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~person:"McAleer, Michael"
~person:"Shleifer, Andrei"
~type_genre:"Aufsatz in Zeitschrift"
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ECONIS (ZBW)
416
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1
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416
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1
Drawbacks in the 3-factor approach of fama and French (2018)
Allen, David E.
;
McAleer, Michael
- In:
Annals of financial economics
18
(
2023
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014442370
Saved in:
2
Memory and probability
Bordalo, Pedro
;
Conlon, John
;
Gennaioli, Nicola
;
Kwon, …
- In:
The quarterly journal of economics
138
(
2023
)
1
,
pp. 265-311
Persistent link: https://www.econbiz.de/10013547718
Saved in:
3
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
4
Multivariate hyper-rotated GARCH-BEKK
Asai, Manabu
;
McAleer, Michael
- In:
Journal of time series econometrics
14
(
2022
)
2
,
pp. 175-198
Persistent link: https://www.econbiz.de/10013260190
Saved in:
5
Overreaction and diagnostic expectations in macroeconomics
Bordalo, Pedro
;
Gennaioli, Nicola
;
Shleifer, Andrei
- In:
The journal of economic perspectives : a journal of the …
36
(
2022
)
3
,
pp. 223-244
Persistent link: https://www.econbiz.de/10014227451
Saved in:
6
Predictable financial crises
Greenwood, Robin
;
Hanson, Samuel G.
;
Shleifer, Andrei
; …
- In:
The journal of finance : the journal of the American …
77
(
2022
)
2
,
pp. 863-921
Persistent link: https://www.econbiz.de/10013190464
Saved in:
7
Property rights and urban form
Djankov, Simeon
;
Glaeser, Edward L.
;
Perotti, Valeria
; …
- In:
The journal of law & economics
65
(
2022
),
pp. S35-S64
Persistent link: https://www.econbiz.de/10013253244
Saved in:
8
Public procurement in law and practice
Bosio, Erica
;
Djankov, Simeon
;
Glaeser, Edward L.
; …
- In:
American economic review
112
(
2022
)
4
,
pp. 1091-1117
Persistent link: https://www.econbiz.de/10013171535
Saved in:
9
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
10
Salience
Bordalo, Pedro
;
Gennaioli, Nicola
;
Shleifer, Andrei
- In:
Annual review of economics
14
(
2022
),
pp. 521-544
Persistent link: https://www.econbiz.de/10014427908
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