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~accessRights:"free"
~isPartOf:"Econometric Institute research papers"
~language:"eng"
~language:"ind"
~person:"Afonso, António"
~person:"McAleer, Michael"
~subject:"Volatilität"
~type:"book"
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Volatilität
Volatility
72
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38
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Afonso, António
McAleer, Michael
Chang, Chia-Lin
34
Asai, Manabu
10
Tansuchat, Roengchai
7
Caporin, Massimiliano
4
Chen, Chi-chung
4
Dijk, Dick van
4
Medeiros, Marcelo C.
4
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3
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3
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3
Hammoudeh, Shawkat
3
Hsieh, Tai-Lin
3
Pérez Amaral, Teodosio
3
Wang, Yu-Ann
3
Bodeutsch, Denice
2
Chen, Ping-yu
2
Hammoudeh, Shawkat M.
2
Kobayashi, Masahito
2
Lambertides, Neophytos
2
Martens, Martin
2
Martinet, Guillaume Gaetan
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Powell, Robert
2
Roengchai Tansuchat
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Singh, Abhay Kumar
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Zopiatis, Anastasios
2
Anh The Vo
1
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1
Chen, Meng-Gu
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1
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1
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1
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Econometric Institute research papers
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50
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25
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11
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3
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ECONIS (ZBW)
72
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1
The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
Saved in:
2
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
3
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
4
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
5
Long run returns predictability and volatility with moving averages
Chang, Chia-Lin
;
Ilomäki, Jukka
;
Laurila, Hannu
; …
-
2018
Persistent link: https://www.econbiz.de/10011920696
Saved in:
6
Modelling the relationship between crude oil and agricultural commodity prices
Duc Hong Vo
;
Tan Ngoc Vu
;
Anh The Vo
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011987133
Saved in:
7
Connecting VIX and stock index ETF
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
Saved in:
8
Forecasting the volatility of Nikkei 225 futures
Asai, Manabu
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823321
Saved in:
9
Tourism stocks in times of crises : an econometric investigation of unexpected non-macroeconomic factors
Zopiatis, Anastasios
;
Savva, Christos S.
;
Lambertides, …
-
2017
-
Revised: June 2017
Persistent link: https://www.econbiz.de/10011668137
Saved in:
10
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
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