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Search: person:"McAleer, Michael"
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Volatility
173
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170
ARCH model
129
ARCH-Modell
129
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106
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Welt
91
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42
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Arbeitspapier
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734
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English
594
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McAleer, Michael
594
Chang, Chia-Lin
216
Allen, David E.
62
Wong, Wing Keung
41
Asai, Manabu
38
Caporin, Massimiliano
27
Oxley, Les
26
Pérez Amaral, Teodosio
26
Singh, Abhay Kumar
26
Franses, Philip Hans
20
Powell, Robert
20
Jiménez-Martín, Juan-Ángel
18
Chen, Chi-chung
16
Hammoudeh, Shawkat
16
Medeiros, Marcelo C.
15
Bai, Jun
11
Jakeman, Anthony J.
11
Lan Fen Chu
11
Peiris, Shelton
10
Chan, Felix
9
Hooi Hooi Lean
9
Hsu, Hui-Kuang
9
Ling, Shiqing
9
McKenzie, Colin
9
Khamkaew, Thanchanok
8
Roengchai Tansuchat
8
Bian, Guorui
7
Duc Hong Vo
7
Lim, Christine
7
Maasoumi, Esfandiar
7
Singh, Abhay K.
7
Tansuchat, Roengchai
7
Guo, Xu
6
Hsu, Shu-Han
6
Ilomäki, Jukka
6
Jimenez-Martin, Juan-Angel
6
Kobayashi, Masahito
6
Laurila, Hannu
6
Scharth, Marcel
6
Bera, Anil K.
5
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University of Canterbury / Dept. of Economics and Finance
26
Shakai-Keizai-Kenkyūsho <Osaka>
12
University of Western Australia / Department of Economics
5
Australian National University / Faculty of Economics
1
University of Canterbury / Dept. of Economics
1
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Econometric Institute research papers
239
Discussion paper / Tinbergen Institute
139
Working paper
122
Working papers in economics and econometrics
29
School of Accounting, Finance and Economics & FEMARC working paper series
14
Working papers in quantitative economics and econometrics
14
Discussion paper / Institute of Social and Economic Research
13
Discussion paper / Center for Economic Research, Tilburg University
6
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
5
Discussion papers / Institute of Social and Economic Research
3
DAE working paper
2
Nota di lavoro / Fondazione Eni Enrico Mattei
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Studi e quaderni
1
TRACE discussion papers / Tinbergen Institute
1
Working paper / Department of Economics and Finance, College of Business and Economics, University of Canterbury
1
Working paper / Graduate Institute of International Studies
1
Working paper series / Emory University, Department of Economics
1
Working papers
1
Working papers / University of Tokyo, Graduate School of Arts and Sciences, Department of Advanced Social and International Studies
1
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ECONIS (ZBW)
594
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1
Central bank intervention, bubbles and risk in Walrasian financial markets
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2019
Persistent link: https://www.econbiz.de/10011986943
Saved in:
2
Risk analysis of energy in Vietnam
Duc Hong Vo
;
Ngoc Phu Tran
;
Tam Nguyen-Thanh Duong
; …
-
2019
Persistent link: https://www.econbiz.de/10011986947
Saved in:
3
The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
Saved in:
4
CO2 emissions, energy consumption and economic growth : evidence from the Trans-Pacific Partnership
Duc Hong Vo
;
Nguyen, Ha
;
Anh The Vo
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986960
Saved in:
5
What they did not tell you about algebraic (non-)existence, mathematical (IR-)regularity and (non-)asymptotic properties of the full BEKK dynamic conditional covariance model
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986986
Saved in:
6
Size, internationalization and university rankings : evaluating and predicting times higher education (THE) data for Japan
McAleer, Michael
;
Nakamura, Tamotsu
;
Watkins, Clinton
-
2019
-
Revised: March 2019
Persistent link: https://www.econbiz.de/10011986990
Saved in:
7
Rent seeking for export licenses : application to the Vietnam rice market
Tan Ngoc Vu
;
Duc Hong Vo
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011987007
Saved in:
8
What they did not tell you about algebraic (non-)existence, mathematical (IR-)regularity and (non-)asymptotic properties of the dynamic conditional correlation (DCC) model
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011987013
Saved in:
9
Energy consumption and economic growth : evidence from Vietnam
Ha Minh Nguyen
;
Ngoc Hoang Bui
;
Duc Hong Vo
;
McAleer, …
-
2019
Persistent link: https://www.econbiz.de/10011987023
Saved in:
10
Corporate financial distress of industry level listings in an emerging market
Duc Hong Vo
;
Binh Vo-Ninh Pham
;
Trung Vu-Thanh Pham
; …
-
2019
Persistent link: https://www.econbiz.de/10011987030
Saved in:
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