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person:"McAleer, Michael"
~isPartOf:"Applied financial economics"
~person:"Adrangi, Bahram"
~subject:"Volatility"
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Volatility
Volatilität
3
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2
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USA
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2
1992-2004
1
Asia-Pacific region
1
Asiatisch-pazifischer Raum
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McAleer, Michael
Adrangi, Bahram
McMillan, David G.
9
Speight, Alan E. H.
5
Chelley-Steeley, Patricia L.
4
Asai, Manabu
3
Ap Gwilym, Owain
2
Brooks, Robert
2
Butler, Kirt Charles
2
Chatrath, Arjun
2
Chiang, Min-Hsien
2
Degiannakis, Stavros
2
Fabozzi, Frank J.
2
Fraser, Patricia
2
Hamori, Shigeyuki
2
Henry, Ólan Thomas John
2
Jiang, Christine X.
2
Kanniainen, Juho
2
Kearney, Colm
2
Khemiri, Rim
2
Lai, Hung-Cheng
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Lin, Ching-chung
2
Loudon, Geoffrey F.
2
Morales Zumaquero, Amalia
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Niizeki, Mikiyo Kii
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Okada, Katsushi
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Peel, David
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Phylaktis, Kate
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Poshakwale, Sunil S.
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Ragunathan, Vanitha
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Reeves, Jonathan J.
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Sarwar, Ghulam
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Sengupta, Jati K.
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Sosvilla-Rivero, Simón
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Switzer, Lorne N.
2
Todorova, Neda
2
Unite, Angelo A.
2
Vipul
2
Visaltanachoti, Nuttawat
2
Xie, Xuan
2
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Applied financial economics
Econometric Institute research papers
72
Discussion paper / Tinbergen Institute
53
Working paper
40
Econometric reviews
13
Journal of econometrics
9
Journal of risk and financial management : JRFM
7
Documentos de Trabajo del ICAE
6
The North American journal of economics and finance : a journal of financial economics studies
6
Working Papers in Economics
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KIER Working Papers
5
Tinbergen Institute Discussion Paper
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Energy economics
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International review of economics & finance : IREF
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Econometrics : open access journal
3
International journal of business
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Mathematics and Computers in Simulation (MATCOM)
3
School of Accounting, Finance and Economics & FEMARC working paper series
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
The North American Journal of Economics and Finance
3
Applied economics
2
International journal of forecasting
2
Journal of economic surveys
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Review of economics & finance
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Risks : open access journal
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The econometrics journal
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The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The southern business & economic journal
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Tinbergen Institute Discussion Papers
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Tourism economics : the business and finance of tourism and recreation
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Bulletin of applied economics
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Bulletin of economic research
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DEA Working Papers
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ECONIS (ZBW)
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1
Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
2
Futures trading activity and stock price volatility : some extensions
Chatrath, Arjun
;
Song, Frank M.
;
Adrangi, Bahram
- In:
Applied financial economics
13
(
2003
)
9
,
pp. 655-664
Persistent link: https://www.econbiz.de/10001776851
Saved in:
3
Price discovery in strategically-linked markets : the case of the gold-silver spread
Adrangi, Bahram
;
Chatrath, Arjun
;
Christie-David, Rohan
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 227-234
Persistent link: https://www.econbiz.de/10001526274
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