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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~person:"Asai, Manabu"
~person:"McAleer, Michael"
~person:"Nguyen, Duc Khuong"
~person:"Zakoïan, Jean-Michel"
~subject:"ARCH-Modell"
~type_genre:"Article in journal"
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ARCH-Modell
Volatility
8
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8
Risk management
5
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4
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Asai, Manabu
McAleer, Michael
Nguyen, Duc Khuong
Zakoïan, Jean-Michel
Kang, Sang Hoon
5
Mensi, Walid
5
Gupta, Rangan
4
Wu, Xinyu
4
Chang, Chia-Lin
3
Hammoudeh, Shawkat
3
Qiao, Gaoxiu
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Allen, David E.
2
Balcilar, Mehmet
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Chen, Cathy W. S.
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Kok Haur Ng
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Lin, Ling
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Lin, Shin-Hung
2
Liu, Fang
2
Nonejad, Nima
2
Powell, Robert
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Su, Xianfang
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Tian, Shuairu
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Wang, Xingchun
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Xuan Vinh Vo
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Yoon, Seong-min
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Zhuang, Xintian
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Al Rababa'a, Abdel Razzaq
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1
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
11
Energy economics
9
Econometric theory
6
Econometrics : open access journal
5
Journal of economic surveys
4
Econometric reviews
3
International review of economics & finance : IREF
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of forecasting
3
Journal of international financial markets, institutions & money
3
Journal of risk and financial management : JRFM
3
Journal of time series econometrics
3
Annals of economics and statistics
2
Applied economics
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Computational economics
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Economic modelling
2
Finance research letters
2
International journal of forecasting
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Applied financial economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Economia : revista da ANPEC
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Economics letters
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European business review : EBR ; the official journal of the International Management Centres, Europe
1
International Journal of Financial Studies : open access journal
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of international money and finance
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Journal of quantitative economics : official journal of the Indian Econometric Society
1
Journal of the American Statistical Association : JASA
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Journal of the Operational Research Society : OR
1
Managerial finance
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Quantitative finance
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Review of accounting & finance
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Risks : open access journal
1
The Japanese economic review : the journal of the Japanese Economic Association
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The Korean economic review
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ECONIS (ZBW)
4
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1
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:
2
Forecasting volatility via stock return, range, trading volume and spillover effects : the case of Brazil
Asai, Manabu
;
Brugal, Ivan
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 202-213
Persistent link: https://www.econbiz.de/10009779296
Saved in:
3
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:
4
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:
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