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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Volatility"
~type_genre:"Article in journal"
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McAleer, Michael
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4
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3
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Econometric reviews
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Journal of econometrics
10
The North American journal of economics and finance : a journal of financial economics studies
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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
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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
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