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person:"McAleer, Michael"
~isPartOf:"Accounting and finance : journal of the Accounting Association of Australia and New Zealand"
~isPartOf:"Econometric reviews"
~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"
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Search: subject_exact:"Volatility"
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ARCH model
Volatility
24
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24
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10
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9
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7
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7
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McAleer, Michael
Al-Jarrah, Idries Mohammad Wanas
Kang, Sang Hoon
5
Mensi, Walid
5
Wu, Xinyu
4
Caporin, Massimiliano
3
Chan, Felix
3
Chang, Chia-Lin
3
Gupta, Rangan
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Qiao, Gaoxiu
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3
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2
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2
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2
Kok Haur Ng
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2
Nonejad, Nima
2
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2
Su, Xianfang
2
Xuan Vinh Vo
2
Zhuang, Xintian
2
Al Rababa'a, Abdel Razzaq
1
Alañón Pardo, Ángel
1
Alexander, Carol
1
Alghalith, Moawia
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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
Econometric reviews
Journal of economic surveys
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
36
Discussion paper / Tinbergen Institute
21
Working paper
16
Econometrics : open access journal
3
Energy economics
3
Journal of risk and financial management : JRFM
3
International review of economics & finance : IREF
2
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1
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1
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1
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Econometric theory
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Economics letters
1
Finance research letters
1
International Journal of Financial Studies : open access journal
1
International journal of forecasting
1
Journal of econometrics
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 quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Tinbergen Institute Discussion Paper 2018-052/III
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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
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:
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
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:
7
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:
8
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
9
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:
10
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
Saved in:
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