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~person:"Banco de España"
~person:"McAleer, Michael"
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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
Special Issue in Honour of Professor Michael McAleer
Allen, David
(
ed.
);
Alghalith, Moawia
(
ed.
); …
-
2023
Persistent link: https://www.econbiz.de/10014442457
Saved in:
3
Special issue : in memory of Michael McAleer
McAleer, Michael
(
honouree
)
-
2023
Persistent link: https://www.econbiz.de/10014420400
Saved in:
4
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
Saved in:
5
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:
6
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:
7
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:
8
1. Riesgos del entorno macrofinanciero
Banco de España
-
2021
Persistent link: https://www.econbiz.de/10012526513
Saved in:
9
1. Risks linked to the macrofinancial environment
Banco de España
-
2021
Persistent link: https://www.econbiz.de/10012526533
Saved in:
10
2. Riesgos y capacidad de resistencia del sector financiero
Banco de España
-
2021
Persistent link: https://www.econbiz.de/10012526517
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