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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
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
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2016
Persistent link: https://www.econbiz.de/10011432792
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3
On the Invertibility of EGARCH(p,q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
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2015
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Revised: February 2015
Persistent link: https://www.econbiz.de/10011346214
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The impact of jumps and leverage in forecasting co-volatility
Asai, Manabu
;
McAleer, Michael
-
2015
Persistent link: https://www.econbiz.de/10011346236
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5
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
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2015
Persistent link: https://www.econbiz.de/10011346289
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6
The impact of China on stock return and volatility
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010354381
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7
Size and value effects in Suriname
Bodeutch, Denice
;
Franses, Philip Hans
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2013
Persistent link: https://www.econbiz.de/10010354389
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8
On the Invertibility of EGARCH
Martinet, Guillaume Gaetan
;
McAleer, Michael
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2014
Persistent link: https://www.econbiz.de/10010438059
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9
A one line derivation of EGARCH
McAleer, Michael
;
Hafner, Christian M.
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2014
Persistent link: https://www.econbiz.de/10010438068
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10
Modelling volatility spillovers for bio-ethanol, sugarcane and corn
Chang, Chia-Lin
;
McAleer, Michael
;
Wang, Yu-Ann
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2016
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Revised
Persistent link: https://www.econbiz.de/10011448000
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