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~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~subject:"Volatilität"
~subject:"Welt"
~type_genre:"Arbeitspapier"
~type_genre:"Collection of articles written by one author"
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Arbeitspapier
Collection of articles written by one author
Graue Literatur
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14
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McAleer, Michael
12
Chang, Chia-Lin
4
Chen, Chi-chung
3
Hammoudeh, Shawkat
3
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chen, Ping-yu
1
Chen, Sung-po
1
Da Veiga, Bernardo
1
Etebari, Ahmad
1
Hoti, Suhejla
1
Ishida, Isao
1
Khamkaew, Thanchanok
1
Kuo, Hsiao-i
1
Lan Fen Chu
1
Malik, Farooq
1
Medeiros, Marcelo C.
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Roengchai Tansuchat
1
Sarafrazi, Soodabeh
1
Scarrott, Carl
1
Wisniewski, Tomasz Piotr
1
Yuan, Yuan
1
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University of Canterbury / Dept. of Economics and Finance
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
19
Federal Reserve Bank of St. Louis
16
Research Seminar in International Economics
15
Svenska Handelshögskolan <Helsinki>
13
Columbia University / Department of Economics
10
Federal Reserve Bank of San Francisco
10
University of Reading / Department of Economics
10
Institute of Finance and Accounting <London>
9
Universitat Pompeu Fabra / Departament d'Economia i Empresa
9
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
8
School of Finance and Business Economics <Perth, Western Australia>
6
Forschungsinstitut zur Zukunft der Arbeit
5
Institut für Weltwirtschaft
5
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
4
International Study Group on Exports and Productivity
4
Rodney L. White Center for Financial Research
4
School of Accounting, Economics and Finance <Geelong>
4
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
4
Brown University / Department of Economics
3
Business Information Centre <Toronto>
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Claremont Institute for Economic Policy Studies
3
Ekonomiska forskningsinstitutet <Stockholm>
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2
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2
Levy Economics Institute
2
National Bureau of Economic Research
2
Nationaløkonomiske Instituttet <Århus>
2
New York Stock Exchange
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ECONIS (ZBW)
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1
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
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
Saved in:
6
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:
7
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
8
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:
9
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
10
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:
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