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McAleer, Michael
73
Mcaleer, Michael
60
Asai, Manabu
16
Oxley, Les
12
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10
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8
Hoti, Suhejla
8
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8
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5
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2
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2
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2
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Journal of economic surveys
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Applied financial economics
9
Econometric reviews
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Tourism management : research, policies, practice
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Econometric theory
5
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International journal of forecasting
5
Journal of forecasting
5
Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
4
The Japanese economic review : the journal of the Japanese Economic Association
4
The North American journal of economics and finance : a journal of financial economics studies
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
International review of economics & finance : IREF
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Dynamic Asymmetric Leverage in Stochastic Volatility Models
Asai, Manabu
;
Mcaleer, Michael
- In:
Econometric reviews
24
(
2005
)
3
,
pp. 317
Persistent link: https://www.econbiz.de/10006874792
Saved in:
2
Non-trading day effects in asymmetric conditional and stochastic volatility models
Asai, Manabu
;
Mcaleer, Michael
- In:
The econometrics journal
10
(
2007
)
1
,
pp. 113-123
Persistent link: https://www.econbiz.de/10007606130
Saved in:
3
The structure of dynamic correlations in multivariate stochastic volatility models
Asai, Manabu
;
Mcaleer, Michael
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 182-192
Persistent link: https://www.econbiz.de/10008253328
Saved in:
4
A Portfolio Index GARCH model
Asai, Manabu
;
Mcaleer, Michael
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 449-461
Persistent link: https://www.econbiz.de/10008092999
Saved in:
5
Asymmetric Multivariate Stochastic Volatility
Asai, Manabu
;
Mcaleer, Michael
- In:
Econometric reviews
25
(
2006
)
2-3
,
pp. 453
Persistent link: https://www.econbiz.de/10007283036
Saved in:
6
Multivariate Stochastic Volatility: A Review
Asai, Manabu
;
Mcaleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2-3
,
pp. 145-176
Persistent link: https://www.econbiz.de/10007283047
Saved in:
7
A Portfolio Index GARCH model
Asai, Manabu
;
McAleer, Michael
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 449-462
Persistent link: https://www.econbiz.de/10008899546
Saved in:
8
The structure of dynamic correlations in multivariate stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 182-193
Persistent link: https://www.econbiz.de/10008890760
Saved in:
9
Forecasting volatility via stock return, range, trading volume and spillover effects: The case of Brazil
Asai, Manabu
;
Brugal, Ivan
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 202-213
Persistent link: https://www.econbiz.de/10010134050
Saved in:
10
Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range
Asai, Manabu
- In:
Journal of forecasting
32
(
2013
)
5
,
pp. 469-480
Persistent link: https://www.econbiz.de/10010155122
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