Narrow search
Showing 1 - 8 of 8
Cover Image
Volatility spillovers between energy and agricultural markets : a critical appraisal of theory and practice
Chang, Chia-Lin; Li, Yiying; McAleer, Michael - 2015
Persistent link: https://www.econbiz.de/10011432558
Cover Image
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2015
Persistent link: https://www.econbiz.de/10011432589
Cover Image
A multivariate asymmetric long memory conditional volatility model with x, regularity and asymptotics
Asai, Manabu; McAleer, Michael - 2016
Persistent link: https://www.econbiz.de/10011541169
Cover Image
Asymptotic theory for extended asymmetric multivariate GARCH processes
Asai, Manabu; McAleer, Michael - 2016
Persistent link: https://www.econbiz.de/10011541171
Cover Image
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2016
Persistent link: https://www.econbiz.de/10011823323
Cover Image
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu; Chang, Chia-Lin; McAleer, Michael; … - 2018
Persistent link: https://www.econbiz.de/10011920705
Cover Image
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano; McAleer, Michael - 2012 - Rev.
Persistent link: https://www.econbiz.de/10009619553
Cover Image
Asymmetry and leverage in realized volatility
Asai, Manabu (contributor); McAleer, Michael (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003780794