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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~language:"eng"
~person:"McAleer, Michael"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Non-commercial literature"
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Volatility
6
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6
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4
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3
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3
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3
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3
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McAleer, Michael
Gupta, Rangan
27
Kang, Sang Hoon
16
Mensi, Walid
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Lee, Chien-chiang
15
Lien, Da-hsiang Donald
15
Hammoudeh, Shawkat
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Chan, Kam C.
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Xuan Vinh Vo
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Hau, Liya
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Pierdzioch, Christian
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Ryu, Doojin
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Zhou, Liyun
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Zhuang, Xintian
7
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Arndt, Sven W.
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Caporin, Massimiliano
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6
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5
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The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
239
Discussion paper / Tinbergen Institute
136
Working paper
121
Journal of economic surveys
26
Journal of econometrics
21
Journal of risk and financial management : JRFM
21
Econometric reviews
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Annals of financial economics
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Working papers in quantitative economics and econometrics
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Applied economics
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School of Accounting, Finance and Economics & FEMARC working paper series
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Discussion paper / Institute of Social and Economic Research
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International review of economics & finance : IREF
9
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Risks : open access journal
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Econometric theory
6
Econometrics : open access journal
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International journal of forecasting
6
Applied financial economics
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Journal of forecasting
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The Japanese economic review : the journal of the Japanese Economic Association
5
Tourism economics : the business and finance of tourism and recreation
5
Working papers in economics and econometrics
5
Discussion papers / Institute of Social and Economic Research
4
Economics letters
4
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
4
Tourism management : research, policies, practice
4
Journal of applied econometrics
3
Managerial finance
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Discussion paper / Center for Economic Research, Tilburg University
2
Finance research letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of macroeconomics
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Journal of time series econometrics
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The econometrics journal
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The economic journal : the journal of the Royal Economic Society
2
The economic record : er
2
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)
7
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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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