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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:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Al-Jarrah, Idries Mohammad Wanas"
~person:"Jiang, Yong"
~subject:"ARCH model"
~subject:"Forecasting model"
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Search: subject_exact:"Volatility"
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ARCH model
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Volatility
24
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24
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8
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8
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7
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7
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McAleer, Michael
Al-Jarrah, Idries Mohammad Wanas
Jiang, Yong
Gupta, Rangan
7
Kang, Sang Hoon
5
Mensi, Walid
5
Wu, Xinyu
4
Asai, Manabu
3
Caporin, Massimiliano
3
Chang, Chia-Lin
3
Dai, Zhifeng
3
Hammoudeh, Shawkat
3
Pierdzioch, Christian
3
Qiao, Gaoxiu
3
Teräsvirta, Timo
3
Wohar, Mark E.
3
Zhang, Yaojie
3
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2
Allen, David E.
2
Bordignon, Silvano
2
Chan, Felix
2
Jawadi, Fredj
2
Jung, Hojin
2
Kim, Dong H.
2
Kim, Jong-Min
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Kok Haur Ng
2
Li, Weiping
2
Lin, Ling
2
Liu, Li
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Nonejad, Nima
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Powell, Robert
2
Salisu, Afees A.
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Su, Xianfang
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Tiwari, Aviral Kumar
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Xuan Vinh Vo
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Zhuang, Xintian
2
Al Rababa'a, Abdel Razzaq
1
Alañón Pardo, Ángel
1
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
Econometric reviews
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
45
Discussion paper / Tinbergen Institute
27
Working paper
24
International review of economics & finance : IREF
4
Econometrics : open access journal
3
Energy economics
3
Finance research letters
3
Journal of risk and financial management : JRFM
3
Journal of econometrics
2
Journal of economic surveys
2
Risks : open access journal
2
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1
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1
Contributions to economic analysis
1
Discussion paper / Institute of Social and Economic Research
1
Econometric theory
1
Economic modelling
1
Economics letters
1
International Journal of Financial Studies : open access journal
1
International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Quantifying consumer preferences
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The Korean economic review
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Tinbergen Institute Discussion Paper 2018-052/III
1
Working paper / Graduate Institute of International Studies
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ECONIS (ZBW)
12
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1
Risk spillovers and hedge strategies between global crude oil markets and stock markets : do regime switching processes combining long memory and asymmetry matter?
Lin, Ling
;
Zhou, Zhongbao
;
Jiang, Yong
;
Ou, Yangchen
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012822126
Saved in:
2
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:
3
Assessing risk contagion among the Brent crude oil market, London gold market and stock markets : Evidence based on a new wavelet decomposition approach
Lin, Ling
;
Kuang, Yuanpei
;
Jiang, Yong
;
Su, Xianfang
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012203817
Saved in:
4
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:
5
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:
6
The impact of jumps and leverage in forecasting covolatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 638-650
Persistent link: https://www.econbiz.de/10011795307
Saved in:
7
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:
8
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:
9
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:
10
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:
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