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~institution:"University of Canterbury / Dept. of Economics and Finance"
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Volatility
11
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11
ARCH model
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USA
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Börsenkurs
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3
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English
15
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McAleer, Michael
13
Caporin, Massimiliano
4
Chang, Chia-Lin
4
Roengchai Tansuchat
3
Chen, Chi-chung
2
Hammoudeh, Shawkat
2
Khamkaew, Thanchanok
2
Asai, Manabu
1
Białkowski, Je̜drzej
1
Chen, Ping-yu
1
Etebari, Ahmad
1
Ishida, Isao
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
Wisniewski, Tomasz Piotr
1
Yuan, Yuan
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University of Canterbury / Dept. of Economics and Finance
National Bureau of Economic Research
781
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
253
International Monetary Fund (IMF)
249
International Monetary Fund
106
C.E.P.R. Discussion Papers
65
Institut für Schweizerisches Bankwesen <Zürich>
49
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
43
HAL
39
EconWPA
38
Ekonomiska forskningsinstitutet <Stockholm>
36
Université Paris-Dauphine (Paris IX)
33
OECD
32
eSocialSciences
32
Agricultural and Applied Economics Association - AAEA
30
World Bank
27
Centre for Analytical Finance <Århus>
26
International Energy Agency
25
Basel Committee on Banking Supervision
21
Philippinen / National Census and Statistics Office
21
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
21
Bangladesch / Parisaṅkhyāna Byuro
20
International Labour Organization (ILO), United Nations
20
CESifo
19
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
18
European Association of Agricultural Economists - EAAE
17
European University Institute / Department of Economics
17
Federal Reserve Bank of St. Louis
17
London School of Economics and Political Science
17
National Centre of Competence in Research North South <Bern>
17
Reserve Bank of Australia
17
Chambre de commerce et d'industrie de Paris
16
Department of Economics and Finance, College of Business and Economics
15
Internationaler Währungsfonds / Research Department
15
Society for Computational Economics - SCE
15
Institut für Weltwirtschaft
14
Institute of Finance and Accounting <London>
14
Princeton University Press
14
Svenska Handelshögskolan <Helsinki>
14
International Organization of Securities Commissions
13
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ECONIS (ZBW)
15
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1
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:
2
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:
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
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:
5
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
6
Ranking multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689067
Saved in:
7
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
Saved in:
8
Ranking multivariate GARCH models by problem dimension : an empirical evaluation
Caporin, Massimiliano
;
McAleer, Michael
-
2011
Persistent link: https://www.econbiz.de/10009412785
Saved in:
9
Robust ranking of multivariate GARCH models by problem dimension
Caporin, Massimiliano
;
McAleer, Michael
-
2012
Persistent link: https://www.econbiz.de/10009562979
Saved in:
10
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
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