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person:"McAleer, Michael"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Capital market returns"
~subject:"Forecasting model"
~subject:"Rohstoffderivat"
~subject:"Spillover effect"
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Capital market returns
Forecasting model
Rohstoffderivat
Spillover effect
Volatility
4
Volatilität
4
ARCH model
2
ARCH-Modell
2
Capital income
2
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McAleer, Michael
Ma, Feng
7
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4
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4
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4
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4
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International review of economics & finance : IREF
Econometric Institute research papers
49
Discussion paper / Tinbergen Institute
32
Working paper
23
Energy economics
3
Journal of econometrics
3
The North American journal of economics and finance : a journal of financial economics studies
3
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Journal of risk and financial management : JRFM
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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TI 2017-038/III Tinbergen Institute Discussion Paper
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Tinbergen Institute Discussion Paper 2018-005/III
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Tinbergen Institute Discussion Paper 2018-052/III
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Tourism economics : the business and finance of tourism and recreation
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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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