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~isPartOf:"Econometric Institute research papers"
~isPartOf:"Economics letters"
~isPartOf:"Working paper"
~person:"Anderson, Richard G."
~person:"McAleer, Michael"
~subject:"Deutschland"
~subject:"EU-Staaten"
~subject:"Japan"
~subject:"Produktivität"
~subject:"Risk measure"
~subject:"Schock"
~subject:"Schätzung"
~subject:"United States"
~subject:"Volatilität"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Conference proceedings"
~type_genre:"Gutachten"
~type_genre:"Statistics"
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Anderson, Richard G.
McAleer, Michael
Owyang, Michael T.
24
Wheelock, David C.
24
Neely, Christopher J.
20
Chang, Chia-Lin
19
Garrett, Thomas Andrew
19
Bloom, Nicholas
17
Thornton, Daniel L.
17
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Wen, Yi
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Guo, Hui
14
Piger, Jeremy Max
14
Garriga, Carlos
13
Guidolin, Massimo
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Wall, Howard J.
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Asai, Manabu
11
Davis, Steven J.
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Wheeler, Christopher H.
10
Coughlin, Cletus Charles
9
Farber, Henry S.
9
Hammoudeh, Shawkat
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Hernández-Murillo, Rubén
9
Kehoe, Patrick J.
9
Krueger, Alan B.
9
Mas, Alexandre
9
McGrattan, Ellen R.
9
Dueker, Michael
8
Duggan, Mark G.
8
Franses, Philip Hans
8
Karanassou, Marika
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Wilson, Paul W.
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7
Mumtaz, Haroon
7
Nelson, Edward
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Pennington-Cross, Anthony
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Sala, Hector
7
Schlagenhauf, Don E.
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Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
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2015
Persistent link: https://www.econbiz.de/10011432589
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2
Daily market news sentiment and stock prices
Allen, David E.
;
McAleer, Michael
;
Singh, Abhay Kumar
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2015
Persistent link: https://www.econbiz.de/10011432600
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3
Market integration dynamics and asymptotic price convergence in distribution
García-Hiernaux, Alfredo
;
Guerrero, David E.
;
McAleer, …
-
2015
Persistent link: https://www.econbiz.de/10011432674
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4
Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies
Allen, David E.
;
McAleer, Michael
;
Shelton, Peiris
; …
-
2015
Persistent link: https://www.econbiz.de/10011432736
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5
Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China
Chang, Chia-Lin
;
McAleer, Michael
;
Tian, Jiarong
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011541151
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6
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yanghuiting
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500276
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7
An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Chien-Hsun
-
2016
-
Revised: June, 2016
Persistent link: https://www.econbiz.de/10011500282
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8
The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
-
2019
Persistent link: https://www.econbiz.de/10011986953
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9
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
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10
Theory and application of an economic performance measure of risk
Niu, Cuizhen
;
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
-
2017
Persistent link: https://www.econbiz.de/10011668139
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