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~person:"McAleer, Michael"
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Theorie
222
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214
Volatilität
155
Volatility
147
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125
Forecasting model
119
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100
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100
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90
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89
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88
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83
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18
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English
399
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7
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McAleer, Michael
Nijkamp, Peter
542
Acemoglu, Daron
531
Güth, Werner
496
Gupta, Rangan
484
Pesaran, M. Hashem
468
Stiglitz, Joseph E.
453
Snower, Dennis J.
446
Pestieau, Pierre
441
Gersbach, Hans
440
Caporale, Guglielmo Maria
419
Stark, Oded
407
Franses, Philip Hans
403
Creedy, John
401
Aizenman, Joshua
398
Koskela, Erkki
391
Heckman, James J.
365
Phillips, Peter C. B.
360
Helpman, Elhanan
355
Zenou, Yves
354
Frey, Bruno S.
341
Svensson, Lars E. O.
338
Cremer, Helmuth
336
Broll, Udo
328
Woodford, Michael
325
Kaplow, Louis
321
Härdle, Wolfgang
318
Konrad, Kai A.
317
Thisse, Jacques-François
317
Shleifer, Andrei
316
Batabyal, Amitrajeet A.
311
Shavell, Steven
308
Fabozzi, Frank J.
307
Tirole, Jean
306
Timmermann, Allan
304
Artus, Patrick
299
Lambertini, Luca
296
Diebold, Francis X.
287
Buiter, Willem H.
285
Pierdzioch, Christian
284
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Shakai-Keizai-Kenkyūsho <Osaka>
9
University of Canterbury / Dept. of Economics and Finance
9
University of Western Australia / Department of Economics
6
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Department of Economics and Finance, College of Business and Economics
1
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Institute of Economic Research, Kyoto University
1
Tinbergen Instituut
1
University of Canterbury / Dept. of Economics
1
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Econometric Institute research papers
69
Working paper
53
Discussion paper / Tinbergen Institute
44
Econometric reviews
14
Tinbergen Institute Discussion Paper
14
Journal of econometrics
13
Working papers in quantitative economics and econometrics
13
Journal of economic surveys
12
Discussion paper / Institute of Social and Economic Research
10
Working papers in economics and econometrics
8
Journal of risk and financial management : JRFM
7
International journal of forecasting
6
School of Accounting, Finance and Economics & FEMARC working paper series
6
Journal of forecasting
5
Applied economics
4
Discussion papers / Institute of Social and Economic Research
4
Econometric theory
4
International review of economics & finance : IREF
4
Risks : open access journal
4
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
4
The Japanese economic review : the journal of the Japanese Economic Association
4
Econometrics : open access journal
3
Economics letters
3
Journal of applied econometrics
3
The North American journal of economics and finance : a journal of financial economics studies
3
Applied financial economics
2
Contributions to financial econometrics : theoretical and practical issues
2
Texto para discussão
2
The econometrics journal
2
The economic journal : the journal of the Royal Economic Society
2
The review of economics and statistics
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
1
Applied economics letters
1
Computational economics
1
Contributions to economic analysis
1
DAE working paper
1
Discussion paper / Center for Economic Research, Tilburg University
1
Documentos de Trabajo del ICAE
1
Econometric Institute Research Papers
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ECONIS (ZBW)
382
EconStor
18
RePEc
7
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407
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1
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:
2
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:
3
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
- In:
Risks : open access journal
6
(
2018
)
4
,
pp. 1-18
This paper examines how the size of the rolling window, and the frequency used in moving average (MA)
trading
…
Persistent link: https://www.econbiz.de/10011906234
Saved in:
4
Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10009771105
Saved in:
5
Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10009754991
Saved in:
6
Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10009767005
Saved in:
7
Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis
McAleer, Michael
-
2016
(TA) strategies generating buy and sell signals with knowing and without
trading
rules. The empirical results show that by … strategies without
trading
rules. We conclude these bubble detection signals help investors generate greater wealth from applying …
Persistent link: https://www.econbiz.de/10013007997
Saved in:
8
Profiteering from the dot-com bubble, subprime crisis and Asian financial crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
- In:
The Japanese economic review : the journal of the …
67
(
2016
)
3
,
pp. 257-279
Persistent link: https://www.econbiz.de/10011720858
Saved in:
9
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008664039
Saved in:
10
Financial dependence analysis : applications of vine copulae
Allen, David E.
;
Ashraf, Mohammad A.
;
McAleer, Michael
; …
-
2013
Persistent link: https://www.econbiz.de/10009711719
Saved in:
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