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~isPartOf:"National Institute economic review"
~isPartOf:"Working paper"
~language:"eng"
~language:"ita"
~language:"lit"
~language:"nor"
~person:"McAleer, Michael"
~person:"Mignon, Valérie"
~subject:"Entwicklungsländer"
~subject:"Großbritannien"
~subject:"Volatility"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Fallstudie"
~type_genre:"Rezension"
~type_genre:"Statistik"
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Entwicklungsländer
Großbritannien
Volatility
Volatilität
44
Welt
41
World
41
Estimation
33
Schätzung
33
ARCH model
29
ARCH-Modell
29
Forecasting model
26
Prognoseverfahren
26
Theorie
25
Theory
25
Time series analysis
21
Zeitreihenanalyse
21
USA
19
United States
19
Risikomaß
18
Risk measure
18
Bibliometrics
17
Bibliometrie
17
Modellierung
16
Oil price
16
Scientific modelling
16
Ölpreis
16
Exchange rate
13
Financial crisis
13
Finanzkrise
13
Stochastic process
13
Stochastischer Prozess
13
Taiwan
13
Wechselkurs
13
Commodity derivative
12
Rohstoffderivat
12
Fachzeitschrift
11
Journal
11
Börsenkurs
10
Portfolio selection
10
Portfolio-Management
10
Share price
10
VAR model
10
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34
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49
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Arbeitspapier
Article in journal
Fallstudie
Rezension
Statistik
Graue Literatur
50
Non-commercial literature
50
Working Paper
49
Language
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English
Italian
Lithuanian
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Author
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McAleer, Michael
Mignon, Valérie
Kirby, Simon
26
Barrell, Ray
21
Neely, Christopher J.
15
Chang, Chia-Lin
14
Mumtaz, Haroon
14
Manera, Matteo
12
Kapetanios, George
11
Weale, Martin
10
Guo, Hui
9
Young, Garry
9
Mason, Geoff
8
Nelson, Edward
8
O'Mahony, Mary
8
Bandyopadhyay, Subhayu
7
Bloom, Nicholas
7
Clark, Andrew E.
7
Raunig, Burkhard
7
Bell, David N. F.
6
Cattan, Sarah
6
Christiansen, Charlotte
6
Gregg, Paul
6
Haskel, Jonathan
6
Martinez-Vazquez, Jorge
6
Nguyen, Hoang
6
Riley, Rebecca R.
6
Wagner, Karin
6
Ark, Bart van
5
Blanchflower, David G.
5
Carballo, Jerónimo
5
Chadha, Jagjit
5
Cribb, Jonathan
5
Escribano, Álvaro
5
Galindo Andrade, Arturo José
5
Heimonen, Kari
5
Machin, Stephen
5
Oulton, Nicholas
5
Pain, Nigel
5
Portes, Jonathan
5
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University of Canterbury / Dept. of Economics and Finance
9
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National Institute economic review
Working paper
Econometric Institute research papers
74
Discussion paper / Tinbergen Institute
54
Econometric reviews
13
Journal of econometrics
9
Energy economics
6
The North American journal of economics and finance : a journal of financial economics studies
6
Journal of risk and financial management : JRFM
5
Document de travail
4
International review of economics & finance : IREF
4
Risks : open access journal
4
Econometrics : open access journal
3
School of Accounting, Finance and Economics & FEMARC working paper series
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
Applied economics
2
Applied financial economics
2
Documents de travail / THEMA
2
International journal of forecasting
2
Journal of economic surveys
2
Review of world economics
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
Tourism economics : the business and finance of tourism and recreation
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Annals of finance
1
Annals of financial economics
1
Bulletin of economic research
1
CREDIT research paper
1
Computational economics
1
Discussion paper / Institute of Social and Economic Research
1
Documents de travail / Banque de France
1
Econometric theory
1
Economic modelling
1
Economics letters
1
Finance and economics discussion series
1
Finance research letters
1
International Journal of Financial Studies : open access journal
1
International journal of economic theory
1
Journal of banking & finance
1
Journal of emerging market finance
1
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ECONIS (ZBW)
49
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1
On the current account - biofuels link in emerging and developing countries : do oil price fluctuations matter?
Gomes, Gabriel
;
Hache, Emmanuel
;
Mignon, Valérie
; …
-
2017
Persistent link: https://www.econbiz.de/10011745501
Saved in:
2
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
3
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
4
Discussion of "Principal Volatility Component Analysis" by Yu-Pin Hu and Ruey Tsay
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010348324
Saved in:
5
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
6
Machine news and volatility : the Dow Jones industrial average and the TRNA sentiment series
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
-
2014
Persistent link: https://www.econbiz.de/10010242810
Saved in:
7
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
8
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
9
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
10
The impact of China on stock returns and volatility in the Taiwan tourism industry
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010188543
Saved in:
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