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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Share price"
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ARCH-Modell
Share price
Volatility
6
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6
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3
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3
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3
Börsenkurs
2
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2
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McAleer, Michael
Kang, Sang Hoon
7
Gupta, Rangan
6
Mensi, Walid
6
Xuan Vinh Vo
5
Dai, Zhifeng
4
Qiao, Gaoxiu
4
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The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
42
Discussion paper / Tinbergen Institute
28
Working paper
21
Econometric reviews
4
Econometrics : open access journal
3
Energy economics
3
Journal of econometrics
3
Journal of risk and financial management : JRFM
3
Applied economics
2
International review of economics & finance : IREF
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
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1
Contributions to economic analysis
1
Discussion paper / Institute of Social and Economic Research
1
Econometric theory
1
Economics letters
1
Economies : open access journal
1
Finance research letters
1
International Journal of Financial Studies : open access journal
1
International journal of forecasting
1
Journal of economic surveys
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
1
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1
Quantifying consumer preferences
1
Risks : open access journal
1
TI 2017-038/III Tinbergen Institute Discussion Paper
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
The econometrics journal
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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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1
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
Saved in:
4
A Bayesian approach to excess
volatility
, short-term underreaction and long-term overreaction during financial crises
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 346-358
Persistent link: https://www.econbiz.de/10011938136
Saved in:
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