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person:"McAleer, Michael"
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Search: subject_exact:"Volatility"
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Volatility
326
Volatilität
287
ARCH-Modell
126
ARCH model
125
Estimation
84
Schätzung
84
Stochastic process
66
Stochastischer Prozess
66
Spillover effect
61
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61
Börsenkurs
55
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54
Theorie
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51
Welt
48
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Prognoseverfahren
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USA
46
United States
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volatility
40
Risikomaß
38
Risk measure
37
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35
Ölpreis
33
Oil price
32
Futures
28
Hedging
28
Portfolio selection
28
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English
313
Undetermined
48
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McAleer, Michael
Gupta, Rangan
239
Caporale, Guglielmo Maria
179
Bollerslev, Tim
146
Chang, Chia-Lin
140
Diebold, Francis X.
115
Bouri, Elie
112
Pierdzioch, Christian
99
Andersen, Torben
98
Aizenman, Joshua
96
Ma, Feng
94
Spagnolo, Nicola
94
Hammoudeh, Shawkat
82
Koopman, Siem Jan
80
Bekaert, Geert
79
Engle, Robert F.
76
Bahmani-Oskooee, Mohsen
74
Härdle, Wolfgang
72
Caporin, Massimiliano
69
Kočenda, Evžen
69
McMillan, David G.
68
Tiwari, Aviral Kumar
68
Todorov, Viktor
68
Chiarella, Carl
65
Hautsch, Nikolaus
65
Asai, Manabu
64
Corbet, Shaen
63
Lux, Thomas
62
Lucey, Brian M.
60
Clements, Adam
58
Christoffersen, Peter F.
57
Ghysels, Eric
57
Gil-Alaña, Luis A.
56
Kang, Sang Hoon
56
Wohar, Mark E.
56
Hafner, Christian M.
55
Buch, Claudia M.
54
Caballero, Ricardo J.
54
Mensi, Walid
54
Fernández-Villaverde, Jesús
52
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Department of Economics and Finance, College of Business and Economics
11
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
11
Institute of Economic Research, Kyoto University
10
University of Canterbury / Dept. of Economics and Finance
9
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
7
Tinbergen Instituut
4
School of Business, Edith Cowan University
3
Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials
1
Dipartimento di Scienze Economiche "Marco Fanno", Università degli Studi di Padova
1
Fondazione ENI Enrico Mattei (FEEM)
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
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Econometric Institute research papers
72
Discussion paper / Tinbergen Institute
53
Working paper
40
Econometric reviews
13
Econometric Institute Research Papers
11
Working Papers in Economics
11
KIER Working Papers
10
Tinbergen Institute Discussion Paper
10
Journal of econometrics
9
Documentos de Trabajo del ICAE
7
The North American journal of economics and finance : a journal of financial economics studies
6
Journal of risk and financial management : JRFM
5
Energy economics
4
International review of economics & finance : IREF
4
Tinbergen Institute Discussion Papers
4
Econometrics : open access journal
3
Journal of Risk and Financial Management
3
Mathematics and Computers in Simulation (MATCOM)
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
The North American Journal of Economics and Finance
3
Working papers / School of Business, Edith Cowan University
3
Applied economics
2
International journal of forecasting
2
Journal of economic surveys
2
Managerial Finance
2
Risks : open access journal
2
The econometrics journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Tourism economics : the business and finance of tourism and recreation
2
"Marco Fanno" Working Papers
1
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
1
Applied financial economics
1
Computational economics
1
Contributions to economic analysis
1
DEA Working Papers
1
Discussion paper / Institute of Social and Economic Research
1
Econometric theory
1
Economics letters
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ECONIS (ZBW)
288
RePEc
58
EconStor
14
Other ZBW resources
1
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121
A fractionally integrated wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724817
Saved in:
122
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10009724819
Saved in:
123
Recent developments in financial economics and econometrics : an overview
Chang, Chia-Lin
;
Allen, David E.
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724823
Saved in:
124
Return-volatility relationship : insights from linear and non-linear quantile regression
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
; …
-
2013
Persistent link: https://www.econbiz.de/10009724826
Saved in:
125
Modeling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10009701639
Saved in:
126
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009701646
Saved in:
127
Volatility spillovers from the US to Australia and China across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, R. J.
; …
-
2013
Persistent link: https://www.econbiz.de/10009724110
Saved in:
128
Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724114
Saved in:
129
How volatile is ENSO for global greenhouse gas emissions and the global economy?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2013
Persistent link: https://www.econbiz.de/10009724118
Saved in:
130
Leverage and feedback effects on multifactor wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009724148
Saved in:
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