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person:"McAleer, Michael"
~accessRights:"free"
~isPartOf:"Working paper"
~person:"Andersen, Torben G."
~person:"Baruník, Jozef"
~subject:"Capital income"
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McAleer, Michael
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The impact of China on stock returns and volatility in the Taiwan tourism industry
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
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2013
Persistent link: https://www.econbiz.de/10010188543
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2
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
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2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
3
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
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2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
4
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
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