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person:"McAleer, Michael"
~accessRights:"free"
~isPartOf:"Working paper"
~person:"Dijk, Dick van"
~subject:"Spillover effect"
~subject:"Zeitreihenanalyse"
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Spillover effect
Zeitreihenanalyse
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Derivat
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Spillover-Effekt
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McAleer, Michael
Dijk, Dick van
Blazsek, Szabolcs
3
Escribano, Álvaro
3
Yu, Jun
3
Javed, Farrukh
2
Karlsson, Sune
2
Licht, Adrian
2
Neely, Christopher J.
2
Shi, Shuping
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2
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Asai, Manabu
1
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1
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1
Berger, Helge
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Chang, Chia-Lin
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Clark, Todd E.
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De Ponti, Pietro
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Fei, Yijie
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Discussion paper / Tinbergen Institute
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Econometric Institute research papers
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International Journal of Financial Studies : open access journal
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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Tinbergen Institute Discussion Paper 2017-105/III
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Tinbergen Institute Discussion Paper 2018-005/III
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ECONIS (ZBW)
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Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
2
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
3
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
4
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701646
Saved in:
5
Volatility spillovers from the Chinese stock market to economic neighbours
Allena, David E.
;
Amrama, Ron
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413631
Saved in:
6
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
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