Narrow search
Showing 1 - 10 of 19
Cover Image
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2015
Persistent link: https://www.econbiz.de/10011432589
Cover Image
Daily market news sentiment and stock prices
Allen, David E.; McAleer, Michael; Singh, Abhay Kumar - 2015
Persistent link: https://www.econbiz.de/10011432600
Cover Image
Political cycles and stock returns
Pástor, Ľuboš; Veronesi, Pietro - 2017
Persistent link: https://www.econbiz.de/10011627652
Cover Image
Realized stochastic volatility with general asymmetry and long memory
Asai, Manabu; Chang, Chia-Lin; McAleer, Michael - 2017 - Revised: April 2017
Persistent link: https://www.econbiz.de/10011659228
Cover Image
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu; McAleer, Michael - 2018
Persistent link: https://www.econbiz.de/10011823293
Cover Image
Connecting VIX and stock index ETF
Chang, Chia-Lin; Hsieh, Tai-Lin; McAleer, Michael - 2017 - Revised: January 2017
Persistent link: https://www.econbiz.de/10011823316
Cover Image
Connecting VIX and stock index ETF with VAR and diagonal BEKK
Chang, Chia-Lin; Hsieh, Tai-Lin; McAleer, Michael - 2018 - Revised: September 2018
Persistent link: https://www.econbiz.de/10011920700
Cover Image
Stock prices and IPO waves
Pástor, Ľuboš; Veronesi, Pietro - 2003
Persistent link: https://www.econbiz.de/10001775746
Cover Image
The time series of the cross section of asset prices
Menzly, Lior; Santos, Tano; Veronesi, Pietro - 2002
Persistent link: https://www.econbiz.de/10001709520
Cover Image
Was there a NASDAQ bubble in the late 1990s?
Pástor, Ľuboš; Veronesi, Pietro - 2004
Persistent link: https://www.econbiz.de/10002124231