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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"McAleer, Michael"
~subject:"BEKK"
~subject:"Share price"
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BEKK
Share price
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6
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6
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4
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3
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3
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McAleer, Michael
Gupta, Rangan
12
Zhou, Liyun
7
Dai, Zhifeng
6
Ryu, Doojin
6
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5
Li, Jinfang
5
Xuan Vinh Vo
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The North American journal of economics and finance : a journal of financial economics studies
Discussion paper / Tinbergen Institute
25
Econometric Institute research papers
14
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10
Tinbergen Institute Discussion Paper
9
Documentos de Trabajo del ICAE
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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The Japanese economic review : the journal of the Japanese Economic Association
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The North American Journal of Economics and Finance
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The econometrics journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Tinbergen Institute Discussion Paper 17082/III (2017)
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ECONIS (ZBW)
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1
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
Saved in:
2
Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
3
Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 519-534
Persistent link: https://www.econbiz.de/10010367563
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