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~person:"McAleer, Michael"
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Tails, fears and risk premia
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Theorie
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182
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173
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158
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110
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McAleer, Michael
Caporale, Guglielmo Maria
735
Acemoglu, Daron
667
Nijkamp, Peter
636
Heckman, James J.
618
Gupta, Rangan
549
Pesaran, M. Hashem
546
Glaeser, Edward L.
538
Stiglitz, Joseph E.
519
Snower, Dennis J.
510
Güth, Werner
496
Aizenman, Joshua
489
Pestieau, Pierre
450
Fabozzi, Frank J.
447
Gersbach, Hans
443
Gil-Alaña, Luis A.
439
Zenou, Yves
435
Creedy, John
422
Belke, Ansgar
418
Stark, Oded
417
Phillips, Peter C. B.
410
Wagner, Joachim
402
Auerbach, Alan J.
401
Koskela, Erkki
399
Frey, Bruno S.
395
Neumark, David
391
Franses, Philip Hans
380
Härdle, Wolfgang
379
Diebold, Francis X.
368
Shleifer, Andrei
367
Helpman, Elhanan
366
Poterba, James M.
363
Svensson, Lars E. O.
362
Kotlikoff, Laurence J.
361
Aghion, Philippe
356
Audretsch, David B.
352
Artus, Patrick
350
Schneider, Friedrich
346
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344
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343
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10
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7
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2
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1
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1
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1
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Econometric Institute research papers
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Journal of econometrics
15
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13
Journal of economic surveys
12
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11
Journal of risk and financial management : JRFM
11
Applied economics
8
School of Accounting, Finance and Economics & FEMARC working paper series
7
Applied financial economics
5
International journal of forecasting
5
International review of economics & finance : IREF
5
Risks : open access journal
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Discussion papers / Institute of Social and Economic Research
4
Econometric theory
4
The North American journal of economics and finance : a journal of financial economics studies
4
Contributions to economic analysis
3
Econometrics : open access journal
3
Economics letters
3
Energy economics
3
Journal of applied econometrics
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
Contributions to financial econometrics : theoretical and practical issues
2
Econometric Institute Research Papers
2
Journal of Risk and Financial Management
2
Journal of forecasting
2
Journal of macroeconomics
2
The econometrics journal
2
The economic journal : the journal of the Royal Economic Society
2
The economic record : er
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The review of economics and statistics
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ECONIS (ZBW)
464
EconStor
24
RePEc
6
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1
Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
Saved in:
2
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
, including market-based
estimation
of stochastic volatility models, the fine structure of equity-index option dynamics, leverage …
Persistent link: https://www.econbiz.de/10010465152
Saved in:
3
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
4
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346289
Saved in:
5
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:
6
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619566
Saved in:
7
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009767006
Saved in:
8
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
9
Testing the risk premium and cost-of-carry hypotheses for currency futures contracts
Sequeira, John M.
;
McAleer, Michael
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 277-289
Persistent link: https://www.econbiz.de/10001526288
Saved in:
10
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2015
Persistent link: https://www.econbiz.de/10011432600
Saved in:
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