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A fractionally integrated wishart stochastic volatility model
Asai, Manabu; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009724817
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Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu; Chang, Chia-Lin; Chen, Chi-chung; … - 2013
Persistent link: https://www.econbiz.de/10009724819
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Financial dependence analysis : applications of vine copulae
Allen, David E.; Ashraf, Mohammad A.; McAleer, Michael; … - 2013
Persistent link: https://www.econbiz.de/10009724821
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Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009724823
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Return-volatility relationship : insights from linear and non-linear quantile regression
Allen, David E.; Singh, Abhay Kumar; Powell, Robert; … - 2013
Persistent link: https://www.econbiz.de/10009724826
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Are forecast updates progressive?
Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009725301
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Ten things you should know about DCC
Caporin, Massimiliano; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009725302
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Modeling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu; Chang, Chia-Lin; Chen, Chi-chung; … - 2013
Persistent link: https://www.econbiz.de/10009701639
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Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009701642
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Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin; Hsu, Hui-kuang; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009701646