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~isPartOf:"Working paper"
~person:"Krueger, Alan B."
~person:"McAleer, Michael"
~subject:"ARCH model"
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Search: ("Europäische Wirtschafts- und Währungsunion" OR "Internationale Handelspolitik" OR "USA" OR "WTO-Regeln") AND NOT isPartOf:Wirtschaftsdienst
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Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
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2
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008760507
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3
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
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