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~language:"eng"
~person:"Ferrell, Allen"
~person:"McAleer, Michael"
~subject:"Rechtsökonomik"
~subject:"United States"
~type_genre:"Arbeitspapier"
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Rechtsökonomik
United States
Volatility
52
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52
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Theorie
31
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Welt
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Ferrell, Allen
McAleer, Michael
Stulz, René M.
52
Bebchuk, Lucian A.
40
Shavell, Steven
31
Caporale, Guglielmo Maria
30
Viscusi, W. Kip
28
Gupta, Rangan
27
Gil-Alaña, Luis A.
26
Fairlie, Robert W.
22
Berger, Allen N.
21
Williams, John C.
20
Ben-David, Itzhak
19
Chiswick, Barry R.
19
Miller, Stephen M.
19
Weber, Enzo
19
Fratzscher, Marcel
18
Karolyi, G. Andrew
18
Piger, Jeremy Max
16
Weder, Mark
16
Agarwal, Sumit
14
Hayo, Bernd
14
Kaplow, Louis
14
Minford, Patrick
14
Owyang, Michael T.
14
Zingales, Luigi
14
Bernard, Andrew B.
13
Daly, Mary C.
13
Diebold, Francis X.
13
Fahlenbrach, Rüdiger
13
Galí, Jordi
13
Guidolin, Massimo
13
Hou, Kewei
13
Jensen, J. Bradford
13
Khan, Hashmat
13
Malley, James R.
13
Miller, Paul W.
13
Neuenkirch, Matthias
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13
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University of Canterbury / Dept. of Economics and Finance
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13
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7
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ECONIS (ZBW)
34
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1
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:
2
Volatility spillovers from the Chinese stock market to economic neighbours
Allena, David E.
;
Amrama, Ron
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009413631
Saved in:
3
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009012018
Saved in:
4
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:
5
Investor preferences for oil spot and futures based on mean-variance and stochastic dominance
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
Persistent link: https://www.econbiz.de/10008688580
Saved in:
6
The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
Saved in:
7
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009562985
Saved in:
8
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011823293
Saved in:
9
Modelling volatility spillovers for bio-ethanol, sugarcane and corn spot and futures prices
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
-
2016
-
Revised: December 2016
Persistent link: https://www.econbiz.de/10011631784
Saved in:
10
Estimating the leverage parameter of continuous-time stochastic volatility models using high frequency S&P 500 and VIX
Ishida, Isao
;
McAleer, Michael
;
Oya, Kosuke
-
2011
-
1. version, rev.
Persistent link: https://www.econbiz.de/10009012211
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