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~isPartOf:"Applied financial economics"
~language:"eng"
~person:"McAleer, Michael"
~person:"Shahbaz, Muhammad"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Bibliographie enthalten"
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Schätzung
Volatility
Commodity derivative
3
Rohstoffderivat
3
Erdöl
2
Estimation
2
Petroleum
2
Risikoprämie
2
Risk premium
2
Theorie
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Theory
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1992-2004
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Currency derivative
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Efficient market hypothesis
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Großbritannien
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Maximum likelihood estimation
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McAleer, Michael
Shahbaz, Muhammad
McMillan, David G.
9
Brooks, Robert
6
Hamori, Shigeyuki
6
Faff, Robert W.
5
Madura, Jeff
5
Speight, Alan E. H.
5
Becchetti, Leonardo
4
Chatrath, Arjun
4
Chelley-Steeley, Patricia L.
4
Coakley, Jerry
4
Masih, Rumi
4
Adrangi, Bahram
3
Akhigbe, Aigbe O.
3
Ap Gwilym, Owain
3
Asai, Manabu
3
Barkoulas, John T.
3
Berger, Dave
3
Danbolt, Jo
3
Fountas, Stilianos
3
Garrett, Ian
3
Hassan, M. Kabir
3
Lien, Da-hsiang Donald
3
Lucey, Brian M.
3
Masih, Abdul Mansur M.
3
Mills, Terence C.
3
Morales Zumaquero, Amalia
3
Nowman, Kalid Ben
3
Peel, David
3
Phylaktis, Kate
3
Ramchander, Sanjay
3
Sosvilla-Rivero, Simón
3
Steeley, James M.
3
Sundaram, Sridhar
3
Taylor, Nicholas
3
Todorova, Neda
3
Toyoshima, Yuki
3
Visaltanachoti, Nuttawat
3
Alexakis, Christos A.
2
Alles, Lakshman
2
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Applied financial economics
Energy economics
15
Econometric reviews
13
Global business review
10
Journal of econometrics
9
Journal of risk and financial management : JRFM
7
The North American journal of economics and finance : a journal of financial economics studies
7
Applied economics
6
Finance research letters
5
International review of economics & finance : IREF
5
Asian economic papers
3
Econometrics : open access journal
3
Economic modelling
3
International journal of forecasting
3
Journal of economic surveys
3
The Bangladesh development studies : the journal of the Bangladesh Institute of Development Studies
3
The Japanese economic review : the journal of the Japanese Economic Association
3
Tourism economics : the business and finance of tourism and recreation
3
Defence and peace economics
2
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
2
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
2
International journal of finance & economics : IJFE
2
Journal of international financial markets, institutions & money
2
Journal of macroeconomics
2
Journal of quantitative economics
2
Risks : open access journal
2
The econometrics journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of financial economics
1
Computational economics
1
Econometric theory
1
Economics letters
1
Economies : open access journal
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International Journal of Financial Studies : open access journal
1
International journal of economic perspectives : IJEP
1
International journal of economic theory
1
International journal of economics and financial issues : IJEFI
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ECONIS (ZBW)
3
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1
Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
2
Efficient estimation and testing of oil futures contracts in a mutual offset system
McAleer, Michael
;
Sequeira, John M.
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 953-962
Persistent link: https://www.econbiz.de/10002195488
Saved in:
3
Testing the risk premium and cost-of-carry hypotheses for currency futures contracts
Sequeira, John M.
;
McAleer, Michael
- In:
Applied financial economics
10
(
2000
)
3
,
pp. 277-289
Persistent link: https://www.econbiz.de/10001526288
Saved in:
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