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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Chan, Joshua"
~person:"McAleer, Michael"
~subject:"Estimation"
~subject:"Zeitreihenanalyse"
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Estimation
Zeitreihenanalyse
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Chan, Joshua
McAleer, Michael
Gupta, Rangan
7
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
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Xuan Vinh Vo
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The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
29
Discussion paper / Tinbergen Institute
19
Working paper
17
CAMA working paper series
11
Econometric reviews
8
Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
International journal of forecasting
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Econometrics : open access journal
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International review of economics & finance : IREF
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The econometrics journal
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Computational economics
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Economics letters
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Handbook of applied econometrics and statistical inference
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Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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The Korean economic review
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Tinbergen Institute Discussion Paper 2017-105/III
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
2
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
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