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~language:"bul"
~language:"eng"
~person:"McAleer, Michael"
~subject:"Commodity derivative"
~subject:"Estimation"
~subject:"United Kingdom"
~type_genre:"Working Paper"
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Commodity derivative
Estimation
United Kingdom
Volatility
51
Volatilität
51
ARCH model
36
ARCH-Modell
36
Welt
31
World
31
Forecasting model
29
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McAleer, Michael
Caporale, Guglielmo Maria
48
Minford, Patrick
36
Gil-Alaña, Luis A.
31
Hayo, Bernd
30
Gupta, Rangan
25
Wagner, Joachim
24
Görg, Holger
21
Salvanes, Kjell G.
21
Meenagh, David
19
Chang, Chia-Lin
18
Döpke, Jörg
18
Weber, Enzo
18
Benati, Luca
17
Huber, Florian
17
Pierdzioch, Christian
17
Blake, David
16
Hart, Robert A.
16
Stulz, René M.
16
Buch, Claudia M.
15
Pesaran, M. Hashem
15
Theodoridis, Konstantinos
15
Van Reenen, John
15
Allen, David E.
14
Fritsch, Michael
14
Galí, Jordi
14
Härdle, Wolfgang
14
Sercu, Piet
14
Bauer, Thomas K.
12
Kaiser, Ulrich
12
Merkl, Christian
12
Mierzwa, Sascha
12
Miller, Stephen M.
12
Rossi, Barbara
12
Woitek, Ulrich
12
Czarnitzki, Dirk
11
Fischer, Manfred M.
11
Voigt, Stefan
11
Adam, Klaus
10
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10
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University of Canterbury / Dept. of Economics and Finance
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Working paper
34
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ECONIS (ZBW)
37
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1
A tourism conditions index
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010242831
Saved in:
2
A tourism financial conditions index
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410211
Saved in:
3
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
4
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
5
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
6
Modelling and simulation : an overview
McAleer, Michael
;
Chan, Felix
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009747199
Saved in:
7
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
8
Risk-averse and risk-seeking investor preferences for oil spot and futures
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2013
Persistent link: https://www.econbiz.de/10010188534
Saved in:
9
Coercive journal self-citations, impact factor, journal Influence and article influence
Chang, Chia-Lin
;
McAleer, Michael
;
Oxley, Les
-
2013
Persistent link: https://www.econbiz.de/10009723145
Saved in:
10
Causality between market liquidity and depth for energy and grains
Sari, Ramazan
;
Hammoudeh, Shawkat
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012031
Saved in:
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