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~accessRights:"free"
~language:"eng"
~language:"ita"
~language:"kor"
~person:"McAleer, Michael"
~person:"Stulz, René M."
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USA
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Volatility
42
Volatilität
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28
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McAleer, Michael
Stulz, René M.
Minford, Patrick
208
Hayo, Bernd
176
Caporale, Guglielmo Maria
159
Henrekson, Magnus
144
Meenagh, David
112
Kamihigashi, Takashi
102
Budzinski, Oliver
95
Arruñada, Benito
94
Sunstein, Cass R.
94
Härdle, Wolfgang
91
Torgler, Benno
91
Wagner, Joachim
88
Matthews, Kent
87
Tillmann, Peter
86
Madlener, Reinhard
83
Gillman, Max
82
Imai, Katsushi S.
82
Farzanegan, Mohammad Reza
80
Maennig, Wolfgang
77
Stadtmann, Georg
74
Weber, Enzo
73
Wen, Yi
73
Fritsch, Michael
72
Neuenkirch, Matthias
70
Peydró, José-Luis
70
Prettner, Klaus
66
White, Lawrence J.
66
Bebchuk, Lucian A.
65
Chang, Chia-Lin
63
Salvanes, Kjell G.
63
Czarnitzki, Dirk
62
Gil-Alaña, Luis A.
62
Snower, Dennis J.
62
Gupta, Rangan
61
Bischoff, Ivo
60
Galí, Jordi
60
Masso, Jaan
60
Reed, W. Robert
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
21
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4
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2
International Economics Section, The Graduate Institute of International and Development Studies
1
New York Stock Exchange
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University of Canterbury / Dept. of Economics and Finance
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Fisher College of Business working paper series
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ECONIS (ZBW)
252
RePEc
7
EconStor
2
Showing
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40
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261
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31
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
32
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:
33
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:
34
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:
35
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:
36
Quality weighted citations versus total citations in the sciences and social sciences
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348325
Saved in:
37
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:
38
The maximum number of parameters for the Hausman test when the estimators are from different sets of equations
Nawata, Kazumitsu
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242832
Saved in:
39
Ranking leading econometrics journals using citations data from ISI and RePEc
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242834
Saved in:
40
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
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