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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"McAleer, Michael"
~person:"Wang, Yudong"
~subject:"ARCH-Modell"
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ARCH-Modell
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6
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6
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3
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2
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McAleer, Michael
Wang, Yudong
Kang, Sang Hoon
5
Mensi, Walid
5
Wu, Xinyu
4
Chang, Chia-Lin
3
Gupta, Rangan
3
Qiao, Gaoxiu
3
Al-Jarrah, Idries Mohammad Wanas
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Al-Yahyaee, Khamis Hamed
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Kok Haur Ng
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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
36
Discussion paper / Tinbergen Institute
21
Working paper
16
Energy economics
9
International journal of forecasting
5
Applied economics
3
Econometric reviews
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Econometrics : open access journal
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3
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Pacific-Basin finance journal
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Quantifying consumer preferences
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TI 2017-038/III Tinbergen Institute Discussion Paper
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The Korean economic review
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The journal of futures markets
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Tinbergen Institute Discussion Paper 2018-052/III
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ECONIS (ZBW)
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Is small beautiful? : size effects of
volatility
spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin
;
Hsu, Hui-kuang
;
McAleer, Michael
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 519-534
Persistent link: https://www.econbiz.de/10010367563
Saved in:
2
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:
3
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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