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~institution:"University of Canterbury / Dept. of Economics and Finance"
~subject:"Share price"
~subject:"Volatility"
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Share price
Volatility
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McAleer, Michael
4
Asai, Manabu
1
Białkowski, Je̜drzej
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
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1
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1
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1
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1
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1
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1
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
214
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
11
Institut für Weltwirtschaft
9
Ekonomiska forskningsinstitutet <Stockholm>
8
Zentrum für Europäische Wirtschaftsforschung
7
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6
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Banca d'Italia
4
Birkbeck College / Department of Economics
4
Deutsche Börse AG
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Rodney L. White Center for Financial Research
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Springer Fachmedien Wiesbaden
4
Svenska Handelshögskolan <Helsinki>
4
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
4
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3
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3
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3
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3
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3
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3
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3
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3
Shaker Verlag
3
Technische Universität Dresden
3
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3
Verlag Dr. Kovač
3
Arbeitsgemeinschaft der Deutschen Wertpapierbörsen
2
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How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
2
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:
3
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
Persistent link: https://www.econbiz.de/10009562958
Saved in:
4
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:
5
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:
6
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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