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Results:
1-16
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Results: 16
Authors:
Maasoumi, Esfandiar
McAleer, Michael
Citation: Maasoumi, Esfandiar et Mcaleer, Michael, Realized volatility and long memory: an overview, Econometric reviews , 27(1-3), 2008, pp. 1-9
Authors:
McAleer, Michael
Medeiros, Marcelo C.
Citation: Mcaleer, Michael et C. Medeiros, Marcelo, Realized volatility: a review, Econometric reviews , 27(1-3), 2008, pp. 10-45
Authors:
Asai, Manabu
McAleer, Michael
Citation: Asai, Manabu et Mcaleer, Michael, A fractionally integrated Wishart stochastic volatility model, Econometric reviews , 36(1-3), 2017, pp. 42-59
Authors:
Chang, Chia-Lin
Maasoumi, Esfandiar
McAleer, Michael
Citation: Chang, Chia-lin et al., Robust Ranking of Journal Quality: An Application to Economics, Econometric reviews , 35(1), 2016, pp. 50-97
Authors:
Maasoumi, Esfandiar
McAleer, Michael
Citation: Maasoumi, Esfandiar et Mcaleer, Michael, Multivariate stochastic volatility: an overview, Econometric reviews , 25(2-3), 2006, pp. 139-144
Authors:
Asai, Manabu
McAleer, Michael
Yu, Jun
Citation: Asai, Manabu et al., Multivariate stochastic volatility: a review, Econometric reviews , 25(2-3), 2006, pp. 145-175
Authors:
Asai, Manabu
McAleer, Michael
Citation: Asai, Manabu et Mcaleer, Michael, Dynamic Asymmetric Leverage in Stochastic Volatility Models, Econometric reviews , 24(3), 2005, pp. 317-332
Authors:
Franses, Philip Hans
McAleer, Michael
Citation: Franses, Philip Hans et Mcaleer, Michael, Financial volatility:an introduction, Journal of applied econometrics , 17(5), 2002, pp. 419-424
Authors:
McAleer, Michael
Hoti, Suhejla
Chan, Felix
Citation: Mcaleer, Michael et al., Structure and asymptotic theory for multivariate asymmetric conditional volatility, Econometric reviews , 28(5), 2009, pp. 422-440
Authors:
Asai, Manabu
McAleer, Michael
Citation: Asai, Manabu et Mcaleer, Michael, Asymmetric multivariate stochastic volatility, Econometric reviews , 25(2-3), 2006, pp. 453-473
Authors:
Chan, Felix
McAleer, Michael
Citation: Chan, Felix et Mcaleer, Michael, Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence, Journal of applied econometrics , 17(5), 2002, pp. 509-534
Authors:
Hoti, Suhejla
Maasoumi, Esfandiar
McAleer, Michael
Slottje, Daniel
Citation: Hoti, Suhejla et al., Measuring the volatility in U.S. treasury benchmarks and debt instruments, Econometric reviews , 28(6), 2009, pp. 522-554
Authors:
Asai, Manabu
McAleer, Michael
Citation: Asai, Manabu et Mcaleer, Michael, Alternative asymmetric stochastic volatility models, Econometric reviews , 30(5), 2011, pp. 548-564
Authors:
Chang, Chia-Lin
McAleer, Michael
Oxley, Les
Citation: Chang, Chia-lin et al., Great expectatrics: great papers, great journals, great econometrics, Econometric reviews , 30(6), 2011, pp. 583-619
Authors:
Asai, Manabu
McAleer, Michael
Citation: Asai, Manabu et Mcaleer, Michael, The impact of jumps and leverage in forecasting covolatility, Econometric reviews , 36(6-9), 2017, pp. 638-650
Authors:
Martinet, Guillaume Gaetan
McAleer, Michael
Citation: Martinet, Guillaume Gaetan et Mcaleer, Michael, On the invertibility of EGARCH(p, q), Econometric reviews , 37(8), 2018, pp. 824-849
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