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person:"McAleer, Michael"
~isPartOf:"Accounting and finance : journal of the Accounting Association of Australia and New Zealand"
~isPartOf:"International journal of forecasting"
~subject:"Capital market returns"
~subject:"Forecasting model"
~subject:"Theorie"
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Search: subject_exact:"Volatility"
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Capital market returns
Forecasting model
Theorie
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Prognoseverfahren
2
Bank risk
1
Bankrisiko
1
Basel Accord
1
Basler Akkord
1
Capital income
1
Co-volatility
1
Commodity derivative
1
Commodity markets
1
Estimation
1
Forecasting
1
Geopolitical risks
1
Geopolitics
1
Geopolitik
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Gold
1
Jumps
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Kapitaleinkommen
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Leverage effects
1
Realized covariance
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Risikomanagement
1
Risikomaß
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Risk management
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Risk measure
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Rohstoffderivat
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Schätzung
1
Simulation
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Spillover effect
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Spillover effects
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Spillover-Effekt
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Theory
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Welt
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McAleer, Michael
Clements, Adam
4
Wang, Yudong
4
Zhang, Yaojie
4
Demetrescu, Matei
3
Gallo, Giampiero M.
3
Lucas, André
3
Ma, Feng
3
Taylor, James W.
3
Taylor, Nicholas
3
Arroyo, Javier
2
Bauwens, Luc
2
Becker, Ralf
2
Catania, Leopoldo
2
Chan, Joshua
2
Chen, Langnan
2
Cipollini, Fabrizio
2
Cross, Jamie
2
Fuertes, Ana María
2
Gerlach, Richard
2
González-Rivera, Gloria
2
Gupta, Rangan
2
He, Mengxi
2
Hou, Chenghan
2
Izzeldin, Marwan
2
Klein, Tony
2
Liao, Yin
2
Luo, Jiawen
2
Lyócsa, Štefan
2
Opschoor, Anne
2
Otranto, Edoardo
2
Poon, Aubrey
2
Rice, Gregory
2
Rombouts, Jeroen V. K.
2
Ruiz, Esther
2
Storti, Giuseppe
2
Sucarrat, Genaro
2
Viceira, Luis M.
2
Wahab, M. I. M.
2
Wu, Chongfeng
2
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
International journal of forecasting
Econometric Institute research papers
33
Discussion paper / Tinbergen Institute
27
Working paper
21
Econometric reviews
8
Journal of econometrics
5
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
Econometrics : open access journal
2
International review of economics & finance : IREF
2
Journal of economic surveys
2
Journal of risk and financial management : JRFM
2
The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Computational economics
1
Econometric theory
1
Economics letters
1
Energy economics
1
Finance research letters
1
Handbook of applied econometrics and statistical inference
1
International journal of economic theory
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
Risks : open access journal
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
The econometrics journal
1
The journal of futures markets
1
Tinbergen Institute Discussion Paper 2018-005/III
1
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1
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
2
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:
3
Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations
Ng, Hock Guan
;
McAleer, Michael
- In:
International journal of forecasting
20
(
2004
)
1
,
pp. 115-129
Persistent link: https://www.econbiz.de/10001918311
Saved in:
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