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~institution:"University of Canterbury / Dept. of Economics and Finance"
~person:"Asai, Manabu"
~person:"Hautsch, Nikolaus"
~person:"Ma, Feng"
~person:"McAleer, Michael"
~person:"Tiwari, Aviral Kumar"
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Search: subject_exact:"Volatilität"
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Volatility
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Volatilität
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Asai, Manabu
Hautsch, Nikolaus
Ma, Feng
McAleer, Michael
Tiwari, Aviral Kumar
Chang, Chia-Lin
3
Chen, Chi-chung
2
Hammoudeh, Shawkat
2
Roengchai Tansuchat
2
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chen, Ping-yu
1
Etebari, Ahmad
1
Ishida, Isao
1
Khamkaew, Thanchanok
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Lan Fen Chu
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Malik, Farooq
1
Medeiros, Marcelo C.
1
Oya, Kosuke
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Rea, Alethea
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Rea, William
1
Reale, Marco
1
Scarrott, Carl
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University of Canterbury / Dept. of Economics and Finance
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
4
Centre for Financial Research <Köln>
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Zentrum für Finanzen und Ökonometrie <Konstanz>
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1
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:
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
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:
5
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
6
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:
7
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
8
Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
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:
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