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~institution:"Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics"
~institution:"Economics Department, Queen's University"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~person:"Gregory, Allan W."
~person:"McAleer, Michael"
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Volatility
9
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9
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8
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Prognoseverfahren
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Welt
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Gregory, Allan W.
McAleer, Michael
Jenkins, Glenn
187
Takahashi, Akihiko
90
Okazaki, Tetsuji
89
Kubokawa, Tatsuya
87
MacKinnon, James G.
74
Matsushima, Hitoshi
63
Boadway, Robin
59
Hartwick, John
55
Kunitomo, Naoto
51
Omori, Yasuhiro
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Miwa, Yoshiro
50
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46
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45
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42
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38
Obinata, Takashi
36
Fukuda, Shin-ichi
35
Harris, Richard
35
Kuo, Chun-Yan
35
Nielsen, Morten Ørregaard
35
Arnott, Richard
34
Fujimoto, Takahiro
34
Smith, Gregor W.
34
Kobayashi, Takao
33
Purvis, Douglas D.
31
Jenkins, Glenn Paul
30
Beach, Charles M.
29
Chang, Chia-Lin
29
Khan, Haider A.
28
Ramseyer, J. Mark
28
Milne, Frank
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Sawada, Yasuyuki
26
Ihori, Toshihiro
22
Bruce, Neil
21
Djajic, Slobodan
21
Harberger, Arnold C.
21
KUO, CHUN-YAN
21
Ohashi, Hiroshi
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Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics
Economics Department, Queen's University
University of Canterbury / Dept. of Economics and Finance
Department of Economics and Finance, College of Business and Economics
122
Center for Advanced Research in Finance, Faculty of Economics
33
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
21
Tinbergen Instituut
17
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
16
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13
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Edward Elgar Publishing
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RePEc
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ECONIS (ZBW)
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1
"On the Robustness of Alternative Rankings Methodologies For Australian and New Zealand
Economics
Departments"
Macri, Joseph
;
McAleer, Michael
;
Sinha, Dipendra
-
Center for International Research on the Japanese …
-
2009
rankings of Australian and New Zealand
economics
teaching departments for 1988-2002 and 1996-2002 using alternative rankings …
Persistent link: https://www.econbiz.de/10005041991
Saved in:
2
Robust ranking of journal quality : an application to
economics
Chang, Chia-Lin
;
Maasoumi, Esfandiar
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562982
Saved in:
3
What makes a great journal great in
economics
? : the singer not the song
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688840
Saved in:
4
Statistical modeling of recent changes in extreme rainfall in Taiwan
Lan Fen Chu
;
McAleer, Michael
;
Wang, Szu-Wang
-
2012
Persistent link: https://www.econbiz.de/10009681370
Saved in:
5
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:
6
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
7
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
8
The dynamics of energy-grain prices with open interest
Hammoudeh, Shawkat
;
Sarafrazi, Soodabeh
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009413662
Saved in:
9
How does Zinfluence affect article influence?
Chang, Chia-lin
;
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688818
Saved in:
10
Article influence score : 5YIF divided by 2
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688836
Saved in:
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