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subject:"Share price"
subject:"Stock index"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Labour economics : official journal of the European Association of Labour Economists"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Aktienmarkt"
~subject:"Estimation"
~subject:"Returns to education"
~subject:"Wechselkurs"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Share price
Stock index
ARCH-Modell
Aktienmarkt
Estimation
Returns to education
Wechselkurs
Schätzung
3
Capital income
2
Kapitaleinkommen
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
1999-2007
1
ARCH model
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Biofuel
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Block structures
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Crude oil futures
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Day-night realized volatility
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Erdgas
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Erdöl
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Ethanol futures
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Exchange rate risk
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Forecast
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Forecasting model
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Heavy-tailed distribution
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Hedging
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Index futures
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Index-Futures
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Intra-day prices and returns
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Leverage effects
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Modellierung
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Multi-factors
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Multivariate stochastic volatility
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Natural gas
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Natural gas futures
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Natural gas market
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Oil price
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McAleer, Michael
Wohar, Mark E.
7
Xuan Vinh Vo
7
Lechner, Michael
6
Balcilar, Mehmet
5
Brunello, Giorgio
5
Gupta, Rangan
5
Hammoudeh, Shawkat
5
Salisu, Afees A.
5
Balli, Faruk
4
Gil-Alaña, Luis A.
4
Kutan, Ali Mustafa
4
Addison, John T.
3
Arize, Augustine Chuck
3
Balli, Hatice Ozer
3
Brooks, Robert
3
Böckerman, Petri
3
Caliendo, Marco
3
Chang, Tsangyao
3
Chen, Shyh-Wei
3
Chiang, Thomas C.
3
Cockx, Bart
3
Fitzenberger, Bernd
3
Goerke, Laszlo
3
Hartog, Joop
3
Kang, Sang Hoon
3
Lee, Chien-chiang
3
Lochner, Benjamin
3
Malindretos, John
3
Narayan, Seema
3
Ours, Jan C. van
3
Pohlan, Laura
3
Riphahn, Regina T.
3
Sosvilla-Rivero, Simón
3
Wang, Yudong
3
Wu, Po-chin
3
Xie, Zixiong
3
Yin, Libo
3
Zeaiter, Hussein
3
Ahmad, Ahmad Hassan
2
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International review of economics & finance : IREF
Labour economics : official journal of the European Association of Labour Economists
Applied economics
4
Econometric reviews
4
Journal of risk and financial management : JRFM
4
Journal of econometrics
3
Applied financial economics
2
International journal of forecasting
2
Journal of macroeconomics
2
Risks : open access journal
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The Japanese economic review : the journal of the Japanese Economic Association
2
The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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Annals of financial economics
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Economies : open access journal
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Journal of economic surveys
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The Korean economic review
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ECONIS (ZBW)
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Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
2
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
3
Precious metals-exchange rate volatility transmissions and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
; …
- In:
International review of economics & finance : IREF
19
(
2010
)
4
,
pp. 633-647
Persistent link: https://www.econbiz.de/10009007004
Saved in:
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