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~isPartOf:"Working paper"
~person:"Koopman, Siem Jan"
~person:"McAleer, Michael"
~subject:"ARCH-Modell"
~subject:"Stochastic process"
~subject:"Theory"
~subject:"Welt"
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ARCH-Modell
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Welt
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13
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Koopman, Siem Jan
McAleer, Michael
Mumtaz, Haroon
15
Chang, Chia-Lin
10
Manera, Matteo
9
Wen, Yi
8
Grekou, Carl
7
Mignon, Valérie
6
Nguyen, Hoang
6
Kapetanios, George
5
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5
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5
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4
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4
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4
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4
Karlsson, Sune
4
Neely, Christopher J.
4
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4
Roengchai Tansuchat
4
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4
Wang, Pengfei
4
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3
Behmiri, Niaz Bashiri
3
Bosetti, Valentina
3
Caporin, Massimiliano
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Carriero, Andrea
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3
Raunig, Burkhard
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Santacreu, Ana Maria
3
Tavoni, Massimo
3
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3
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ECONIS (ZBW)
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1
Globalization and knowledge spillover : international direct investment,
exports
and patents
Chang, Chia-Lin
;
Chen, Sung-po
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008695602
Saved in:
2
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:
3
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:
4
Modelling and forecasting noisy realized
volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
5
Analyzing and forecasting
volatility
spillovers, asymmetries and hedging in major oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2010
Persistent link: https://www.econbiz.de/10008669993
Saved in:
6
Block structure multivariate stochastic
volatility
models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
7
Modeling the
volatility
in global fertilizer prices
Chen, Ping-yu
;
Chang, Chia-lin
;
Chen, Chi-chung
; …
-
2010
Persistent link: https://www.econbiz.de/10008688821
Saved in:
8
Exchange rate and industrial commodity
volatility
transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
9
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
10
Realized
volatility
risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
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