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person:"McAleer, Michael"
~isPartOf:"The econometrics journal"
~isPartOf:"Working paper"
~person:"Baker, Scott"
~subject:"Hedging"
~subject:"USA"
~subject:"Volatility"
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Hedging
USA
Volatility
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45
ARCH model
16
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16
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12
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McAleer, Michael
Baker, Scott
Neely, Christopher J.
15
Chang, Chia-Lin
14
Mumtaz, Haroon
14
Manera, Matteo
11
Guo, Hui
9
Raunig, Burkhard
7
Asai, Manabu
6
Christiansen, Charlotte
6
Nguyen, Hoang
6
Kapetanios, George
5
Mignon, Valérie
5
Roengchai Tansuchat
5
Skiadopoulos, George
5
Theodoridis, Konstantinos
5
Allen, David E.
4
Chen, Chi-chung
4
Escribano, Álvaro
4
Hammoudeh, Shawkat
4
Karlsson, Sune
4
Laurent, Sébastien
4
Savickas, Robert
4
Wen, Yi
4
Yu, Jun
4
Österholm, Pär
4
Bastianin, Andrea
3
Behmiri, Niaz Bashiri
3
Blazsek, Szabolcs
3
Bloom, Nicholas
3
Caporin, Massimiliano
3
Davis, Steven J.
3
Erdemlioglu, Deniz
3
Héricourt, Jérôme
3
Lahaye, Jérôme
3
Medeiros, Marcelo C.
3
Nicolini, Marcella
3
Piger, Jeremy Max
3
Pérez Amaral, Teodosio
3
Tripier, Fabien
3
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9
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The econometrics journal
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72
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53
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13
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9
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6
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6
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3
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ECONIS (ZBW)
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1
COVID-induced economic uncertainty
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
;
Terry, …
-
2020
Persistent link: https://www.econbiz.de/10012204869
Saved in:
2
What triggers stock market jumps?
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
; …
-
2021
Persistent link: https://www.econbiz.de/10012588173
Saved in:
3
Policy news and stock market volatility
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
;
Kost, Kyle
-
2019
Persistent link: https://www.econbiz.de/10012026867
Saved in:
4
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
5
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
6
Machine news and volatility : the Dow Jones industrial average and the TRNA sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010242810
Saved in:
7
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
8
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
9
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
10
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
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