Narrow search
Showing 561 - 570 of 2,508
Cover Image
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael; … - 2010
Persistent link: https://www.econbiz.de/10008689074
Cover Image
Realized volatility risk
Allen, David E.; McAleer, Michael; Scharth, Marcel - 2010
Persistent link: https://www.econbiz.de/10008689075
Cover Image
Asymmetry and long memory in volatility modelling
Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C. - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008695596
Cover Image
Model selection and testing of conditional and stochastic volatility models
Caporin, Massimiliano; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008695598
Cover Image
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu; Chang, Chia-Lin; Chen, Chi-chung; … - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008695601
Cover Image
Globalization and knowledge spillover : international direct investment, exports and patents
Chang, Chia-Lin; Chen, Sung-po; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008695602
Cover Image
VaR forecasts and dynamic conditional correlations for spot and futures returns on stocks and bonds
Hakim, Abdul; McAleer, Michael - 2009
Persistent link: https://www.econbiz.de/10003908707
Cover Image
Dynamic conditional correlations in international stock, bond and foreign exchange markets : emerging markets evidence
Hakim, Abdul; McAleer, Michael - 2009
Persistent link: https://www.econbiz.de/10003908709
Cover Image
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Khamkaew, Tanchanok; Tansuchat, Roengchai; Chang, Chia-Lin - 2009
Persistent link: https://www.econbiz.de/10003908711
Cover Image
Modelling long memory volatility in agricultural commodity futures returns
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2009
Persistent link: https://www.econbiz.de/10003909568