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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:"McAleer, Michael"
~person:"Piger, Jeremy Max"
~person:"Tripier, Fabien"
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Volatility
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Clements, Adam
Engle, Robert F.
McAleer, Michael
Piger, Jeremy Max
Tripier, Fabien
Neely, Christopher J.
15
Chang, Chia-Lin
14
Mumtaz, Haroon
14
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Manera, Matteo
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Cross-border investments and uncertainty firm-level evidence
Cezar, Rafaël
;
Gigout, Timothée
;
Tripier, Fabien
-
2020
Persistent link: https://www.econbiz.de/10012243539
Saved in:
2
Uncertainty and the macroeconomy : evidence from an uncertainty composite indicator
Charles, Amélie
;
Darné, Olivier
;
Tripier, Fabien
-
2017
Persistent link: https://www.econbiz.de/10012059527
Saved in:
3
Do uncertainty shocks always matter for business cycles?
Lhuissier, Stéphane
;
Tripier, Fabien
-
2016
Persistent link: https://www.econbiz.de/10011743190
Saved in:
4
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:
5
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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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
Saved in:
10
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
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