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~isPartOf:"International review of economics & finance : IREF"
~person:"Herwartz, Helmut"
~person:"McAleer, Michael"
~subject:"Rohstoffderivat"
~subject:"Volatility"
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Rohstoffderivat
Volatility
ARCH model
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Herwartz, Helmut
McAleer, Michael
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International review of economics & finance : IREF
Econometric Institute research papers
37
Discussion paper / Tinbergen Institute
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Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
2
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 159-175
Persistent link: https://www.econbiz.de/10011740133
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