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~language:"und"
~person:"McAleer, Michael"
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Volatility
63
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ARCH model
39
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32
Prognoseverfahren
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McAleer, Michael
Nijkamp, P.
312
Nijkamp, Peter
264
Putnam, Linda D.
261
Audretsch, David B.
248
Minford, Patrick
225
Wagner, Joachim
219
Fritsch, Michael
212
Henrekson, Magnus
212
Gupta, Rangan
197
Caporale, Guglielmo Maria
186
Hayo, Bernd
182
Knoblauch, Wayne A.
175
Foss, Nicolai J.
166
Chang, Chia-Lin
163
Kamihigashi, Takashi
161
Frey, Bruno S.
154
White, Lawrence J.
153
Link, Albert N.
144
Chiarella, Carl
141
Smyth, Russell
139
Stulz, René M.
138
Torgler, Benno
137
Galí, Jordi
136
Arruñada, Benito
134
Canova, Fabio
134
Casson, Mark
133
Imai, Katsushi S.
133
Wen, Yi
126
Meenagh, David
125
Estrin, Saul
124
Albach, Horst
123
Smith, Stuart F.
122
Sunstein, Cass R.
118
Budzinski, Oliver
115
Karszes, Jason
115
Flaschel, Peter
114
Franses, Philip Hans
114
Economides, Nicholas
113
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109
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Department of Economics and Finance, College of Business and Economics
122
University of Canterbury / Dept. of Economics and Finance
23
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4
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3
Center for Advanced Research in Finance, Faculty of Economics
2
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Working Papers in Economics
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117
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Journal of Risk and Financial Management
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Tourism economics : the business and finance of tourism and recreation
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The North American journal of economics and finance : a journal of financial economics studies
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Tinbergen Institute Discussion Paper 2018-024/III
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ECONIS (ZBW)
204
RePEc
146
EconStor
3
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41
Machine news and volatility : the Dow Jones industrial average and the TRNA sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010242810
Saved in:
42
The maximum number of parameters for the Hausman test when the estimators are from different sets of equations
Nawata, Kazumitsu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242832
Saved in:
43
Ranking leading econometrics journals using citations data from ISI and RePEc
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242834
Saved in:
44
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348322
Saved in:
45
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
46
Quality weighted citations versus total citations in the sciences and social sciences
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348325
Saved in:
47
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
48
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
Saved in:
49
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
50
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
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