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Volatility
59
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McAleer, Michael
Minford, Patrick
222
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Henrekson, Magnus
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Hayo, Bernd
181
Wagner, Joachim
174
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173
Caporale, Guglielmo Maria
172
Stulz, René M.
135
Chang, Chia-Lin
129
Gupta, Rangan
128
Frey, Bruno S.
121
Arruñada, Benito
118
Foss, Nicolai J.
118
Chiarella, Carl
117
Sunstein, Cass R.
117
Meenagh, David
115
Kamihigashi, Takashi
114
Nijkamp, Peter
114
Estrin, Saul
105
Budzinski, Oliver
104
Galí, Jordi
104
Schjelderup, Guttorm
101
Acs, Zoltán J.
99
Flaschel, Peter
99
Härdle, Wolfgang
99
Torgler, Benno
99
Casson, Mark
98
Bebchuk, Lucian A.
97
Canova, Fabio
97
Salvanes, Kjell G.
95
Wen, Yi
95
Smith, Adam
94
Gil-Alaña, Luis A.
93
Tillmann, Peter
93
Dosi, Giovanni
92
Matthews, Kent
92
Bilgin, Mehmet Huseyin
91
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91
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ECONIS (ZBW)
204
RePEc
72
EconStor
3
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41
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50
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279
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41
Asymmetry and leverage in conditional volatility models
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410186
Saved in:
42
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10010410189
Saved in:
43
On the invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410195
Saved in:
44
Asymmetric realized volatility risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2014
Persistent link: https://www.econbiz.de/10010410196
Saved in:
45
A one line derivation of DCC : application of a vector random coefficient moving average process
Hafner, Christian M.
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410197
Saved in:
46
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
-
2014
Persistent link: https://www.econbiz.de/10010410204
Saved in:
47
Survival analysis of very low birth weight infant mortality in Taiwan
Chang, Chia-Lin
;
Chen, Wei-chen
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10010410206
Saved in:
48
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
49
Hedge fund portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Peiris, Shelton
; …
-
2014
Persistent link: https://www.econbiz.de/10011296524
Saved in:
50
European Market portfolio diversifcation strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
Persistent link: https://www.econbiz.de/10011296531
Saved in:
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