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~isPartOf:"Econometric theory"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"McAleer, Michael"
~type_genre:"Article in journal"
~type_genre:"Survey"
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Volatility
7
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7
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6
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5
Theory
5
Risk management
4
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3
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Caporale, Guglielmo Maria
McAleer, Michael
Phillips, Peter C. B.
66
Gupta, Rangan
27
Linton, Oliver
27
Taylor, Robert
27
Leybourne, Stephen James
18
Saikkonen, Pentti
18
Horváth, Lajos
17
Kang, Sang Hoon
16
Mensi, Walid
16
Wang, Qiying
16
Xiao, Zhijie
16
Florens, Jean-Pierre
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Lee, Chien-chiang
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Lee, Lung-fei
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Lien, Da-hsiang Donald
15
White, Halbert
15
Andrews, Donald W. K.
14
Hammoudeh, Shawkat
14
Pötscher, Benedikt M.
14
Cavaliere, Giuseppe
13
Chan, Kam C.
13
Li, Qi
13
Perron, Pierre
13
Xuan Vinh Vo
13
Gao, Jiti
12
Hahn, Jinyong
12
Jong, Robert M. de
12
Abadir, Karim Maher
11
Hansen, Bruce E.
11
Jansson, Michael
11
Lee, Hangsuck
11
Lieberman, Offer
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Ling, Shiqing
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Lütkepohl, Helmut
11
Moon, Hyungsik Roger
11
Otsu, Taisuke
11
Ur Rehman, Mobeen
11
Wohar, Mark E.
11
Wooldridge, Jeffrey M.
11
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Econometric theory
The North American journal of economics and finance : a journal of financial economics studies
Journal of economic surveys
27
Econometric reviews
21
Journal of econometrics
21
Journal of risk and financial management : JRFM
21
Applied economics
20
Annals of financial economics
16
Applied financial economics
13
Research in international business and finance
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Applied economics letters
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International journal of finance & economics : IJFE
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10
International review of economics & finance : IREF
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Economics letters
7
Energy economics
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Journal of economics and finance
7
Risks : open access journal
7
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6
Econometrics : open access journal
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of forecasting
6
Journal of international financial markets, institutions & money
6
Review of international economics
6
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
6
Tourism economics : the business and finance of tourism and recreation
6
Empirica : journal of european economics
5
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
5
International review of financial analysis
5
Journal of economic integration
5
The Japanese economic review : the journal of the Japanese Economic Association
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The Manchester School
5
Bulletin of economic research
4
Journal of economics and finance : JEF
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Journal of macroeconomics
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Tourism management : research, policies, practice
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China economic review : an international journal
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ECONIS (ZBW)
13
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13
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1
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
Saved in:
2
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
3
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 250-265
Persistent link: https://www.econbiz.de/10010365769
Saved in:
4
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 519-534
Persistent link: https://www.econbiz.de/10010367563
Saved in:
5
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:
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
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:
8
Generalized autoregressive conditional correlation
McAleer, Michael
;
Chan, Felix
;
Hoti, Suhejla
; …
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1554-1583
Persistent link: https://www.econbiz.de/10003771789
Saved in:
9
Automated inference and learning in modeling financial volatility
McAleer, Michael
- In:
Econometric theory
21
(
2005
)
1
,
pp. 232-261
Persistent link: https://www.econbiz.de/10002674705
Saved in:
10
Asymptotic theory for a vector ARMA-GARCH model
Ling, Shiqing
;
McAleer, Michael
- In:
Econometric theory
19
(
2003
)
2
,
pp. 280-310
Persistent link: https://www.econbiz.de/10001743407
Saved in:
1
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