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person:"McAleer, Michael"
~accessRights:"restricted"
~isPartOf:"Annals of financial economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~person:"Chevallier, Julien"
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Volatility
11
Volatilität
11
ARCH model
6
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6
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5
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5
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4
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McAleer, Michael
Chevallier, Julien
Tiwari, Aviral Kumar
27
Bouri, Elie
25
Ma, Feng
25
Gupta, Rangan
23
Ji, Qiang
17
Lucey, Brian M.
15
Roubaud, David
15
Wei, Yu
15
Hammoudeh, Shawkat
12
Shahzad, Syed Jawad Hussain
12
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11
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10
Wang, Yudong
10
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9
Kang, Sang Hoon
9
Uddin, Mohammed Gazi Salah
9
Lau, Chi Keung
8
Liang, Chao
8
Lu, Xinjie
8
Lyócsa, Štefan
8
Mensi, Walid
8
Molnár, Peter
8
Pierdzioch, Christian
8
Wang, Jiqian
8
Yoon, Seong-min
8
Zhang, Yaojie
8
Dai, Zhifeng
7
Gillas, Konstantinos Gkillas
7
Gozgor, Giray
7
Lin, Boqiang
7
Naeem, Muhammad Abubakr
7
Sensoy, Ahmet
7
Wohar, Mark E.
7
Zaremba, Adam
7
Abakah, Emmanuel Joel Aikins
6
Das, Debojyoti
6
Do, Hung Xuan
6
Filis, George
6
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6
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6
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Annals of financial economics
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6
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4
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3
International review of economics & finance : IREF
3
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3
The North American Journal of Economics and Finance
3
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ECONIS (ZBW)
11
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1
Which exogenous driver is informative in forecasting European carbon volatility : bond, commodity, stock or uncertainty?
Wang, Jiqian
;
Guo, Xiaozhu
;
Tan, Xueping
;
Chevallier, Julien
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437106
Saved in:
2
Pricing carbon emissions in China
Chang, Chia-Lin
;
Mai, Te-Ke
;
McAleer, Michael
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011958479
Saved in:
3
Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
4
Asymmetric volatility in cryptocurrency markets : new evidence from smooth transition GARCH models
Cheikh, Nidhaleddine Ben
;
Zaied, Younes Ben
; …
- In:
Finance research letters
35
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012438388
Saved in:
5
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets
Urom, Christian
;
Chevallier, Julien
;
Zhu, Bangzhu
- In:
Energy economics
85
(
2020
),
pp. 1-45
Persistent link: https://www.econbiz.de/10012510103
Saved in:
6
The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin
;
McAleer, Michael
- In:
Finance research letters
28
(
2019
),
pp. 11-19
Persistent link: https://www.econbiz.de/10012384032
Saved in:
7
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
8
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
9
"De-financialization" of commodities? : evidence from stock, crude oil and natural gas markets
Zhang, Yue-jun
;
Chevallier, Julien
;
Guesmi, Khaled
- In:
Energy economics
68
(
2017
),
pp. 228-239
Persistent link: https://www.econbiz.de/10011905697
Saved in:
10
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
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