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~isPartOf:"Working paper"
~language:"eng"
~person:"Bebchuk, Lucian A."
~person:"McAleer, Michael"
~person:"Piger, Jeremy Max"
~subject:"Scientific modelling"
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Bebchuk, Lucian A.
McAleer, Michael
Piger, Jeremy Max
Caporin, Massimiliano
7
Bodnar, Olha
2
Chang, Chia-Lin
2
Oxley, Les
2
Asai, Manabu
1
Atkeson, Andrew
1
Castle, Jennifer
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Chan, Felix
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Eriksson, Viktor
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1
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Pérez Amaral, Teodosio
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Reid, W. Robert
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University of Canterbury / Dept. of Economics and Finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
14
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1
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
2
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
3
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
4
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
5
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689069
Saved in:
6
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695598
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
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760500
Saved in:
9
Moment restriction-based econometric methods : an overview
Kunitomo, Naoto
;
McAleer, Michael
;
Nishiyama, Yoshihiko
-
2010
Persistent link: https://www.econbiz.de/10008760515
Saved in:
10
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
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