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person:"McAleer, Michael"
~isPartOf:"Annals of financial economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Finance research letters"
~person:"Salman, Asma"
~person:"Yarovaya, Larisa"
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Search: subject_exact:"Volatility"
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Volatility
22
Volatilität
22
Estimation
9
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8
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McAleer, Michael
Salman, Asma
Yarovaya, Larisa
Bouri, Elie
10
Gupta, Rangan
10
Roubaud, David
9
Lucey, Brian M.
8
Tiwari, Aviral Kumar
8
Corbet, Shaen
7
Sensoy, Ahmet
7
Asai, Manabu
6
Lyócsa, Štefan
6
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6
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6
Wei, Yu
6
Ji, Qiang
5
Wu, Xinyu
5
Cavaliere, Giuseppe
4
Chang, Bisharat Hussain
4
Das, Debojyoti
4
Gillas, Konstantinos Gkillas
4
Gozgor, Giray
4
Lau, Chi Keung
4
Lu, Xinjie
4
Luo, Xingguo
4
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4
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4
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4
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4
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4
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4
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3
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3
Arouri, Mohamed
3
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3
Caporale, Guglielmo Maria
3
Chen, Jun-Home
3
Chi, Xie
3
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3
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3
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Annals of financial economics
Econometric reviews
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Econometric Institute research papers
72
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53
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40
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11
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3
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3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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ECONIS (ZBW)
22
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1
The asymmetric effect of the extreme changes in the economic policy uncertainty on the exchange rates : evidence from emerging seven countries
Maydybura, Alina
;
Gohar, Raheel
;
Salman, Asma
;
Wong, …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014442606
Saved in:
2
Does US infectious disease equity market volatility index predict G7 stock returns? : evidence beyond symmetry
Gohar, Raheel
;
Salman, Asma
;
Uche, Emmanuel
;
Derindag, …
- In:
Annals of financial economics
18
(
2023
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014442587
Saved in:
3
The emerging stock markets and their asymmetric response to infectious disease equity market volatility (ID-EMV) index
Salman, Asma
;
Chang, Bisharat Hussain
;
Abdul Razzaq, …
- In:
Annals of financial economics
18
(
2023
)
4
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014532005
Saved in:
4
The relationship between trading volume, volatility and returns of Non-Fungible Tokens : evidence from a quantile approach
Yousaf, Imran
;
Yarovaya, Larisa
- In:
Finance research letters
50
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014234114
Saved in:
5
Volatility and return connectedness of cryptocurrency, gold, and uncertainty : evidence from the cryptocurrency uncertainty indices
Elsayed, Ahmed H.
;
Gozgor, Giray
;
Yarovaya, Larisa
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013553791
Saved in:
6
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:
7
The relationship between implied volatility and cryptocurrency returns
Akyildirim, Erdinc
;
Corbet, Shaen
;
Lucey, Brian M.
; …
- In:
Finance research letters
33
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012430938
Saved in:
8
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:
9
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:
10
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:
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