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~accessRights:"free"
~isPartOf:"Working paper"
~language:"eng"
~language:"slk"
~person:"McAleer, Michael"
~person:"Snower, Dennis J."
~type:"book"
~type_genre:"Working Paper"
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Volatility
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McAleer, Michael
Snower, Dennis J.
Wen, Yi
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Reed, W. Robert
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57
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Zhang, ZhongXiang
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De Cian, Enrica
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Poncet, Sandra
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ECONIS (ZBW)
88
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1
Advances in financial risk management and economic policy uncertainty : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410203
Saved in:
2
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
3
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
4
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:
5
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
6
European Market portfolio diversifcation strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10011296531
Saved in:
7
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348322
Saved in:
8
Hedge fund portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Peiris, Shelton
; …
-
2014
Persistent link: https://www.econbiz.de/10011296524
Saved in:
9
Just how good are the top three journals in finance? : an assessment based on quantity and quality citations
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410208
Saved in:
10
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:
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