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Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat; Yuan, Yuan; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008689068
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The Nobel Memorial Prize for Robert F. Engle
Diebold, Francis X. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100061
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Modeling and forecasting realized volatility
Anderson, Torben G. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001547064
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Ten things we should know about time series
McAleer, Michael; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10008688841
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Cliometrics and time series econometrics : some theory and applications
Greasley, David; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10008695600
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Modeling regional interdependencies using a global error-correcting macroeconometric model
Pesaran, M. Hashem (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656767
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Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chang, Chia-Lin; Khamkaew, Thanchanok; McAleer, Michael; … - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008689063
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Risk management of precious metals
Hammoudeh, Shawkat; Malik, Farooq; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008689064
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How volatile is ENSO?
Lan Fen Chu; McAleer, Michael; Chen, Chi-chung - 2010
Persistent link: https://www.econbiz.de/10008689070
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Forecasting realized volatility with linear and nonlinear univariate models
McAleer, Michael; Medeiros, Marcelo C. - 2010
Persistent link: https://www.econbiz.de/10008689073