Narrow search
Showing 1 - 10 of 12
Cover Image
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669344
Cover Image
Alternative asymmetric stochastic volatility models
Asai, Manabu; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008760507
Cover Image
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2014
Persistent link: https://www.econbiz.de/10010410189
Cover Image
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669356
Cover Image
How volatile is ENSO?
Lan Fen Chu; McAleer, Michael; Chen, Chi-chung - 2010
Persistent link: https://www.econbiz.de/10008689070
Cover Image
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
Cover Image
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin; Jimenez-Martin, Juan-Angel; McAleer, … - 2011 - Rev.
Persistent link: https://www.econbiz.de/10009413649
Cover Image
On the invertibility of EGARCH
Martinet, Guillaume Gaetan; McAleer, Michael - 2014
Persistent link: https://www.econbiz.de/10010410195
Cover Image
A one line derivation of EGARCH
McAleer, Michael; Hafner, Christian M. - 2014
Persistent link: https://www.econbiz.de/10010410204
Cover Image
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin; McAleer, Michael; Roengchai Tansuchat - 2012
Persistent link: https://www.econbiz.de/10009562958