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institution:"Agricultural and Applied Economics Association - AAEA"
~institution:"London School of Economics and Political Science"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"ARCH model"
~subject:"World"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Volatility"
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ARCH model
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12
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12
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6
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5
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4
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McAleer, Michael
4
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2
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2
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1
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1
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1
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Agricultural and Applied Economics Association - AAEA
London School of Economics and Political Science
University of Canterbury / Dept. of Economics and Finance
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
4
Ekonomiska forskningsinstitutet <Stockholm>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
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Federal Reserve Bank of St. Louis
2
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2
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National Bureau of Economic Research
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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William Davidson Institute <Ann Arbor, Mich.>
2
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1
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Bank für Internationalen Zahlungsausgleich
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Bundesanstalt für Geowissenschaften und Rohstoffe
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Center for Economic Research <Tilburg>
1
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Conference on Financial Stability <1993, Sydney>
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Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
2
Approximating volatilities by asymmetric power GARCH function
Penzer, Jeremy
(
contributor
);
Wang, Mingjin
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075165
Saved in:
3
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
4
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
5
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
Saved in:
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