Skip navigation
A service of the
zbw
Contact
|
Imprint
|
Privacy
|
Sitemap
|
Accessibility
|
Deutsch
Home
About EconStor
About EconStor
Policy
News
Terms of use
Usage statistics
Submit
for:
institutions
authors
Search
Browse by
Author
Year of Publication
Document Type
Communities & Collections
Journals
Monographs (by Publishers)
References
FAQ
Open Access
Contact
Imprint
Privacy
Sitemap
Deutsch
Home
About EconStor
Policy
submit for institutions
submit for authors
Search
browse by Author
browse by Year of Publication
browse by Document Type
browse by Communities & Collections
browse by Journals
browse by Monographs (by Publishers)
News
Terms of use
Usage statistics
References
FAQ
Open Access
EconStor
Browsing All of EconStor by Author McAleer, Michael
Jump to a point in the index:
(Choose year)
2024
2023
2022
2021
2020
2019
2018
2017
2016
2015
2014
2013
2012
2011
2010
2009
2008
2007
2006
2005
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1985
1980
1975
1970
1960
1950
Or type in a year:
Sort by:
Date
Title
Author
In order:
Ascending
Descending
Results/Page
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
Showing results 61 to 80 of 178
< previous
next >
Year of Publication
Title
Author(s)
2014
Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations
Chang, Chia-Lin
;
McAleer, Michael
2014
Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay K.
2014
Asymmetric Realized Volatility Risk
Allen, David E.
;
McAleer, Michael
;
Scharth, and Marcel
2014
Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
2014
A One Line Derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
2014
Hedge Fund Portfolio Diversification Strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Peiris, Shelton
;
Singh, Abhay K.
2014
On the Invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
2014
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
2014
A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process
Hafner, Christian M.
;
McAleer, Michael
2014
Asymmetry and leverage in conditional volatility models
McAleer, Michael
2014
Econometric Analysis of Financial Derivatives: An Overview
Chang, Chia-Lin
;
McAleer, Michael
2014
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
2014
European Market Portfolio Diversification Strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert J.
;
Singh, Abhay K.
2014
Survival Analysis of very Low Birth Weight Infant Mortality in Taiwan
Chang, Chialin
;
Chen, Wei-Chen
;
McAleer, Michael
2014
Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance
Asai, Manabu
;
McAleer, Michael
2014
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences
Chang, Chia-Lin
;
McAleer, Michael
2015
The Fundamental Equation in Tourism Finance
McAleer, Michael
2015
The Impact of Jumps and Leverage in Forecasting Co-Volatility
Asai, Manabu
;
McAleer, Michael
2015
Structure and asymptotic theory for nonlinear models with GARCH errors
Chan, Felix
;
McAleer, Michael
;
Medeiros, Marcelo C.
2015
Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert J.
;
Singh, Abbay K.