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~person:"McAleer, Michael"
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European stock markets
6
Co-dependence modelling
4
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Regular Vine Copulas
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Aktienmarkt
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McAleer, Michael
Caporale, Guglielmo Maria
61
Gupta, Rangan
43
Gil-Alaña, Luis A.
24
Guesmi, Khaled
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Spagnolo, Nicola
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Mensi, Walid
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Hammoudeh, Shawkat
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Ferreira, Paulo
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Nguyen, Duc Khuong
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Alagidede, Paul
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Rault, Christophe
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Shahzad, Syed Jawad Hussain
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You, Kefei
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Demirer, Rıza
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Schmitt, Noemi
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Zaremba, Adam
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Hanousek, Jan
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Bohl, Martin T.
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Pierdzioch, Christian
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Beirne, John
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Berlemann, Michael
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Camilleri, Silvio John
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Donadelli, Michael
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Floros, Christos
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Kumar, Dilip
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Lyócsa, Štefan
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Panagiotidis, Theodore
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Schulze-Ghattas, Marianne
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Zhou, Wei-Xing
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Aslam, Faheem
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Bouri, Elie
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Guidi, Francesco
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Hassan, M. Kabir
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1
Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2017
framework of the ARCH model. In empirical analysis we found that volatility co-movement exists among closelylinked
stock
markets
…
Persistent link: https://www.econbiz.de/10011662520
Saved in:
2
Testing for volatility co-movement in bivariate stochastic volatility models
Chen, Jinghui
;
Kobayashi, Masahito
;
McAleer, Michael
-
2017
-
Revised: February 2017
framework of the ARCH model. In empirical analysis we found that volatility co-movement exists among closelylinked
stock
markets
…
Persistent link: https://www.econbiz.de/10011602570
Saved in:
3
Risk Measurement and Risk Modelling using Applications of Vine Copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay K.
-
2014
Vine copulas in an analysis of the co-dependencies of 10 major European
Stock
Markets
, as represented by individual market …
Persistent link: https://www.econbiz.de/10010377220
Saved in:
4
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay K.
-
2014
Vine copulas in an analysis of the co-dependencies of 10 major European
Stock
Markets
, as represented by individual market …
Persistent link: https://www.econbiz.de/10010349457
Saved in:
5
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
6
Risk Measurement and Risk Modelling using Applications of Vine Copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay K.
-
Tinbergen Instituut
-
2014
Vine copulas in an analysis of the co-dependencies of 10 major European
Stock
Markets
, as represented by individual market …
Persistent link: https://www.econbiz.de/10011272582
Saved in:
7
Risk Measurement and risk modelling using applications of Vine Copulas
Allen, David Edmund
;
McAleer, Michael
;
Singh, Abhay K.
-
Facultad de Ciencias Económicas y Empresariales, …
-
2014
Vine copulas in an analysis of the co-dependencies of 10 major European
Stock
Markets
, as represented by individual market …
Persistent link: https://www.econbiz.de/10011079162
Saved in:
8
Risk Measurement and Risk Modelling Using Applications of Vine Copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay K.
-
Department of Economics and Finance, College of …
-
2014
Vine copulas in an analysis of the co-dependencies of 10 major European
Stock
Markets
, as represented by individual market …
Persistent link: https://www.econbiz.de/10010907430
Saved in:
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