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~language:"eng"
~language:"frm"
~person:"McAleer, Michael"
~person:"Salvanes, Kjell G."
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Volatility
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McAleer, Michael
Salvanes, Kjell G.
Minford, Patrick
222
Audretsch, David B.
201
Henrekson, Magnus
183
Hayo, Bernd
181
Wagner, Joachim
174
Fritsch, Michael
172
Caporale, Guglielmo Maria
171
Stulz, René M.
135
Chang, Chia-Lin
129
Gupta, Rangan
126
Frey, Bruno S.
121
Foss, Nicolai J.
118
Arruñada, Benito
117
Chiarella, Carl
117
Sunstein, Cass R.
117
Kamihigashi, Takashi
114
Meenagh, David
114
Nijkamp, Peter
113
Estrin, Saul
105
Galí, Jordi
103
Budzinski, Oliver
102
Schjelderup, Guttorm
101
Flaschel, Peter
99
Härdle, Wolfgang
99
Torgler, Benno
99
Acs, Zoltán J.
98
Casson, Mark
98
Bebchuk, Lucian A.
97
Canova, Fabio
97
Wen, Yi
95
Gil-Alaña, Luis A.
93
Tillmann, Peter
91
White, Lawrence J.
91
Bilgin, Mehmet Huseyin
90
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90
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90
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90
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65
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17
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Journal of Risk and Financial Management
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1
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School of Accounting, Finance and Economics & FEMARC working paper series
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Seoul journal of economics
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The journal of industrial economics
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Tinbergen Institute Discussion Paper 2018-024/III
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Universität Bonn - Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA) - Discussion Papers in 2008
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ECONIS (ZBW)
294
RePEc
76
EconStor
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USB Cologne (business full texts)
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81
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
82
GFC-robust risk management under the Basel Accord using extreme value methodologies
Santos, Paulo Araújo
;
Jiménez-Martín, Juan-Ángel
; …
-
2011
Persistent link: https://www.econbiz.de/10009413652
Saved in:
83
Citations and impact of ISI tourism and hospitality journals
Chang, Chia-Lin
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413657
Saved in:
84
Risk management of risk under the Basel Accord : a Bayesian approach to forecasting value-at-risk of VIX futures
Casarin, Roberto
;
Chang, Chia-Lin
;
Jiménez-Martín, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413659
Saved in:
85
Financial credit risk and core enterprise supply chains
Mou, WeiMing
;
Wong, Wing Keung
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011868778
Saved in:
86
Financial credit risk evaluation based on core enterprise supply chains
Mou, WeiMing
;
Wong, Wing Keung
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011920692
Saved in:
87
Size, internationalization and university rankings : evaluating and predicting times higher education (THE) data for Japan
McAleer, Michael
;
Nakamura, Tamotsu
;
Watkins, Clinton
-
2019
-
Revised: March 2019
Persistent link: https://www.econbiz.de/10011986990
Saved in:
88
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
89
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
90
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10008688580
Saved in:
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