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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:"Brousseau, Carl"
~person:"O'Neill, Michael J."
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Search: subject_exact:"Volatility"
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Volatility
18
Volatilität
18
Theorie
8
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7
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7
ARCH model
5
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5
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McAleer, Michael
Brousseau, Carl
O'Neill, Michael J.
Asai, Manabu
6
Maasoumi, Esfandiar
6
Cavaliere, Giuseppe
4
Taylor, Robert
4
Koopman, Siem Jan
3
Liu, Zhangxin
3
Teräsvirta, Timo
3
Anatolyev, Stanislav
2
Bordignon, Silvano
2
Caporin, Massimiliano
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Chan, Felix
2
Chan, Joshua
2
Gouriéroux, Christian
2
Hoti, Suhejla
2
Jawadi, Fredj
2
Medeiros, Marcelo C.
2
Meyer, Renate
2
Phillips, Peter C. B.
2
Wang, Kent
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Yu, Jun
2
Alexander, Carol
1
Alghalith, Moawia
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Amado, Cristina
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Anderson, Hamish D.
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Andreou, Panayiotis C.
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Anyfantaki, Sofia
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Audrino, Francesco
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Ausín, M. Concepción
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Bandi, Federico M.
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1
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1
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1
Blose, Laurence E.
1
Boswijk, Herman Peter
1
Bradbury, Michael E.
1
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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
Working Papers in Economics
11
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9
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The North American journal of economics and finance : a journal of financial economics studies
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3
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3
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2
International journal of forecasting
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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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Tourism economics : the business and finance of tourism and recreation
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"Marco Fanno" Working Papers
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Annals of financial economics
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Applied financial economics
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Australian journal of management
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ECONIS (ZBW)
18
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1
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:
2
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:
3
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:
4
State-preference pricing and volatility indices
Liu, Zhangxin
;
O'Neill, Michael J.
- In:
Accounting and finance : journal of the Accounting …
57
(
2017
)
3
,
pp. 815-836
Persistent link: https://www.econbiz.de/10011798961
Saved in:
5
Fund Volatility Index using equity market state prices
O'Neill, Michael J.
;
Liu, Zhangxin
- In:
Accounting and finance : journal of the Accounting …
57
(
2017
)
3
,
pp. 837-853
Persistent link: https://www.econbiz.de/10011798964
Saved in:
6
A state-price volatility index for China's stock market
O'Neill, Michael J.
;
Wang, Kent
;
Liu, Zhangxin
- In:
Accounting and finance : journal of the Accounting …
56
(
2016
)
3
,
pp. 607-626
Persistent link: https://www.econbiz.de/10011622198
Saved in:
7
Does fair value accounting contribute to market price volatility? : an experimental approach
Brousseau, Carl
;
Gendron, Michel
;
Bélanger, Philippe
; …
- In:
Accounting and finance : journal of the Accounting …
54
(
2014
)
4
,
pp. 1033-1061
Persistent link: https://www.econbiz.de/10010471809
Saved in:
8
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:
9
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:
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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