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~type_genre:"Arbeitspapier"
~subject:"United States"
~person:"McAleer, Michael"
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Volatility
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McAleer, Michael
Stulz, René M.
54
Gupta, Rangan
52
Bebchuk, Lucian A.
47
Miller, Stephen M.
44
Autor, David H.
43
Redding, Stephen
42
Caporale, Guglielmo Maria
39
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36
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35
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33
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31
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31
Greenwood, Jeremy
31
Williams, John C.
31
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29
Bloom, Nicholas
29
Chiswick, Barry R.
29
Outlaw, Joe L.
29
Riker, David A.
29
Viscusi, W. Kip
29
Bernard, Andrew B.
28
Richardson, James W.
28
Van Reenen, John
28
Wolff, Edward N.
28
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27
Jensen, J. Bradford
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Timmermann, Allan
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Zingales, Luigi
27
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26
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26
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26
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25
Violante, Giovanni L.
25
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24
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ECONIS (ZBW)
37
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The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
Saved in:
2
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
3
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2018
-
Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Saved in:
4
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2017
-
Revised: April 2017
Persistent link: https://www.econbiz.de/10011659228
Saved in:
5
Theory and application of an economic performance measure of risk
Niu, Cuizhen
;
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
-
2017
Persistent link: https://www.econbiz.de/10011668139
Saved in:
6
A new inequality measure that is sensitive to extreme values and asymmetries
McAleer, Michael
;
Ryu, Hang-keun
;
Slottje, Daniel Jonathan
-
2017
Persistent link: https://www.econbiz.de/10011742718
Saved in:
7
Connecting VIX and stock index ETF
Chang, Chia-Lin
;
Hsieh, Tai-Lin
;
McAleer, Michael
-
2017
-
Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
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
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:
10
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yanghuiting
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500276
Saved in:
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