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~institution:"University of Canterbury / Dept. of Economics and Finance"
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McAleer, Michael
10
Chang, Chia-Lin
3
Castle, Jennifer
2
Chen, Chi-chung
2
Hammoudeh, Shawkat
2
Qin, Xiaochuan
2
Reid, W. Robert
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Roengchai Tansuchat
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Asai, Manabu
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Białkowski, Je̜drzej
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Caporin, Massimiliano
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Chen, Ping-yu
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Da Veiga, Bernardo
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Etebari, Ahmad
1
Hoti, Suhejla
1
Ishida, Isao
1
Khamkaew, Thanchanok
1
Lan Fen Chu
1
Malik, Farooq
1
Medeiros, Marcelo C.
1
Oya, Kosuke
1
Rea, Alethea
1
Rea, William
1
Reale, Marco
1
Scarrott, Carl
1
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
1,015
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
184
Institut für Schweizerisches Bankwesen <Zürich>
76
C.E.P.R. Discussion Papers
59
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
39
National Centre of Competence in Research North South <Bern>
34
HAL
32
EconWPA
31
Université Paris-Dauphine (Paris IX)
31
World Bank
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Institute of Finance and Accounting <London>
25
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23
Springer Fachmedien Wiesbaden
23
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
22
International Monetary Fund
21
Rodney L. White Center for Financial Research
20
Centre for Analytical Finance <Århus>
19
Ekonomiska forskningsinstitutet <Stockholm>
19
Federal Reserve Bank of St. Louis
19
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19
CESifo
17
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
17
Reserve Bank of Australia
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Department of Economics and Finance, College of Business and Economics
15
Frank J. Fabozzi Associates <New Hope, Pa.>
15
School of Economics and Management, University of Aarhus
15
Center for Economic Research <Tilburg>
14
European Association of Agricultural Economists - EAAE
14
Institut für Weltwirtschaft
14
Institute of Economic Research, Kyoto University
14
Svenska Handelshögskolan <Helsinki>
14
Max-Planck-Institut für Ökonomik <Jena> / Abteilung Strategische Interaktion
13
OECD
13
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
12
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
12
Chambre de commerce et d'industrie de Paris
12
European Central Bank
12
European University Institute / Department of Economics
12
Fisher Investments Inc. <Woodside, Calif.>
12
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Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
2
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
Saved in:
3
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
Saved in:
4
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
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
Modeling the effect of oil price on global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008695601
Saved in:
7
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:
8
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:
9
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:
10
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:
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