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person:"McAleer, Michael"
~person:"Kang, Sang Hoon"
~person:"Liu, Xi-Hua"
~subject:"Risk management"
~type_genre:"Article in journal"
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Search: subject_exact:"Volatility"
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Risk management
Volatility
128
Volatilität
128
ARCH model
53
ARCH-Modell
53
Spillover effect
47
Spillover-Effekt
47
Estimation
39
Schätzung
39
Börsenkurs
34
Share price
34
Aktienmarkt
29
Stock market
29
Capital income
26
Kapitaleinkommen
26
Stochastic process
25
Stochastischer Prozess
25
Theorie
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25
Welt
24
World
24
Portfolio selection
22
Portfolio-Management
22
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21
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United States
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Hedging
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Prognoseverfahren
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Risikomaß
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Risk measure
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Financial crisis
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McAleer, Michael
Kang, Sang Hoon
Liu, Xi-Hua
Kumar, Dilip
5
Hammoudeh, Shawkat
4
Wang, Gang-Jin
4
Xiong, Xiong
4
Aboura, Sofiane
3
Bouri, Elie
3
Chi, Xie
3
Corbet, Shaen
3
Gong, Xiao-Li
3
Karagozoglu, Ahmet K.
3
Karanasos, Menelaos
3
Mensi, Walid
3
Slim, Skander
3
Westgaard, Sjur
3
Al-Yahyaee, Khamis Hamed
2
Brigo, Damiano
2
Chang, Chia-Lin
2
Chen, Jiusheng
2
Christoffersen, Peter F.
2
Daníelsson, Jón
2
Degiannakis, Stavros
2
Drakos, Anastassios A.
2
Fabozzi, Frank J.
2
Gupta, Rangan
2
Howlett, Michael
2
Jain, P. K.
2
Jimenez-Martin, Juan-Angel
2
Joëts, Marc
2
Kaeck, Andreas
2
Karmakar, Madhusudan
2
Kouretas, Georgios P.
2
Leong, Ching
2
Mitra, Sovan
2
Paul, Samit
2
Pelsser, Antoon André Jean
2
Pietersz, Raoul
2
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2
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The North American journal of economics and finance : a journal of financial economics studies
5
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of econometrics
1
Pacific-Basin finance journal
1
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ECONIS (ZBW)
10
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1
Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets
Mensi, Walid
;
Hammoudeh, Shawkat
;
Ur Rehman, Mobeen
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659807
Saved in:
2
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
3
Research on China's financial systemic risk contagion under jump and heavy-tailed risk
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
;
Zhang, Wei
- In:
International review of financial analysis
72
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012437236
Saved in:
4
Measuring tail risk with GAS time varying copula, fat tailed GARCH model and hedging for crude oil futures
Gong, Xiao-Li
;
Liu, Xi-Hua
;
Xiong, Xiong
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 95-109
Persistent link: https://www.econbiz.de/10012169513
Saved in:
5
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 109-115
Persistent link: https://www.econbiz.de/10009777841
Saved in:
6
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
7
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
8
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 217-226
Persistent link: https://www.econbiz.de/10010365773
Saved in:
9
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:
10
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
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