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~isPartOf:"Tinbergen Institute Discussion Paper"
~isPartOf:"Working paper"
~person:"Kanbur, Ravi"
~person:"McAleer, Michael"
~person:"Tirole, Jean"
~subject:"Volatilität"
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Volatilität
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Kanbur, Ravi
McAleer, Michael
Tirole, Jean
Chang, Chia-Lin
14
Mumtaz, Haroon
14
Guo, Hui
9
Neely, Christopher J.
6
Nguyen, Hoang
6
Kapetanios, George
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Roengchai Tansuchat
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Caporin, Massimiliano
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Medeiros, Marcelo C.
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Piger, Jeremy Max
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Pérez Amaral, Teodosio
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Vandone, Daniela
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Wen, Yi
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Yu, Jun
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University of Canterbury / Dept. of Economics and Finance
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Tinbergen Institute Discussion Paper
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26
The North American journal of economics and finance : a journal of financial economics studies
6
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4
International review of economics & finance : IREF
4
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
40
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10
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1
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
2
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:
3
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:
4
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
5
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
6
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
7
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
8
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
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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