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~institution:"Centre for Economic Policy Research"
~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
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Volatility
14
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McAleer, Michael
14
Caporin, Massimiliano
4
Chang, Chia-Lin
4
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2
Lugovskyy, Volodymyr
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Puzzello, Daniela
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Roengchai Tansuchat
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1
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1
Balduzzi, Pierluigi
1
Bertola, Giuseppe
1
Biais, Bruno
1
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1
Chen, Ping-yu
1
Diebold, Francis X.
1
Etebari, Ahmad
1
Foresi, Silverio
1
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Ho, Mun S.
1
Ishida, Isao
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Khamkaew, Thanchanok
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Kilian, Lutz
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Lan Fen Chu
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Longin, François M.
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Luttmer, Erzo Gerrit Jan
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Malik, Farooq
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Palm, Franz C.
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Rea, Alethea
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Centre for Economic Policy Research
University of Canterbury / Dept. of Economics and Finance
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84
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54
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47
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41
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38
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Center for Economic Research <Tilburg>
12
Federal Reserve Bank of San Francisco
12
Gottfried Wilhelm Leibniz Universität Hannover
12
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ECONIS (ZBW)
31
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1
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:
2
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
3
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
Saved in:
4
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
5
Forecasting realized
volatility
with linear and nonlinear univariate models
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008689073
Saved in:
6
Exchange rate and foreign inflation risk premiums in global equity returns
Vassalou, Maria
-
2000
Persistent link: https://www.econbiz.de/10013423081
Saved in:
7
Microeconomic sources of equity risk
Wickens, Michael R.
-
2003
Persistent link: https://www.econbiz.de/10013424340
Saved in:
8
Inflation differentials and excess returns in the European Monetary System
Vlaar, Peter J. G.
;
Palm, Franz C.
-
1993
Persistent link: https://www.econbiz.de/10000886175
Saved in:
9
Dealing with trading thinness in event studies : an improved trade-to-trade model
Anderson, Warwick
-
2012
Persistent link: https://www.econbiz.de/10009681375
Saved in:
10
Further evidence on performance evaluation : portfolio holdings, recommendations, and turnover costs
Rubio, Gonzalo
-
1992
Persistent link: https://www.econbiz.de/10013444281
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