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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"The econometrics journal"
~language:"eng"
~person:"McAleer, Michael"
~type_genre:"Article in journal"
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Estimation
3
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McAleer, Michael
Phillips, Peter C. B.
15
Gallant, A. Ronald
11
Garcia, René
10
Ghysels, Eric
10
Gouriéroux, Christian
9
Leybourne, Stephen James
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5
Olmo, Jose
5
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5
Renault, Eric
5
Robinson, Peter M.
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
The econometrics journal
Journal of economic surveys
26
Journal of econometrics
21
Journal of risk and financial management : JRFM
21
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
Econometrics : open access journal
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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)
4
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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
Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
Saved in:
3
Non-trading day effects in asymmetric conditional and stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 113-123
Persistent link: https://www.econbiz.de/10003451750
Saved in:
4
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:
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