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person:"McAleer, Michael"
~isPartOf:"Annals of financial economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Energy economics"
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Search: subject_exact:"Volatility"
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Volatility
18
Volatilität
18
Theorie
8
Theory
8
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7
Stochastischer Prozess
7
ARCH model
6
ARCH-Modell
6
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McAleer, Michael
Ma, Feng
19
Hammoudeh, Shawkat
18
Tiwari, Aviral Kumar
18
Gupta, Rangan
15
Bouri, Elie
13
Wang, Yudong
13
Ji, Qiang
11
Demirer, Rıza
9
Kang, Sang Hoon
9
Wei, Yu
9
Yoon, Seong-min
9
Shahzad, Syed Jawad Hussain
8
Uddin, Mohammed Gazi Salah
8
Wen, Fenghua
8
Lin, Boqiang
7
Mensi, Walid
7
Sadorsky, Perry A.
7
Asai, Manabu
6
Chevallier, Julien
6
Dai, Zhifeng
6
Do, Hung Xuan
6
Maasoumi, Esfandiar
6
Roubaud, David
6
Wohar, Mark E.
6
Zhang, Yaojie
6
Chang, Chia-Lin
5
Filis, George
5
Gong, Xu
5
Hasanov, Akram Shavkatovich
5
Liang, Chao
5
Liu, Bing-Yue
5
Lucey, Brian M.
5
Nguyen, Duc Khuong
5
Soytaş, Uǧur
5
Wang, Shouyang
5
Yin, Libo
5
Batten, Jonathan A.
4
Cavaliere, Giuseppe
4
Chang, Bisharat Hussain
4
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Annals of financial economics
Econometric reviews
Energy economics
Econometric Institute research papers
72
Discussion paper / Tinbergen Institute
53
Working paper
40
Econometric Institute Research Papers
11
Working Papers in Economics
11
KIER Working Papers
10
Tinbergen Institute Discussion Paper
10
Journal of econometrics
9
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7
The North American journal of economics and finance : a journal of financial economics studies
6
Journal of risk and financial management : JRFM
5
International review of economics & finance : IREF
4
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4
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3
Journal of Risk and Financial Management
3
Mathematics and Computers in Simulation (MATCOM)
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
The North American Journal of Economics and Finance
3
Working papers / School of Business, Edith Cowan University
3
Applied economics
2
International journal of forecasting
2
Journal of economic surveys
2
Risks : open access journal
2
The econometrics journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Tourism economics : the business and finance of tourism and recreation
2
"Marco Fanno" Working Papers
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied financial economics
1
Computational economics
1
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DEA Working Papers
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Discussion paper / Institute of Social and Economic Research
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ECONIS (ZBW)
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1
Pricing carbon emissions in China
Chang, Chia-Lin
;
Mai, Te-Ke
;
McAleer, Michael
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011958479
Saved in:
2
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
3
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:
4
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:
5
The impact of jumps and leverage in forecasting covolatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 638-650
Persistent link: https://www.econbiz.de/10011795307
Saved in:
6
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
- In:
Energy economics
36
(
2013
),
pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
Saved in:
7
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Saved in:
8
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
9
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
32
(
2010
)
6
,
pp. 1445-1455
Persistent link: https://www.econbiz.de/10008935991
Saved in:
10
Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
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