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person:"McAleer, Michael"
~isPartOf:"International review of economics & finance : IREF"
~person:"Bekaert, Geert"
~person:"Caballero, Ricardo J."
~person:"Tiwari, Aviral Kumar"
~person:"Todorov, Viktor"
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Search: subject_exact:"Volatility"
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McAleer, Michael
Bekaert, Geert
Caballero, Ricardo J.
Tiwari, Aviral Kumar
Todorov, Viktor
Gupta, Rangan
7
Ma, Feng
7
Hammoudeh, Shawkat
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Mensi, Walid
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Arize, Augustine Chuck
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Caporin, Massimiliano
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Xuan Vinh Vo
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Balli, Faruk
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International review of economics & finance : IREF
Econometric Institute research papers
72
Discussion paper / Tinbergen Institute
53
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40
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28
Energy economics
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Economic Research Initiatives at Duke (ERID) Working Paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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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Netspar Discussion Paper
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ECONIS (ZBW)
7
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1
Do shipping freight markets impact commodity markets?
Tiwari, Aviral Kumar
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 986-1014
Persistent link: https://www.econbiz.de/10014492276
Saved in:
2
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
78
(
2022
),
pp. 141-152
Persistent link: https://www.econbiz.de/10013334550
Saved in:
3
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
4
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 159-175
Persistent link: https://www.econbiz.de/10011740133
Saved in:
5
Continuous wavelet transform and rolling correlation of European stock markets
Tiwari, Aviral Kumar
;
Mutascu, Mihai
;
Albulescu, …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 237-256
Persistent link: https://www.econbiz.de/10011625112
Saved in:
6
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
7
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
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