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Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008669344
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How volatile is ENSO?
Lan Fen Chu
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McAleer, Michael
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Chen, Chi-chung
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2010
Persistent link: https://www.econbiz.de/10008689070
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Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
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2010
Persistent link: https://www.econbiz.de/10008760507
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