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~person:"Medeiros, Marcelo C."
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Medeiros, Marcelo C.
McAleer, Michael
2,234
Chang, Chia-Lin
659
Allen, David E.
162
Asai, Manabu
147
Oxley, Les
114
Caporin, Massimiliano
110
Franses, Philip Hans
80
Chan, Felix
68
Wong, Wing Keung
67
Hammoudeh, Shawkat
66
Mcaleer, Michael
65
Lim, Christine
64
Tansuchat, Roengchai
60
Ling, Shiqing
53
Singh, Abhay K.
51
Wong, Wing-Keung
51
Hoti, Suhejla
46
Singh, Abhay Kumar
44
Jiménez-Martín, Juan-Ángel
42
McAleer, M.
38
Khamkaew, Thanchanok
36
Powell, Robert
36
Pérez Amaral, Teodosio
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Jimenez-Martin, Juan-Angel
33
McKenzie, Colin
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Pérez-Amaral, Teodosio
32
Chen, Chi-Chung
30
Fisher, Gordon
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Hsu, Hui-Kuang
29
Peiris, Shelton
29
Maasoumi, Esfandiar
27
Powell, Robert J.
24
Shareef, Riaz
22
Yuan, Yuan
22
MCALEER, M.
21
MacAleer, Michael
21
Scharth, Marcel
21
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ECONIS (ZBW)
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1
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
2
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
3
A neural network demand system with heteroskedastic errors
McAleer, Michael
;
Medeiros, Marcelo C.
;
Slottje, Daniel …
- In:
Journal of econometrics
147
(
2008
)
2
,
pp. 359-371
Persistent link: https://www.econbiz.de/10003809381
Saved in:
4
An alternative approach to estimating demand : neural network regression with conditional volatility for high frequency air passenger arrivals
Medeiros, Marcelo C.
;
McAleer, Michael
;
Slottje, Daniel …
- In:
Journal of econometrics
147
(
2008
)
2
,
pp. 372-383
Persistent link: https://www.econbiz.de/10003809387
Saved in:
5
Moment-bases estimation of smooth transition regression models with endogenous variables
Dutra Areosa, Waldyr
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2008
Persistent link: https://www.econbiz.de/10003893429
Saved in:
6
A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries
McAleer, Michael
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003460319
Saved in:
7
Forecasting realized volatility with linear and nonlinear models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2009
Persistent link: https://www.econbiz.de/10003910296
Saved in:
8
Asymmetry and long memory in volatility modelling
Asai, Manabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008664039
Saved in:
9
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
10
Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
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