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~language:"eng"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
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Volatility
90
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88
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75
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67
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Gupta, Rangan
McAleer, Michael
Minford, Patrick
222
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Henrekson, Magnus
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Hayo, Bernd
181
Wagner, Joachim
174
Fritsch, Michael
172
Caporale, Guglielmo Maria
171
Stulz, René M.
135
Chang, Chia-Lin
129
Frey, Bruno S.
121
Arruñada, Benito
118
Foss, Nicolai J.
118
Chiarella, Carl
117
Sunstein, Cass R.
117
Kamihigashi, Takashi
114
Meenagh, David
114
Nijkamp, Peter
113
Estrin, Saul
105
Galí, Jordi
103
Budzinski, Oliver
102
Schjelderup, Guttorm
101
Flaschel, Peter
99
Härdle, Wolfgang
99
Torgler, Benno
99
Acs, Zoltán J.
98
Casson, Mark
98
Bebchuk, Lucian A.
97
Canova, Fabio
97
Salvanes, Kjell G.
95
Wen, Yi
95
Gil-Alaña, Luis A.
93
Tillmann, Peter
91
White, Lawrence J.
91
Bilgin, Mehmet Huseyin
90
Dosi, Giovanni
90
Imai, Katsushi S.
90
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Economics: The Open-Access, Open-Assessment E-Journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of business and economics
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ECONIS (ZBW)
314
RePEc
75
OLC EcoSci
9
EconStor
6
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61
European Market portfolio diversifcation strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10011296531
Saved in:
62
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:
63
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:
64
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:
65
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:
66
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:
67
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:
68
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
69
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:
70
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
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