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~person:"McAleer, Michael"
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McAleer, Michael
Caporale, Guglielmo Maria
755
Belke, Ansgar
638
Aizenman, Joshua
636
Nijkamp, Peter
623
Gupta, Rangan
615
Acemoglu, Daron
592
Pesaran, M. Hashem
560
Snower, Dennis J.
544
Heckman, James J.
495
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495
Güth, Werner
492
Gersbach, Hans
461
Svensson, Lars E. O.
450
Pestieau, Pierre
444
Bordo, Michael D.
435
Koskela, Erkki
425
Woodford, Michael
424
Creedy, John
420
Stark, Oded
408
Gil-Alaña, Luis A.
407
Wagner, Joachim
391
Mishkin, Frederic S.
390
McCallum, Bennett T.
389
Phillips, Peter C. B.
387
Diebold, Francis X.
383
Franses, Philip Hans
383
Härdle, Wolfgang
379
Zenou, Yves
376
Buiter, Willem H.
369
Helpman, Elhanan
369
Frey, Bruno S.
367
Galí, Jordi
365
Siklos, Pierre L.
359
Caballero, Ricardo J.
358
Artus, Patrick
356
Williams, John C.
356
De Grauwe, Paul
353
Broll, Udo
352
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349
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
13
Department of Economics and Finance, College of Business and Economics
12
Institute of Economic Research, Kyoto University
11
University of Canterbury / Dept. of Economics and Finance
11
Shakai-Keizai-Kenkyūsho <Osaka>
10
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
7
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Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
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Econometric reviews
18
Journal of econometrics
17
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14
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12
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11
KIER Working Papers
11
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10
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7
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7
International review of economics & finance : IREF
7
School of Accounting, Finance and Economics & FEMARC working paper series
6
The North American journal of economics and finance : a journal of financial economics studies
6
Energy economics
5
Journal of Risk and Financial Management
5
The Japanese economic review : the journal of the Japanese Economic Association
5
Applied financial economics
4
Discussion papers / Institute of Social and Economic Research
4
Econometric theory
4
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International journal of forecasting
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Tinbergen Institute Discussion Papers
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Journal of applied econometrics
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Mathematics and Computers in Simulation (MATCOM)
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Risks : open access journal
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The North American Journal of Economics and Finance
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Tourism economics : the business and finance of tourism and recreation
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Working papers / School of Business, Edith Cowan University
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Annals of financial economics
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Contributions to economic analysis
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ECONIS (ZBW)
530
RePEc
64
EconStor
36
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1
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
2
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
3
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
4
Leverage and feedback effects on multifactor Wishart stochastic
volatility
for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
5
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
6
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
7
A fractionally integrated Wishart stochastic
volatility
model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
8
Determining an optimal window size for modeling
volatility
Yew, Xavier Chee Hoong
;
McAleer, Michael
;
Ling, Shiqing
- In:
Handbook of applied econometrics and statistical inference
,
(pp. 443-467)
.
2002
Persistent link: https://www.econbiz.de/10001701988
Saved in:
9
Conditional correlations and
volatility
spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
10
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
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