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person:"McAleer, Michael"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Anlageverhalten"
~subject:"Capital market returns"
~subject:"Time series analysis"
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Anlageverhalten
Capital market returns
Time series analysis
Volatility
6
Volatilität
6
ARCH model
3
ARCH-Modell
3
Options
3
Risk management
3
Börsenkurs
2
Derivat
2
Derivative
2
Estimation
2
Exchange rate
2
Financial crisis
2
Financial derivatives
2
Finanzkrise
2
Futures
2
Hedging
2
Option pricing theory
2
Optionspreistheorie
2
Portfolio selection
2
Portfolio-Management
2
Risikomanagement
2
Schätzung
2
Share price
2
Size effects
2
Spillover effect
2
Spillover-Effekt
2
Wechselkurs
2
12-Month variance futures
1
3-Month variance futures
1
Aktienindex
1
Ankündigungseffekt
1
Announcement effect
1
Asymmetry
1
BEKK
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian model
1
Behavioural finance
1
Betriebsgröße
1
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McAleer, Michael
Cho, Hoon
2
Gupta, Rangan
2
Liu, Li
2
Liu, Qiang
2
Nonejad, Nima
2
Qiao, Gaoxiu
2
Ryu, Doojin
2
Zhang, Yaojie
2
Agapova, Anna
1
Allen, David E.
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Bannouh, Karim
1
Bekiros, Stelios
1
Ben Omrane, Walid
1
BenMabrouk, Houda
1
Borgards, Oliver
1
Carcel, Hector
1
Chaim, Pedro
1
Chan, Jennifer So-kuen
1
Chang, Chia-Lin
1
Chang, Hung-Chou
1
Chen, An-sing
1
Chen, Nir
1
Cheng, Lee-Young
1
Cheung, Ka Shing
1
Christiansen, Charlotte
1
Cuñado Eizaguirre, Juncal
1
Dash, Saumya Ranjan
1
Demiralay, Sercan
1
Demirer, Rıza
1
Deng, Kuang Kuang
1
Dijk, Dick van
1
Dokas, Ioannis
1
Eraslan, Veysel
1
Gallagher, Liam
1
Gao, Yang
1
Gao, Zhenbin
1
Garvey, John
1
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The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
27
Discussion paper / Tinbergen Institute
25
Working paper
11
Journal of econometrics
5
Econometric reviews
4
Applied economics
2
Econometrics : open access journal
2
International review of economics & finance : IREF
2
Risks : open access journal
2
Computational economics
1
Economics letters
1
Energy economics
1
Journal of risk and financial management : JRFM
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The econometrics journal
1
The journal of futures markets
1
Tinbergen Institute Discussion Paper 2017-105/III
1
Tinbergen Institute Discussion Paper 2018-005/III
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ECONIS (ZBW)
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A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
Saved in:
2
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
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