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subject:"United States"
~isPartOf:"Energy economics"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
~subject:"Share price"
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United States
Share price
Börsenkurs
9
Volatility
7
Volatilität
7
Stochastic process
4
Stochastischer Prozess
4
ARCH model
3
ARCH-Modell
3
Capital market returns
3
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McAleer, Michael
Faff, Robert W.
9
Neely, Christopher J.
9
Sadorsky, Perry A.
9
Manera, Matteo
8
Tiwari, Aviral Kumar
8
Guo, Hui
7
Gupta, Rangan
7
Demirer, Rıza
5
Raunig, Burkhard
5
Reboredo, Juan Carlos
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Wen, Fenghua
5
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4
Balcilar, Mehmet
4
Bastianin, Andrea
4
Bouri, Elie
4
Chevallier, Julien
4
Hammoudeh, Shawkat
4
Ma, Feng
4
Maghyereh, Aktham I.
4
Mumtaz, Haroon
4
Narayan, Paresh Kumar
4
Uddin, Mohammed Gazi Salah
4
Wang, Yudong
4
Yoon, Seong-min
4
Zhang, Dayong
4
Abakah, Emmanuel Joel Aikins
3
Anderson, Warwick
3
Baldi, Lucia
3
Białkowski, Je̜drzej
3
Bordo, Michael D.
3
Brailsford, Timothy J.
3
Brooks, Robert
3
Engsted, Tom
3
Guo, Yawei
3
Ji, Qiang
3
Lee, John H. H.
3
Nguyen, Duc Khuong
3
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3
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3
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1
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Energy economics
Working paper
Discussion paper / Tinbergen Institute
16
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12
School of Accounting, Finance and Economics & FEMARC working paper series
4
Applied economics
2
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2
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2
Journal of risk and financial management : JRFM
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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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Tinbergen Institute Discussion Paper 17082/III (2017)
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ECONIS (ZBW)
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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
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
Saved in:
3
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
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
Risk measurement and risk modelling using applications of vine copulas
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010410215
Saved in:
6
Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10009771105
Saved in:
7
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:
8
Volatility spillovers from the Chinese stock market to economic neighbours
Allena, David E.
;
Amrama, Ron
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413631
Saved in:
9
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
Saved in:
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