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McAleer, Michael
73
Mcaleer, Michael
61
Medeiros, Marcelo C.
21
Asai, Manabu
17
Oxley, Les
12
Chan, Felix
10
Chang, Chia-Lin
8
Hoti, Suhejla
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Pérez-Amaral, Teodosio
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Pérez‐Amaral, Teodosio
2
Ramos, Vicente
2
Rey-Maquieira, Javier
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Journal of economic surveys
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Tourism management : research, policies, practice
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Statistica Neerlandica : journal of the Netherlands Society for Statistics and Operations Research
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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
Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu
;
Mcaleer, Michael
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10008279065
Saved in:
9
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:
10
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
Mcaleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10008143200
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