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~institution:"University of Canterbury / Dept. of Economics and Finance"
~isPartOf:"Cambridge journal of economics"
~isPartOf:"Discussion papers / University of Kent, School of Economics"
~isPartOf:"Economica"
~isPartOf:"FRB of St. Louis Working Paper"
~isPartOf:"IHS economics series : working paper"
~isPartOf:"Journal of monetary economics"
~isPartOf:"Journal of urban economics"
~isPartOf:"The Scandinavian journal of economics"
~isPartOf:"Warwick economic research papers"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~isPartOf:"Working paper / the Eitan Berglas School of Economics, Tel Aviv University / the Eitan Berglas School of Economics, Tel Aviv University"
~isPartOf:"Working paper"
~language:"eng"
~language:"und"
~person:"Allouch, Nizar"
~person:"Glaeser, Edward L."
~person:"Karanassou, Marika"
~person:"León-Ledesma, Miguel A."
~person:"McAleer, Michael"
~person:"McCallum, Bennett T."
~person:"Owyang, Michael T."
~person:"Perroni, Carlo"
~person:"Piger, Jeremy Max"
~person:"Shavell, Steven"
~person:"Thornton, Daniel L."
~person:"Wen, Yi"
~person:"Zilcha, Itzhak"
~source:"econis"
~subject:"Arbeitsmarkt"
~subject:"Business cycle"
~subject:"Business network"
~subject:"Commodity derivative"
~subject:"Core"
~subject:"Financial crisis"
~subject:"Geldpolitik"
~subject:"Kapitaleinkommen"
~subject:"Konjunktur"
~subject:"Natural rate of unemployment"
~subject:"Rationale Erwartung"
~subject:"Real business cycle model"
~subject:"Social network"
~subject:"Theory"
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Arbeitsmarkt
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Allouch, Nizar
Glaeser, Edward L.
Karanassou, Marika
León-Ledesma, Miguel A.
McAleer, Michael
McCallum, Bennett T.
Owyang, Michael T.
Perroni, Carlo
Piger, Jeremy Max
Shavell, Steven
Thornton, Daniel L.
Wen, Yi
Zilcha, Itzhak
Castle, Jennifer
2
Chang, Chia-Lin
2
Hammoudeh, Shawkat
2
Qin, Xiaochuan
2
Reed, W. Robert
2
Reid, W. Robert
2
Roengchai Tansuchat
2
Webb, Rachel S.
2
Anderson, Warwick
1
Asai, Manabu
1
Baqaee, David
1
Białkowski, Je̜drzej
1
Cadsby, Charles Bram
1
Caporin, Massimiliano
1
Chen, Chi-chung
1
Etebari, Ahmad
1
Hogan, Seamus D.
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Khamkaew, Thanchanok
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Kidd, Hamish
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Lan Fen Chu
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Malik, Farooq
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Meriluoto, Laura
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Oxley, Les
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Rea, Alethea
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Rea, William
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Reale, Marco
1
Scarrott, Carl
1
Servátka, Maros̆
1
Smith, Andrew
1
Song, Fei
1
Wisniewski, Tomasz Piotr
1
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University of Canterbury / Dept. of Economics and Finance
Federal Reserve Bank of St. Louis
31
Queen Mary College / Department of Economics
8
Foerder Institute for Economic Research <Tēl-Āvîv>
6
University of Warwick / Department of Economics
4
Carnegie Rochester Conference on Public Policy <2002, 11, Pittsburgh, Pa.>
1
Carnegie Rochester Conference on Public Policy <2002, 4, Rochester, NY>
1
Carnegie Rochester Conference on Public Policy <2003, 4, Rochester, NY>
1
Carnegie Rochester Conference on Public Policy <2004, 11, Pittsburgh, Pa.>
1
Sackler Institute of Economic Studies <Tēl-Āvîv>
1
University of Kent / Department of Economics
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Cambridge journal of economics
Discussion papers / University of Kent, School of Economics
Economica
FRB of St. Louis Working Paper
IHS economics series : working paper
Journal of monetary economics
Journal of urban economics
The Scandinavian journal of economics
Warwick economic research papers
Working paper / National Bureau of Economic Research, Inc.
Working paper / the Eitan Berglas School of Economics, Tel Aviv University / the Eitan Berglas School of Economics, Tel Aviv University
Working paper
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ECONIS (ZBW)
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1
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
2
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
3
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
Saved in:
4
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
5
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
6
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
7
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
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