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~isPartOf:"School of Accounting, Finance and Economics & FEMARC working paper series"
~isPartOf:"Working paper"
~person:"Clements, Adam"
~person:"Engle, Robert F."
~person:"Erdemlioglu, Deniz"
~person:"McAleer, Michael"
~person:"Piger, Jeremy Max"
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Search: subject_exact:"Volatility"
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Volatility
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Clements, Adam
Engle, Robert F.
Erdemlioglu, Deniz
McAleer, Michael
Piger, Jeremy Max
Neely, Christopher J.
15
Chang, Chia-Lin
14
Mumtaz, Haroon
14
Allen, David E.
12
Manera, Matteo
11
Guo, Hui
9
Raunig, Burkhard
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Mignon, Valérie
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Roengchai Tansuchat
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Asai, Manabu
4
Bloom, Nicholas
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Chen, Chi-chung
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Escribano, Álvaro
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Hammoudeh, Shawkat
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Karlsson, Sune
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Laurent, Sébastien
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Wen, Yi
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Lahaye, Jérôme
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ECONIS (ZBW)
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Mind your language: market responses to central bank speeches
Ahrens, Maximilian
;
Erdemlioglu, Deniz
;
McMahon, Michael
; …
-
2023
Persistent link: https://www.econbiz.de/10014320637
Saved in:
2
Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz
;
Neely, Christopher J.
;
Yang, Xiye
-
2023
Persistent link: https://www.econbiz.de/10014320683
Saved in:
3
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
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
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5
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
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6
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
7
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
8
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
9
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
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10
Profiteering from the dot-com bubble, sub-prime crisis and Asian financial crisis
McAleer, Michael
;
Suen, John
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10009771105
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