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~isPartOf:"Journal of public economics"
~isPartOf:"Working paper"
~person:"McAleer, Michael"
~subject:"Maximum likelihood estimation"
~subject:"Rohstoffderivat"
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Rohstoffderivat
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ECONIS (ZBW)
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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
Saved in:
2
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
3
Herding, information cascades and volatility spillovers in futures markets
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10009787937
Saved in:
4
Structure and asymptotic theory for nonlinear models with GARCH Errors
Chan, Felix
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008760483
Saved in:
5
Robust estimation and forecasting of the capital asset pricing model
Bian, Guorui
;
McAleer, Michael
;
Wong, Wing Keung
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008760514
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