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~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Behavioral economics"
~subject:"Volatility"
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Behavioral economics
Volatility
Volatilität
11
Estimation
6
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4
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4
Capital income
4
Kapitaleinkommen
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McAleer, Michael
9
Chang, Chia-Lin
3
Chen, Chi-chung
2
Hammoudeh, Shawkat
2
Roengchai Tansuchat
2
Asai, Manabu
1
Białkowski, Je̜drzej
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Caporin, Massimiliano
1
Chen, Ping-yu
1
Etebari, Ahmad
1
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1
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1
Lan Fen Chu
1
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1
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1
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1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
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1
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1
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
497
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
88
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
C.E.P.R. Discussion Papers
22
Centre for Analytical Finance <Århus>
19
World Bank
18
International Monetary Fund
16
Université Paris-Dauphine (Paris IX)
15
Federal Reserve Bank of St. Louis
13
Svenska Handelshögskolan <Helsinki>
12
European University Institute / Department of Economics
11
Internationaler Währungsfonds / Research Department
11
Centre for Growth and Business Cycle Research <Manchester>
10
Ekonomiska forskningsinstitutet <Stockholm>
10
Institut für Weltwirtschaft
10
Chambre de commerce et d'industrie de Paris
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
9
Cowles Foundation for Research in Economics, Yale University
9
National Centre for Econometric Research (NCER)
9
Department of Economics, Oxford University
8
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8
Federal Reserve Bank of New York
8
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8
European Central Bank
7
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
7
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7
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7
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6
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6
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6
Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Università degli Studi di Firenze
6
Federal Reserve Bank of San Francisco
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Institute of Economic Research, Kyoto University
6
Institute of Finance and Accounting <London>
6
Tinbergen Instituut
6
Birkbeck College / Department of Economics
5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
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ECONIS (ZBW)
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1
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
Modelling long memory
volatility
in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
3
Forecasting value-at-risk using block structure multivariate stochastic
volatility
models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
4
Estimating the leverage parameter of continuous-time stochastic
volatility
models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
5
Modelling conditional correlations in the
volatility
of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
Saved in:
6
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
7
Exchange rate and industrial commodity
volatility
transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
8
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
9
Forecasting realized
volatility
with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
10
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
Saved in:
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