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~isPartOf:"Econometric Institute research papers"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
~subject:"World"
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Stochastischer Prozess
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McAleer, Michael
7
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1
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10010507684
Saved in:
2
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
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3
Statistical institutes and economic prosperity
Franses, Philip Hans
;
Legerstee, Rianne
-
2012
Persistent link: https://www.econbiz.de/10009619556
Saved in:
4
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
5
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008664052
Saved in:
6
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat M.
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987666
Saved in:
7
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003987296
Saved in:
8
A simple expected volatility (SEV) index : application to SET50 index options
Wiphatthanananthakul, Chatayan
;
McAleer, Michael
-
2008
Persistent link: https://www.econbiz.de/10003893426
Saved in:
9
Modelling and optimizing imperfect maintenance of coatings on steel structures
Nicolai, R. P.
(
contributor
);
Frenk, Johannes G.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003755979
Saved in:
10
The ship recycling conundrum : an econometric analysis of market dynamics and industry trends
Knapp, Sabine
(
contributor
);
Kumar, Shashi N.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003754158
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