
226
Nunnenkamp, Peter
225
Mitchell, Olivia S.
224
Stulz, René M.
224
Autor, David H.
223
Audretsch, David B.
222
Pesaran, M. Hashem
222
Salvanes, Kjell G.
222
Acemoglu, Daron
221
Fairlie, Robert W.
221
Schneider, Friedrich
221
List, John A.
220
Kaestner, Robert
216
Van Reenen, John
216
Wolff, Edward N.
215
Kotlikoff, Laurence J.
214
Haltiwanger, John C.
213
Currie, Janet M.
211
Buch, Claudia M.
209
Burkhauser, Richard V.
209
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6
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
2
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1
East Asian Bureau of Economic Research (EABER)
1
Institute of Economic Research, Kyoto University
1
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Econometric Institute research papers
62
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34
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30
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10
Journal of risk and financial management : JRFM
7
Applied economics
6
Econometric reviews
5
International review of economics & finance : IREF
4
Journal of econometrics
4
School of Accounting, Finance and Economics & FEMARC working paper series
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Risks : open access journal
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1
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1
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1
Handbook of applied econometrics and statistical inference
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
KIER Working Papers
1
Managerial finance
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Microeconomics Working Papers
1
Studi e quaderni
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The Korean economic review
1
The international handbook on environmental technology management
1
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)
220
EconStor
12
RePEc
6
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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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