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~isPartOf:"Journal of macroeconomics"
~isPartOf:"The econometrics journal"
~language:"eng"
~person:"McAleer, Michael"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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ECONIS (ZBW)
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1
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:
2
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:
3
Direct tests of the permanent income hypothesis under uncertainty, inflationary expectations and liquidity constraints
Madsen, Jakob Brøchner
;
McAleer, Michael
- In:
Journal of macroeconomics
22
(
2000
)
2
,
pp. 229-252
Persistent link: https://www.econbiz.de/10001469483
Saved in:
4
A note on the unbiasedness test of rationality using survey data
McAleer, Michael
- In:
Journal of macroeconomics
16
(
1994
)
2
,
pp. 369-374
Persistent link: https://www.econbiz.de/10001167828
Saved in:
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