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person:"McAleer, Michael"
~isPartOf:"Accounting and finance : journal of the Accounting Association of Australia and New Zealand"
~isPartOf:"Contributions to economic analysis"
~isPartOf:"Journal of economic surveys"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Al-Jarrah, Idries Mohammad Wanas"
~subject:"ARCH model"
~subject:"United States"
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Search: subject_exact:"Volatility"
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ARCH model
United States
Volatility
12
Volatilität
12
ARCH-Modell
8
Risk management
5
Forecasting model
4
Portfolio selection
4
Portfolio-Management
4
Prognoseverfahren
4
Risikomanagement
4
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4
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4
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3
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3
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3
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2
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McAleer, Michael
Al-Jarrah, Idries Mohammad Wanas
Gupta, Rangan
8
Kang, Sang Hoon
6
Mensi, Walid
6
Wu, Xinyu
4
Xuan Vinh Vo
4
Chang, Chia-Lin
3
Hammoudeh, Shawkat
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2
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2
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2
Kok Haur Ng
2
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2
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Nonejad, Nima
2
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2
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2
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1
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1
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
Contributions to economic analysis
Journal of economic surveys
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
50
Discussion paper / Tinbergen Institute
25
Working paper
21
Econometric reviews
5
Journal of risk and financial management : JRFM
4
Econometrics : open access journal
3
Energy economics
3
International review of economics & finance : IREF
2
Journal of econometrics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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1
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1
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1
Discussion paper / Institute of Social and Economic Research
1
Econometric theory
1
Economics letters
1
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1
International Journal of Financial Studies : open access journal
1
International journal of forecasting
1
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1
Quantifying consumer preferences
1
Risks : open access journal
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
The Korean economic review
1
The econometrics journal
1
Tinbergen Institute Discussion Paper 2018-052/III
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Working paper / Graduate Institute of International Studies
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ECONIS (ZBW)
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1
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
2
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
3
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 519-534
Persistent link: https://www.econbiz.de/10010367563
Saved in:
4
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
5
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
6
It pays to violate : how effective are the Basel accord penalties in encouraging risk management?
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
- In:
Accounting and finance : journal of the Accounting …
52
(
2012
)
1
,
pp. 95-116
Persistent link: https://www.econbiz.de/10009512724
Saved in:
7
A scientific classification of volatility models
Caporin, Massimiliano
;
McAleer, Michael
- In:
Journal of economic surveys
24
(
2010
)
1
,
pp. 192-195
Persistent link: https://www.econbiz.de/10003948949
Saved in:
8
Modelling the riskiness in country risk ratings
Hoti, Suhejla
;
McAleer, Michael
-
2005
-
1. ed.
Persistent link: https://www.econbiz.de/10002524796
Saved in:
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