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~person:"McAleer, Michael"
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Schätzung
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McAleer, Michael
Gupta, Rangan
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383
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Belke, Ansgar
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Glaeser, Edward L.
332
Diebold, Francis X.
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Pesaran, M. Hashem
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Franses, Philip Hans
288
Marcellino, Massimiliano
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Poterba, James M.
286
Bahmani-Oskooee, Mohsen
275
Bordo, Michael D.
274
Pierdzioch, Christian
270
Kilian, Lutz
261
Gruber, Jonathan
252
Woessmann, Ludger
247
Freeman, Richard B.
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Timmermann, Allan
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Cutler, David M.
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Addison, John T.
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Krueger, Alan B.
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Mitchell, Olivia S.
232
Auerbach, Alan J.
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Kapetanios, George
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Hamermesh, Daniel S.
228
Nunnenkamp, Peter
228
Stulz, René M.
228
Acemoglu, Daron
227
Feldstein, Martin S.
226
Viscusi, W. Kip
226
Chiswick, Barry R.
225
Schneider, Friedrich
224
Autor, David H.
223
Bloom, Nicholas
223
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222
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217
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ECONIS (ZBW)
332
EconStor
17
RePEc
8
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1
Forecasting realized volatility with linear and nonlinear models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2009
Persistent link: https://www.econbiz.de/10003910296
Saved in:
2
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008664039
Saved in:
3
What happened to risk management during the 2008 - 09 financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
-
2009
Persistent link: https://www.econbiz.de/10003877129
Saved in:
4
The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
Saved in:
5
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:
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
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
8
An empirical assessment of country risk ratings and associated models
Hoti, Suhejla
;
McAleer, Michael
- In:
Journal of economic surveys
18
(
2004
)
4
,
pp. 539-588
Persistent link: https://www.econbiz.de/10002222868
Saved in:
9
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
10
A simple expected volatility (SEV) index : application to SET50 index options
Wiphatthanananthakul, Chatayan
;
McAleer, Michael
-
2008
Persistent link: https://www.econbiz.de/10003893426
Saved in:
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