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person:"McAleer, Michael"
~person:"Barro, Robert J."
~person:"Jacks, David S."
~person:"Yılmaz, Kamil"
~subject:"World"
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Search: subject_exact:"Volatility"
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389
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348
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McAleer, Michael
Barro, Robert J.
Jacks, David S.
Yılmaz, Kamil
Gupta, Rangan
79
Bouri, Elie
50
Ma, Feng
27
Mohaddes, Kamiar
26
Tiwari, Aviral Kumar
24
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23
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22
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22
Salisu, Afees A.
22
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21
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21
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21
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20
Pesaran, M. Hashem
20
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20
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19
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19
Kang, Sang Hoon
19
Raissi, Mehdi
19
Wohar, Mark E.
19
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18
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17
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17
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16
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Xuan Vinh Vo
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15
Rose, Andrew
15
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13
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ECONIS (ZBW)
89
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31
Rare events and long-run risks
Barro, Robert J.
;
Jin, Tao
-
2016
Persistent link: https://www.econbiz.de/10011431579
Saved in:
32
Gold returns
Barro, Robert J.
;
Misra, Sanjay
- In:
The economic journal : the journal of the Royal …
126
(
2016
)
594
,
pp. 1293-1317
Persistent link: https://www.econbiz.de/10011626973
Saved in:
33
Trans-Atlantic equity volatility connectedness : U.S. and European financial institutions, 2004-2014
Diebold, Francis X.
;
Yılmaz, Kamil
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 81-127
Persistent link: https://www.econbiz.de/10011588540
Saved in:
34
GFC-robust risk management strategies under the basel accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
Persistent link: https://www.econbiz.de/10008664042
Saved in:
35
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10008664056
Saved in:
36
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
37
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
38
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695591
Saved in:
39
Modeling the volatility in global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10003995695
Saved in:
40
GFC-Robust Risk Management Strategies under the Basel Accord
McAleer, Michael
-
2010
A risk management strategy is proposed as being robust to the Global Financial Crisis (GFC) by selecting a Value-at-Risk (VaR) forecast that combines the forecasts of different VaR models. The robust forecast is based on the median of the point VaR forecasts of a set of conditional volatility...
Persistent link: https://www.econbiz.de/10013137384
Saved in:
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