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~isPartOf:"Working paper"
~person:"Baker, Scott"
~person:"Clements, Adam"
~person:"Engle, Robert F."
~person:"Kapetanios, George"
~person:"McAleer, Michael"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Volatility"
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Zeitreihenanalyse
Volatility
48
Volatilität
48
ARCH model
16
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16
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16
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12
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Spillover-Effekt
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Baker, Scott
Clements, Adam
Engle, Robert F.
Kapetanios, George
McAleer, Michael
Blazsek, Szabolcs
3
Escribano, Álvaro
3
Yu, Jun
3
Chang, Chia-Lin
2
Javed, Farrukh
2
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Roengchai Tansuchat
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ECONIS (ZBW)
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1
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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2
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
3
Block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
4
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
5
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
6
A simple expected volatility (SEV) index : application to SET50 Index Options
McAleer, Michael
;
Wiphatthanananthakul, Chatayan
-
2010
Persistent link: https://www.econbiz.de/10008670007
Saved in:
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