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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~person:"Caporale, Guglielmo Maria"
~person:"McAleer, Michael"
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
~type_genre:"Survey"
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Volatility
6
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6
Risk management
4
ARCH model
3
ARCH-Modell
3
Financial crisis
3
Finanzkrise
3
Options
3
Portfolio selection
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Caporale, Guglielmo Maria
McAleer, Michael
Phillips, Peter C. B.
Gupta, Rangan
27
Kang, Sang Hoon
16
Mensi, Walid
16
Lee, Chien-chiang
15
Lien, Da-hsiang Donald
15
Hammoudeh, Shawkat
14
Chan, Kam C.
13
Xuan Vinh Vo
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Lee, Hangsuck
11
Ur Rehman, Mobeen
11
Wohar, Mark E.
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Yoon, Seong-min
10
Zhu, Huiming
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Hamori, Shigeyuki
9
Al-Yahyaee, Khamis Hamed
8
Balcilar, Mehmet
8
Wang, Xingchun
8
Hau, Liya
7
Pierdzioch, Christian
7
Ryu, Doojin
7
Von Furstenberg, George M.
7
Zhou, Liyun
7
Zhuang, Xintian
7
Anwar, Sajid
6
Arndt, Sven W.
6
Caporin, Massimiliano
6
Chen, Carl R.
6
Chung, Chune Young
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Dai, Zhifeng
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Huang, Wenli
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Huang, Ying
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Kinkyō, Takuji
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Salisu, Afees A.
6
Yao, Can-Zhong
6
Yin, Libo
6
Bouri, Elie
5
Chan, Chia-Ying
5
Chang, Chia-Lin
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Chen, Mei-Ping
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The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
87
Econometric theory
72
Econometric reviews
37
Journal of economic surveys
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Journal of risk and financial management : JRFM
21
Applied economics
20
Annals of financial economics
16
The econometrics journal
14
Applied financial economics
13
Economics letters
13
Research in international business and finance
13
Applied economics letters
11
International journal of finance & economics : IJFE
11
Journal of international money and finance
11
Economic modelling
10
International review of economics & finance : IREF
10
Journal of applied econometrics
10
Econometrics : open access journal
9
Finance research letters
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International economic review
8
Journal of forecasting
8
Oxford bulletin of economics and statistics
8
Energy economics
7
Journal of economics and finance
7
Risks : open access journal
7
Computational economics
6
International journal of forecasting
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Journal of international financial markets, institutions & money
6
New Zealand economic papers
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
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ECONIS (ZBW)
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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:
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