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Econometric analysis of financial derivatives: an overview
Chang, Chia-Lin; McAleer, Michael - In: Journal of econometrics 187 (2015) 2, pp. 403-407
Persistent link: https://www.econbiz.de/10011499624
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Econometric analysis of financial derivatives
Chang, Chia-Lin (ed.); McAleer, Michael (ed.) - 2015
Persistent link: https://www.econbiz.de/10011499675
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Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu; Chang, Chia-Lin; McAleer, Michael - In: Journal of econometrics 199 (2017) 2, pp. 202-213
Persistent link: https://www.econbiz.de/10011897674
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Annals issue: Time series analysis of higher moments and distributions of financial data
Andersen, Torben (ed.); Chang, Chia-Lin (ed.);  … - Association of Asia-Pacific Business School's Academic … - 2022
Persistent link: https://www.econbiz.de/10013440599
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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
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A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin; Jiménez-Martín, Juan-Ángel; … - In: Journal of econometrics 187 (2015) 2, pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
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The significance of testing empirical non-nested models
McAleer, Michael - In: Journal of econometrics 67 (1995) 1, pp. 149-171
Persistent link: https://www.econbiz.de/10001333013
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The econometrics of intellectual property : an overview
McAleer, Michael - In: Journal of econometrics 139 (2007) 2, pp. 237-241
Persistent link: https://www.econbiz.de/10003485352
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The significance of testing empirical non-nested models
McAleer, Michael - In: Journal of econometrics 67 (1995) 1, pp. 149-172
Persistent link: https://www.econbiz.de/10006798459
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Patent activity and technical change
Basmann, Robert L.; Mcaleer, Michael; Slottje, Daniel - In: Journal of econometrics 139 (2007) 2, pp. 355-375
Persistent link: https://www.econbiz.de/10007738990