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person:"McAleer, Michael"
~isPartOf:"The North American Journal of Economics and Finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Estimation"
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Estimation
Volatility
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Volatilität
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McAleer, Michael
Gupta, Rangan
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Mensi, Walid
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Al-Yahyaee, Khamis Hamed
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The North American Journal of Economics and Finance
The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
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International review of economics & finance : IREF
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Handbook of applied econometrics and statistical inference
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International journal of forecasting
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
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2
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
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