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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
Saved in:
2
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
3
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
Saved in:
4
Asymptotic theory for extended asymmetric multivariate GARCH processes
Asai, Manabu
;
McAleer, Michael
-
2016
Persistent link: https://www.econbiz.de/10011541171
Saved in:
5
Cluster correspondence analysis
Velden, Michel van de
;
D'Enza, Alfonso Iodice
;
Palumbo, …
-
2015
Persistent link: https://www.econbiz.de/10010502739
Saved in:
6
Parameter estimation in multivariate logit models with many binary choices
Bel, Koen
;
Fok, Dennis
;
Paap, Richard
-
2015
Persistent link: https://www.econbiz.de/10010503419
Saved in:
7
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
Saved in:
8
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
9
Multidimensional scaling
Groenen, Patrick J. F.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055664
Saved in:
10
Semiparametric multivariate volatility models
Hafner, Christian M.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002056036
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