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~institution:"University of Canterbury / Dept. of Economics and Finance"
~person:"Creedy, John"
~person:"Dosi, Giovanni"
~person:"Kurz, Heinz D."
~person:"McAleer, Michael"
~person:"Snower, Dennis J."
~type_genre:"Bibliography included"
~type_genre:"Book section"
~type_genre:"Handbuch"
~type_genre:"Non-commercial literature"
~type_genre:"Reprint"
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Volatility
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Creedy, John
Dosi, Giovanni
Kurz, Heinz D.
McAleer, Michael
Snower, Dennis J.
Chang, Chia-Lin
12
Oxley, Les
7
Reed, W. Robert
6
Servátka, Maros̆
5
Caporin, Massimiliano
4
Hogan, Seamus D.
4
Chen, Chi-chung
3
Hammoudeh, Shawkat
3
Meriluoto, Laura
3
Roengchai Tansuchat
3
Tucker, Steven James
3
Castle, Jennifer
2
Evans, Lewis T.
2
Gu, Lulu
2
Jackson, Peter R.
2
Khamkaew, Thanchanok
2
Lan Fen Chu
2
Lugovskyy, Volodymyr
2
Meguire, Philip
2
Morita, Hodaka
2
Puzzello, Daniela
2
Qin, Xiaochuan
2
Reale, Marco
2
Reid, W. Robert
2
Webb, Rachel S.
2
Anderson, Warwick
1
Asai, Manabu
1
Baqaee, David
1
Białkowski, Je̜drzej
1
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1
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1
Cadsby, Charles Bram
1
Chang, Chia-lin
1
Chen, Ping-yu
1
Chen, Sung-po
1
Da Veiga, Bernardo
1
Deck, Cary A.
1
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1
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University of Canterbury / Dept. of Economics and Finance
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
24
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9
Queen Mary College / Department of Economics
7
University of Western Australia / Department of Economics
5
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4
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Global Economic Symposium <2008, Plön>
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ECONIS (ZBW)
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1
Robust ranking of journal quality : an application to
economics
Chang, Chia-Lin
;
Maasoumi, Esfandiar
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562982
Saved in:
2
What makes a great journal great in
economics
? : the singer not the song
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688840
Saved in:
3
Statistical modeling of recent changes in extreme rainfall in Taiwan
Lan Fen Chu
;
McAleer, Michael
;
Wang, Szu-Wang
-
2012
Persistent link: https://www.econbiz.de/10009681370
Saved in:
4
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:
5
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:
6
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
7
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:
8
How does Zinfluence affect article influence?
Chang, Chia-lin
;
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688818
Saved in:
9
Article influence score : 5YIF divided by 2
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688836
Saved in:
10
Ten things we should know about time series
McAleer, Michael
;
Oxley, Les
-
2010
Persistent link: https://www.econbiz.de/10008688841
Saved in:
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