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isPartOf:"The electricity journal"
~institution:"American Finance Association"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Working paper"
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The electricity journal
The journal of finance : the journal of the American Finance Association
Working paper
Papers and proceedings / American Finance Association : annual meeting
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A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
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2012
Persistent link: https://www.econbiz.de/10009562986
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2
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
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2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
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3
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
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2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
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4
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
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5
Papers and proceedings, sixty-second annual meeting / American Finance Association : Atlanta, Georgia, January 4 - 6, 2002
O'Hara, Maureen
(
contributor
)
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American Finance Association
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2002
Persistent link: https://www.econbiz.de/10001694215
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6
Papers and proceedings, sixtieth annual meeting / American Finance Association : Boston, Massachusetts, January 7 - 9, 2000
Allen, Franklin
(
contributor
)
-
American Finance Association
-
2000
Persistent link: https://www.econbiz.de/10001509507
Saved in:
7
Papers and proceedings : Fifty-ninth annual meeting, New York, New York January 4-6, 1999 // American Finance Association. Hans R. Stoll, selection ed.
Stoll, Hans R.
(
contributor
)
-
American Finance Association
-
1999
Persistent link: https://www.econbiz.de/10001395744
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