Narrow search
Showing 1 - 10 of 14
Cover Image
Dealing with trading thinness in event studies : an improved trade-to-trade model
Anderson, Warwick - 2012
Persistent link: https://www.econbiz.de/10009681375
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
How volatile is ENSO?
Lan Fen Chu; McAleer, Michael; Chen, Chi-chung - 2010
Persistent link: https://www.econbiz.de/10008689070
Cover Image
Risk management of precious metals
Hammoudeh, Shawkat; Malik, Farooq; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008689064
Cover Image
How to pick the best regression equation : a review and comparison of model selection algorithms
Castle, Jennifer; Qin, Xiaochuan; Reid, W. Robert - 2009
Persistent link: https://www.econbiz.de/10008667753
Cover Image
Sharing a risky cake
Baqaee, David - 2009
Persistent link: https://www.econbiz.de/10008669705
Cover Image
Estimating standard errors for the Parks model : can jackknifing help?
Reed, W. Robert; Webb, Rachel S. - 2009
Persistent link: https://www.econbiz.de/10008669708
Cover Image
Gender and generosity : does degree of anonymity or group gender composition matter?
Cadsby, Charles Bram; Servátka, Maros̆; Song, Fei - 2009
Persistent link: https://www.econbiz.de/10008669711