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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Economics letters"
~isPartOf:"The journal of real estate finance and economics"
~subject:"Volatilität"
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Volatilität
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343
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343
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144
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144
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143
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McAleer, Michael
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1
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1
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Econometric Institute research papers
Economics letters
The journal of real estate finance and economics
Working paper / National Bureau of Economic Research, Inc.
176
The journal of futures markets
128
The review of financial studies
81
Discussion paper / Centre for Economic Policy Research
68
Journal of banking & finance
59
The journal of finance : the journal of the American Finance Association
58
Applied financial economics
49
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48
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International review of financial analysis
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ECONIS (ZBW)
72
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1
The link between growth volatility and technical progress : cross-country evidence
Tang, Sam Hak Kan
- In:
Economics letters
77
(
2002
)
3
,
pp. 335-341
Persistent link: https://www.econbiz.de/10001711496
Saved in:
2
Range-based covariance estimation using high-frequency data : the realized co-range
Bannouh, Karim
(
contributor
);
Dijk, Dick van
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003754160
Saved in:
3
Asymmetry and leverage in realized volatility
Asai, Manabu
(
contributor
);
McAleer, Michael
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003780794
Saved in:
4
Multivariate modeling of daily REIT volatility
Cotter, John
;
Stevenson, Simon
- In:
The journal of real estate finance and economics
32
(
2006
)
3
,
pp. 305-325
Persistent link: https://www.econbiz.de/10003308696
Saved in:
5
Exploring metropolitan price volatility
Miller, Norman G.
;
Peng, Liang
- In:
The journal of real estate finance and economics
33
(
2006
)
1
,
pp. 5-18
Persistent link: https://www.econbiz.de/10003333535
Saved in:
6
Conditional volatility of equity real estate investment trust returns : a pre- and post-1993 comparison
Jirasakuldech, Benjamas
;
Campbell, Robert D.
;
Emekter, Riza
- In:
The journal of real estate finance and economics
38
(
2009
)
2
,
pp. 137-154
Persistent link: https://www.econbiz.de/10003810925
Saved in:
7
Mean-reversion in REITs discount to NAV & risk premium
Patel, Kanaklata
;
Pereira, Ricardo A. M. G.
;
Zavodov, …
- In:
The journal of real estate finance and economics
39
(
2009
)
3
,
pp. 229-247
Persistent link: https://www.econbiz.de/10003900696
Saved in:
8
Trends, cycles and convergence in US regional house prices
Clark, Steven P.
;
Coggin, T. Daniel
- In:
The journal of real estate finance and economics
39
(
2009
)
3
,
pp. 264-283
Persistent link: https://www.econbiz.de/10003900712
Saved in:
9
Predicting Markov volatility switches using monetary policy variables
Sola, Martin
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Economics letters
95
(
2007
)
1
,
pp. 110-116
Persistent link: https://www.econbiz.de/10003448218
Saved in:
10
Modelling long memory volatility in agricultural commodity futures returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003909568
Saved in:
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