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person:"McAleer, Michael"
~isPartOf:""Marco Fanno" Working Papers"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~person:"Koulakiotis, Athanasios"
~person:"Rubio, Gonzalo"
~source:"econis"
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McAleer, Michael
Koulakiotis, Athanasios
Rubio, Gonzalo
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"Marco Fanno" Working Papers
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Feedback trading strategies and long-term volatility
Kyriakou, Maria I.
;
Babalos, Vassilios
;
Kiohos, Apostolos
; …
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 181-189
Persistent link: https://www.econbiz.de/10012417561
Saved in:
2
Variance swaps, non-normality and macroeconomic and financial risks
Nieto Domenech, Belen
;
Novales, Alfonso
;
Rubio, Gonzalo
- In:
The quarterly review of economics and finance : journal …
54
(
2014
)
2
,
pp. 257-270
Persistent link: https://www.econbiz.de/10010467548
Saved in:
3
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
- In:
The quarterly review of economics and finance : journal …
51
(
2011
)
4
,
pp. 435-441
Persistent link: https://www.econbiz.de/10009373135
Saved in:
4
Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
Hammoudeh, Shawkat M.
;
Yuan, Yuan
;
McAleer, Michael
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
3
,
pp. 829-842
Persistent link: https://www.econbiz.de/10003873635
Saved in:
5
Volatility and error transmission spillover effects : evidence from three European financial regions
Koulakiotis, Athanasios
;
Dasilas, Apostolos
; …
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
3
,
pp. 858-869
Persistent link: https://www.econbiz.de/10003873640
Saved in:
6
Autoregressive conditional volatility, skewness and kurtosis
León Valle, Ángel Manuel
;
Rubio, Gonzalo
;
Serna, Gregorio
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
4/5
,
pp. 599-618
Persistent link: https://www.econbiz.de/10003099285
Saved in:
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