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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"McAleer, Michael"
~person:"Schnabel, Claus"
~subject:"Volatility"
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Volatility
ARCH model
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ARCH-Modell
2
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Schätzung
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Volatilität
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12-Month variance futures
1
3-Month variance futures
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Aktienindex
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McAleer, Michael
Schnabel, Claus
Gupta, Rangan
7
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Wohar, Mark E.
3
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
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Chang, Chia-Lin
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Dai, Zhifeng
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Ho, Kin-Yip
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Ji, Qiang
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Lien, Da-hsiang Donald
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Liu, Qiang
2
Nonejad, Nima
2
Risse, Marian
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Xuan Vinh Vo
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Zhang, Zhaoyong
2
Ahmed, Walid M. A.
1
Aiube, Fernando Antônio Lucena
1
Akdeniz, Levent
1
Al-Jarrah, Idries Mohammad Wanas
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Altay-Salih, Aslihan
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An, Jiyoun
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Andrada Félix, Julián
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Anjum, Hassan
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Becker, Ralf
1
Bekiros, Stelios
1
Belke, Ansgar
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The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
21
Working paper
13
Discussion paper / Tinbergen Institute
12
Econometric reviews
4
Journal of econometrics
3
International review of economics & finance : IREF
2
Journal of risk and financial management : JRFM
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Risks : open access journal
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School of Accounting, Finance and Economics & FEMARC working paper series
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The econometrics journal
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Applied economics
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Econometrics : open access journal
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Handbook of applied econometrics and statistical inference
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International journal of forecasting
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Managerial finance
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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
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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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