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person:"McAleer, Michael"
~subject:"ARCH model"
~subject:"World"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Volatility"
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McAleer, Michael
Gupta, Rangan
42
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40
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30
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41
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
42
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
43
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10009724819
Saved in:
44
Return-volatility relationship : insights from linear and non-linear quantile regression
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009724826
Saved in:
45
Modeling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10009701639
Saved in:
46
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701646
Saved in:
47
Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724114
Saved in:
48
How volatile is ENSO for global greenhouse gas emissions and the global economy?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2013
Persistent link: https://www.econbiz.de/10009724118
Saved in:
49
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
50
The impact of China on stock return and volatility
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010354381
Saved in:
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