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~isPartOf:"Bulletin of economic research"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~person:"McAleer, Michael"
~type_genre:"Article in journal"
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1947-1971
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ARCH model
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McAleer, Michael
Gallant, A. Ronald
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4
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3
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Bulletin of economic research
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of economic surveys
26
Journal of econometrics
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Journal of risk and financial management : JRFM
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Econometric reviews
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Annals of financial economics
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International review of economics & finance : IREF
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6
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International journal of forecasting
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Journal of forecasting
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The Japanese economic review : the journal of the Japanese Economic Association
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Tourism economics : the business and finance of tourism and recreation
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Economics letters
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Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
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ECONIS (ZBW)
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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
Dynamic asymmetric GARCH
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 385-412
Persistent link: https://www.econbiz.de/10003354083
Saved in:
3
Testing multiple non-nested factor demand systems
Manera, Matteo
;
McAleer, Michael
- In:
Bulletin of economic research
57
(
2005
)
1
,
pp. 37-66
Persistent link: https://www.econbiz.de/10002653756
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