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person:"McAleer, Michael"
~isPartOf:"Annals of financial economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
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Search: subject_exact:"Volatility"
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Volatility
19
Volatilität
19
Theorie
9
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9
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8
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8
ARCH model
7
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McAleer, Michael
Tiwari, Aviral Kumar
26
Bouri, Elie
25
Ma, Feng
25
Gupta, Rangan
24
Hammoudeh, Shawkat
18
Ji, Qiang
17
Wei, Yu
16
Lucey, Brian M.
15
Roubaud, David
15
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12
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11
Kang, Sang Hoon
11
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11
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10
Demirer, Rıza
9
Sensoy, Ahmet
9
Chevallier, Julien
8
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8
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8
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8
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8
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8
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8
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8
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8
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8
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7
Gozgor, Giray
7
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7
Lyócsa, Štefan
7
Naeem, Muhammad Abubakr
7
Pierdzioch, Christian
7
Sadorsky, Perry A.
7
Zaremba, Adam
7
Arouri, Mohamed
6
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6
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6
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Annals of financial economics
Econometric reviews
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Finance research letters
Econometric Institute research papers
72
Discussion paper / Tinbergen Institute
53
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40
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11
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11
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10
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10
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9
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7
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6
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5
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4
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3
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3
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3
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3
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3
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3
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3
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2
International journal of forecasting
2
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2
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2
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2
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2
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ECONIS (ZBW)
19
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1
Pricing carbon emissions in China
Chang, Chia-Lin
;
Mai, Te-Ke
;
McAleer, Michael
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011958479
Saved in:
2
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
3
The fiction of full BEKK : pricing fossil fuels and carbon emissions
Chang, Chia-Lin
;
McAleer, Michael
- In:
Finance research letters
28
(
2019
),
pp. 11-19
Persistent link: https://www.econbiz.de/10012384032
Saved in:
4
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:
5
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
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
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
- In:
Energy economics
36
(
2013
),
pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
Saved in:
8
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Saved in:
9
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:
10
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
32
(
2010
)
6
,
pp. 1445-1455
Persistent link: https://www.econbiz.de/10008935991
Saved in:
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