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~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~person:"McAleer, Michael"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Volatilität
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4
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McAleer, Michael
Gupta, Rangan
7
Ma, Feng
7
Hammoudeh, Shawkat
5
Mensi, Walid
5
Arize, Augustine Chuck
4
Caporin, Massimiliano
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Kang, Sang Hoon
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Xuan Vinh Vo
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International review of economics & finance : IREF
Econometric reviews
13
Journal of econometrics
9
The North American journal of economics and finance : a journal of financial economics studies
6
Journal of risk and financial management : JRFM
5
Energy economics
4
Econometrics : open access journal
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International journal of forecasting
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Journal of economic surveys
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
4
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1
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
2
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 159-175
Persistent link: https://www.econbiz.de/10011740133
Saved in:
3
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
4
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
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