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person:"McAleer, Michael"
~accessRights:"restricted"
~person:"Jabłecki, Juliusz"
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Search: subject_exact:"Volatility"
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Volatility
38
Volatilität
30
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12
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12
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12
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leverage
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McAleer, Michael
Jabłecki, Juliusz
Gupta, Rangan
138
Ma, Feng
89
Bouri, Elie
85
Tiwari, Aviral Kumar
60
Hammoudeh, Shawkat
43
Mensi, Walid
42
Zhang, Yaojie
42
Wang, Yudong
39
Wohar, Mark E.
39
Kang, Sang Hoon
37
Liang, Chao
37
Ji, Qiang
36
Pierdzioch, Christian
36
Xuan Vinh Vo
36
Lucey, Brian M.
35
Wei, Yu
35
Bahmani-Oskooee, Mohsen
34
Balcilar, Mehmet
34
Demirer, Rıza
34
Roubaud, David
34
Corbet, Shaen
33
Salisu, Afees A.
29
Shahzad, Syed Jawad Hussain
27
Yin, Libo
27
Kumar, Dilip
26
Jawadi, Fredj
25
Lau, Chi Keung
25
Floros, Christos
24
Serletis, Apostolos
24
Umar, Zaghum
24
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23
Gillas, Konstantinos Gkillas
23
Zhu, Huiming
23
Todorov, Viktor
22
Wen, Fenghua
22
Wu, Xinyu
22
Bollerslev, Tim
21
Ryu, Doojin
21
Wang, Jiqian
21
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Journal of econometrics
6
Econometric reviews
3
International review of economics & finance : IREF
3
Mathematics and Computers in Simulation (MATCOM)
3
The North American Journal of Economics and Finance
3
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2
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2
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2
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2
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1
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International journal of economic theory
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Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
30
RePEc
7
Other ZBW resources
1
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1
Swap rate à la stock : Bermudan swaptions made easy
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
Options - 45 years since the publication of the …
,
(pp. 393-412)
.
2023
Persistent link: https://www.econbiz.de/10014366688
Saved in:
2
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
3
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
4
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:
5
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
6
The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin
;
McAleer, Michael
- In:
Finance research letters
28
(
2019
),
pp. 11-19
Persistent link: https://www.econbiz.de/10012384032
Saved in:
7
Tourism stocks in times of crisis : an econometric investigation of unexpected nonmacroeconomic factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
- In:
Journal of travel research : a quarterly publication of …
58
(
2019
)
3
,
pp. 459-479
Persistent link: https://www.econbiz.de/10011983320
Saved in:
8
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
9
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:
10
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
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