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~language:"cat"
~language:"eng"
~person:"Gupta, Rangan"
~person:"Kang, Sang Hoon"
~person:"McAleer, Michael"
~subject:"Correlation"
~type_genre:"Article in journal"
~type_genre:"Übersichtsarbeit"
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Correlation
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Gupta, Rangan
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McAleer, Michael
Tiwari, Aviral Kumar
16
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11
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ECONIS (ZBW)
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21
Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares
Da Veiga, Bernardo
;
Chan, Felix
;
McAleer, Michael
- In:
Pacific-Basin finance journal
16
(
2008
)
4
,
pp. 453-475
Persistent link: https://www.econbiz.de/10003757401
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22
Modeling dynamic conditional correlations in WTI oil forward and futures returns
Lanza, Alessandro
;
Manera, Matteo
;
McAleer, Michael
- In:
Finance research letters
3
(
2006
)
2
,
pp. 114-132
Persistent link: https://www.econbiz.de/10003333927
Saved in:
23
Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo
;
McAleer, Michael
;
Grasso, Margherita
- In:
Applied financial economics
16
(
2006
)
7
,
pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
Saved in:
24
Dynamic asymmetric leverage in stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
24
(
2005
)
3
,
pp. 317-332
Persistent link: https://www.econbiz.de/10003105638
Saved in:
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