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~person:"McAleer, Michael"
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Volatility
326
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McAleer, Michael
Gupta, Rangan
417
Caporale, Guglielmo Maria
402
Neumark, David
307
Glaeser, Edward L.
299
Bordo, Michael D.
285
Eichengreen, Barry
284
Aizenman, Joshua
265
Poterba, James M.
261
Heckman, James J.
245
Auerbach, Alan J.
243
Freeman, Richard B.
241
Diebold, Francis X.
230
Schnabl, Gunther
228
Gil-Alaña, Luis A.
225
Mitchell, Olivia S.
222
Frankel, Jeffrey A.
217
Bahmani-Oskooee, Mohsen
216
Cutler, David M.
216
Autor, David H.
213
Wolff, Edward N.
213
Stulz, René M.
211
Gruber, Jonathan
206
Krueger, Alan B.
206
Feldstein, Martin S.
200
Kotlikoff, Laurence J.
198
Fabozzi, Frank J.
196
Bloom, Nicholas
195
Burkhauser, Richard V.
195
Goldin, Claudia
195
Katz, Lawrence F.
195
Cebula, Richard J.
194
Hamermesh, Daniel S.
193
Hanson, Gordon H.
193
Itō, Takatoshi
193
Haltiwanger, John C.
192
Bollerslev, Tim
189
Pierdzioch, Christian
187
Fairlie, Robert W.
183
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Department of Economics and Finance, College of Business and Economics
11
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
11
Institute of Economic Research, Kyoto University
10
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9
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7
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6
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3
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
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RePEc
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EconStor
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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
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:
4
Volatility
spillovers from the Chinese stock market to economic neighbours
Allena, David E.
;
Amrama, Ron
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413631
Saved in:
5
Modelling time-vaying conditionl correlations in the
volatility
of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
6
Measuring the
volatility
in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
7
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:
8
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:
9
Forecasting realized
volatility
with linear and nonlinear models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2009
Persistent link: https://www.econbiz.de/10003910296
Saved in:
10
Asymmetry and long memory in
volatility
modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008664039
Saved in:
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