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~person:"McAleer, Michael"
~subject:"Spillover effect"
~type_genre:"Graue Literatur"
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Spillover effect
Volatility
72
Volatilität
71
ARCH model
51
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Theorie
46
Theory
46
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39
Prognoseverfahren
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Spillover-Effekt
23
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Graue Literatur
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English
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McAleer, Michael
Chang, Chia-Lin
17
Keller, Wolfgang
12
Van Reenen, John
11
Zenou, Yves
11
Žigić, Krešimir
10
Caporale, Guglielmo Maria
9
Görg, Holger
9
Veugelers, Reinhilde
9
Amir, Rabah
8
König, Michael D.
8
Weber, Enzo
8
Antonakakis, Nikolaos
7
Bitzer, Jürgen
7
Di Giovanni, Julian
7
Golombek, Rolf
7
Hoel, Michael
7
Kose, M. Ayhan
7
Neary, J. Peter
7
Newman, Carol
7
Spagnolo, Nicola
7
Belke, Ansgar
6
Blomström, Magnus
6
Cantner, Uwe
6
Felbermayr, Gabriel
6
Fischer, Manfred M.
6
Gorodnichenko, Yuriy
6
Gupta, Rangan
6
Hale, Galina
6
Huber, Florian
6
Lambertini, Luca
6
Liu, Xiaodong
6
Ohnsorge, Franziska
6
Peri, Giovanni
6
Pyka, Andreas
6
Scharler, Johann
6
Steinwender, Claudia
6
Swales, John Kim
6
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6
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University of Canterbury / Dept. of Economics and Finance
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Econometric Institute research papers
15
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8
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ECONIS (ZBW)
23
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1
Risk spillovers in returns for Chinese and international tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823285
Saved in:
2
Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2018
Persistent link: https://www.econbiz.de/10011863536
Saved in:
3
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011432792
Saved in:
4
Modelling volatility spillovers for bio-ethanol, sugarcane and corn
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
-
Revised
Persistent link: https://www.econbiz.de/10011448000
Saved in:
5
Testing for a common volatility process and information spillovers in bivariate financial time series models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2016
-
Revised
Persistent link: https://www.econbiz.de/10011448006
Saved in:
6
Realized matrix-exponential stochastic volatility with asymmetry, long memory and spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011631770
Saved in:
7
Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
-
Revised: December 2016
Persistent link: https://www.econbiz.de/10011631784
Saved in:
8
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
Saved in:
9
Volatility spillovers for spot, futures, and ETF prices in Energy and Agriculture
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541148
Saved in:
10
Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China
Chang, Chia-Lin
;
McAleer, Michael
;
Tian, Jiarong
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541151
Saved in:
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