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person:"McAleer, Michael"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Working paper"
~subject:"Capital income"
~subject:"Hedging"
~subject:"Kapitalmarktrendite"
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Search: subject_exact:"Volatility"
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Capital income
Hedging
Kapitalmarktrendite
Volatility
46
Volatilität
46
ARCH model
19
ARCH-Modell
19
Estimation
15
Schätzung
15
Forecasting model
11
Prognoseverfahren
11
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Modellierung
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Derivat
5
Derivative
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4
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15
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English
18
Author
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McAleer, Michael
Chang, Chia-Lin
8
Hammoudeh, Shawkat
8
Gupta, Rangan
7
Kang, Sang Hoon
5
Mensi, Walid
5
Roengchai Tansuchat
4
Wohar, Mark E.
4
Caporin, Massimiliano
3
Guo, Hui
3
Jung, Hojin
3
Kim, Dong H.
3
Kim, Jong-Min
3
Neely, Christopher J.
3
Nguyen, Hoang
3
Pierdzioch, Christian
3
Ur Rehman, Mobeen
3
Xuan Vinh Vo
3
Allen, David E.
2
Asai, Manabu
2
Bianconi, Marcelo
2
Białkowski, Je̜drzej
2
Chiang, Thomas C.
2
Dai, Zhifeng
2
Gao, Yang
2
Jakobsen, Jan Bo
2
Kayal, Parthajit
2
Manera, Matteo
2
Nonejad, Nima
2
Qiao, Gaoxiu
2
Raunig, Burkhard
2
Risse, Marian
2
Scharth, Marcel
2
Sensoy, Ahmet
2
Skiadopoulos, George
2
Tiwari, Aviral Kumar
2
Virbickaite, Audrone
2
Abuzayed, Bana
1
Ahmed, Walid M. A.
1
Al Rababa'a, Abdel Razzaq
1
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University of Canterbury / Dept. of Economics and Finance
3
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The North American journal of economics and finance : a journal of financial economics studies
Working paper
Econometric Institute research papers
32
Discussion paper / Tinbergen Institute
27
Energy economics
4
Journal of econometrics
3
Journal of risk and financial management : JRFM
3
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2
International review of economics & finance : IREF
2
Risks : open access journal
2
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1
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1
Documentos de Trabajo del ICAE
1
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1
International journal of forecasting
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
KIER Working Papers
1
School of Accounting, Finance and Economics & FEMARC working paper series
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
The North American Journal of Economics and Finance
1
The journal of futures markets
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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)
18
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1
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
2
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
3
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
4
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
5
The impact of China on stock returns and volatility in the Taiwan tourism industry
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010188543
Saved in:
6
Risk management and financial derivatives : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562953
Saved in:
7
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
8
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
9
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
10
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
Saved in:
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