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~isPartOf:"Econometric theory"
~isPartOf:"Energy economics"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Statistical test"
~subject:"Volatility"
~type_genre:"Article in journal"
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ARCH-Modell
Statistical test
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ARCH model
6
Commodity derivative
5
Rohstoffderivat
5
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5
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5
Volatilität
5
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3
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McAleer, Michael
Ma, Feng
20
Tiwari, Aviral Kumar
20
Hammoudeh, Shawkat
19
Bouri, Elie
14
Gupta, Rangan
13
Wang, Yudong
13
Ji, Qiang
11
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10
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9
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7
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7
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7
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6
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6
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6
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6
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6
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6
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6
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6
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5
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5
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5
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5
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5
Kokoszka, Piotr
5
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5
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5
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5
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5
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Econometric theory
Energy economics
Econometric reviews
14
Journal of econometrics
11
Journal of risk and financial management : JRFM
6
The North American journal of economics and finance : a journal of financial economics studies
6
Journal of economic surveys
5
Econometrics : open access journal
4
International review of economics & finance : IREF
4
International journal of forecasting
3
The Japanese economic review : the journal of the Japanese Economic Association
3
Tourism economics : the business and finance of tourism and recreation
3
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2
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Finance research letters
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
8
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date (oldest first)
1
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
2
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
- In:
Energy economics
36
(
2013
),
pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
Saved in:
3
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Saved in:
4
Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
32
(
2010
)
6
,
pp. 1445-1455
Persistent link: https://www.econbiz.de/10008935991
Saved in:
5
Automated inference and learning in modeling financial volatility
McAleer, Michael
- In:
Econometric theory
21
(
2005
)
1
,
pp. 232-261
Persistent link: https://www.econbiz.de/10002674705
Saved in:
6
Asymptotic theory for a vector ARMA-GARCH model
Ling, Shiqing
;
McAleer, Michael
- In:
Econometric theory
19
(
2003
)
2
,
pp. 280-310
Persistent link: https://www.econbiz.de/10001743407
Saved in:
7
Necessary and sufficient moment conditions for rhe GARCH(r,s) and asymmetric power GARCH(r,s) models
Ling, Shiqing
;
McAleer, Michael
- In:
Econometric theory
18
(
2002
)
3
,
pp. 722-729
Persistent link: https://www.econbiz.de/10001673454
Saved in:
8
Analytical power comparisons of nested and nonnested tests for linear and loglinear regression models
Kobayashi, Masahito
;
McAleer, Michael
- In:
Econometric theory
15
(
1999
)
1
,
pp. 99-113
Persistent link: https://www.econbiz.de/10001381815
Saved in:
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