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~institution:"University of Canterbury / Dept. of Economics and Finance"
~isPartOf:"Working paper"
~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
~language:"deu"
~language:"eng"
~subject:"Betriebswirtschaftslehre"
~subject:"Estimation theory"
~subject:"Globalization"
~subject:"KMU"
~subject:"USA"
~subject:"Welt"
~subject:"World"
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A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
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:
3
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:
4
The dynamics of energy-grain prices with open interest
Hammoudeh, Shawkat
;
Sarafrazi, Soodabeh
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009413662
Saved in:
5
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
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
Estimating the impact of whaling on global whale watching
Kuo, Hsiao-i
;
Chen, Chi-chung
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689071
Saved in:
8
Value-at-risk for country risk ratings
McAleer, Michael
;
Da Veiga, Bernardo
;
Hoti, Suhejla
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689072
Saved in:
9
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
Saved in:
10
Globalization and knowledge spillover : international direct investment, exports and patents
Chang, Chia-Lin
;
Chen, Sung-po
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695602
Saved in:
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