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person:"McAleer, Michael"
~isPartOf:"Annals of financial economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Energy economics"
~person:"Ewing, Bradley T."
~subject:"USA"
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Volatility
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McAleer, Michael
Ewing, Bradley T.
Gupta, Rangan
4
Ma, Feng
3
Sadorsky, Perry A.
3
Albulescu, Claudiu Tiberiu
2
Asai, Manabu
2
Bordignon, Silvano
2
Pierdzioch, Christian
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Çepni, Oğuzhan
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Chan, David
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Annals of financial economics
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Energy economics
Econometric Institute research papers
22
Discussion paper / Tinbergen Institute
8
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7
Applied financial economics
2
International review of financial analysis
1
Journal of banking & finance
1
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Journal of economics & business
1
Journal of risk and financial management : JRFM
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Managerial finance
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Progress in economics research
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The econometrics journal
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
4
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1
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:
2
Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
3
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
Saved in:
4
Volatility transmission in the oil and natural gas markets
Ewing, Bradley T.
;
Malik, Farooq
;
Ozfidan, Ozkan
- In:
Energy economics
24
(
2002
)
6
,
pp. 525-538
Persistent link: https://www.econbiz.de/10001713344
Saved in:
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