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~isPartOf:"Working paper"
~person:"McAleer, Michael"
~subject:"Volatilität"
~type_genre:"Working Paper"
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Volatilität
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McAleer, Michael
Chen, Chi-chung
4
Manera, Matteo
4
Chang, Chia-Lin
3
Allen, David E.
2
Baker, Scott
2
Behmiri, Niaz Bashiri
2
Bloom, Nicholas
2
Chen, Ping-yu
2
Davis, Steven J.
2
Mumtaz, Haroon
2
Raunig, Burkhard
2
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Valenti, Daniele
2
Wang, Pengfei
2
Wen, Yi
2
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1
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Asai, Manuabu
1
Bellora, Cecilia
1
Bickley, Steve J.
1
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1
Bourgeon, Jean-Marc
1
Brumpton, Martin
1
Bénassy-Quéré, Agnès
1
Böck, Maximilian
1
Capelle, Damien
1
Chan, Ho Fai
1
Chang, Chia-lin
1
Chen, Ping-Yu
1
Colthurst, Richard
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1
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7
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4
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ECONIS (ZBW)
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1
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
2
Modeling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10009701639
Saved in:
3
Modelling and forecasting noisy realized volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
4
Realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
5
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jiménez-Martín, Juan-Ángel
;
Pérez …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695591
Saved in:
6
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
7
Modeling the volatility in global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10008688821
Saved in:
8
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
9
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
Saved in:
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