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~institution:"University of Canterbury / Dept. of Economics and Finance"
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Volatility
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McAleer, Michael
14
Caporin, Massimiliano
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Chang, Chia-Lin
4
Roengchai Tansuchat
3
Chen, Chi-chung
2
Hammoudeh, Shawkat
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Khamkaew, Thanchanok
2
Reale, Marco
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Asai, Manabu
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Białkowski, Je̜drzej
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Chen, Ping-yu
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Da Veiga, Bernardo
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Etebari, Ahmad
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Hoti, Suhejla
1
Ishida, Isao
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Lan Fen Chu
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Malik, Farooq
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Medeiros, Marcelo C.
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Oxley, Les
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Oya, Kosuke
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Rea, Alethea
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Rea, William
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1
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
1,248
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
221
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
69
C.E.P.R. Discussion Papers
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International Monetary Fund
63
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56
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51
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
26
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Internationaler Währungsfonds / Research Department
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Agricultural and Applied Economics Association - AAEA
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
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Department of Economics and Finance, College of Business and Economics
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
18
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17
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Institute of Economic Research, Kyoto University
16
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
16
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ECONIS (ZBW)
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1
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
2
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:
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
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:
6
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:
7
Bayesian extreme value mixture modelling for estimating VaR
Zhao, Xin
;
Scarrott, Carl John
;
Reale, Marco
;
Oxley, Les
-
2009
Persistent link: https://www.econbiz.de/10008669712
Saved in:
8
Value-at-risk for country risk ratings
McAleer, Michael
;
Da Veiga, Bernardo
;
Hoti, Suhejla
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689072
Saved in:
9
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
10
Interdependence of international tourism demand and
volatility
in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
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