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person:"McAleer, Michael"
~isPartOf:"Accounting and finance : journal of the Accounting Association of Australia and New Zealand"
~isPartOf:"Econometric reviews"
~person:"Anatolyev, Stanislav"
~person:"Anderson, Hamish D."
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Search: subject_exact:"Volatility"
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Volatility
17
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7
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McAleer, Michael
Anatolyev, Stanislav
Anderson, Hamish D.
Asai, Manabu
6
Maasoumi, Esfandiar
6
Cavaliere, Giuseppe
4
Taylor, Robert
4
Liu, Zhangxin
3
O'Neill, Michael J.
3
Teräsvirta, Timo
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2
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2
Chan, Joshua
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Gouriéroux, Christian
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Hoti, Suhejla
2
Jawadi, Fredj
2
Koopman, Siem Jan
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Medeiros, Marcelo C.
2
Meyer, Renate
2
Phillips, Peter C. B.
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Wang, Kent
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Yu, Jun
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Alexander, Carol
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Alghalith, Moawia
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Anyfantaki, Sofia
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1
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
Econometric reviews
Econometric Institute research papers
72
Discussion paper / Tinbergen Institute
53
Working paper
40
Econometric Institute Research Papers
11
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11
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10
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9
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6
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School of Accounting, Finance and Economics & FEMARC working paper series
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3
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International journal of forecasting
2
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The econometrics journal
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
17
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1
Multivariate return decomposition : theory and implications
Anatolyev, Stanislav
;
Gospodinov, Nikolaj
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 487-508
Persistent link: https://www.econbiz.de/10012181325
Saved in:
2
Modeling and forecasting realized covariance matrices with accounting for leverage
Anatolyev, Stanislav
;
Kobotaev, Nikita
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 114-139
Persistent link: https://www.econbiz.de/10012038156
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
Against the tide : the commencement of short selling and margin trading in mainland China
Sharif, Saqip
;
Anderson, Hamish D.
;
Marshall, Ben R.
- In:
Accounting and finance : journal of the Accounting …
54
(
2014
)
4
,
pp. 1319-1355
Persistent link: https://www.econbiz.de/10010472936
Saved in:
7
It pays to violate : how effective are the Basel accord penalties in encouraging risk management?
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
- In:
Accounting and finance : journal of the Accounting …
52
(
2012
)
1
,
pp. 95-116
Persistent link: https://www.econbiz.de/10009512724
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
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:
10
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
Saved in:
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