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~person:"McAleer, Michael"
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Schätzung
159
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McAleer, Michael
Gupta, Rangan
546
Caporale, Guglielmo Maria
509
Wagner, Joachim
377
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373
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361
Gil-Alaña, Luis A.
355
Glaeser, Edward L.
337
Belke, Ansgar
334
Diebold, Francis X.
319
Pesaran, M. Hashem
308
Bordo, Michael D.
283
Poterba, James M.
278
Marcellino, Massimiliano
273
Bahmani-Oskooee, Mohsen
271
Franses, Philip Hans
270
Pierdzioch, Christian
260
Cutler, David M.
257
Gruber, Jonathan
251
Freeman, Richard B.
248
Nunnenkamp, Peter
245
Woessmann, Ludger
241
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240
Auerbach, Alan J.
236
Acemoglu, Daron
235
Bloom, Nicholas
235
Buch, Claudia M.
235
Timmermann, Allan
234
Kilian, Lutz
232
Krueger, Alan B.
232
Mitchell, Olivia S.
232
Stulz, René M.
231
Eichengreen, Barry
229
Schneider, Friedrich
229
Chiswick, Barry R.
225
Audretsch, David B.
224
Autor, David H.
224
Zimmermann, Klaus F.
223
Hamermesh, Daniel S.
218
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217
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2
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1
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8
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7
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ECONIS (ZBW)
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EconStor
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RePEc
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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
Realized volatility uncertainty
Allen, David E.
(
contributor
);
McAleer, Michael
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003760022
Saved in:
9
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:
10
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
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