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~person:"McAleer, Michael"
~type_genre:"Article"
~type_genre:"Graue Literatur"
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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
Econometric analysis of financial derivatives : an overview
Chang, Chia-Lin
;
McAleer, Michael
-
2014
Persistent link: https://www.econbiz.de/10011296515
Saved in:
3
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:
4
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:
5
Modelling and forecasting noisy realized
volatility
Asai, Manuabu
;
McAleer, Michael
;
Medeiros, Marcelo C.
-
2010
Persistent link: https://www.econbiz.de/10008669930
Saved in:
6
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:
7
A simple expected
volatility
(SEV) index : application to SET50 Index Options
McAleer, Michael
;
Wiphatthanananthakul, Chatayan
-
2010
Persistent link: https://www.econbiz.de/10008670007
Saved in:
8
Block structure multivariate stochastic
volatility
models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008688575
Saved in:
9
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:
10
Modelling the asymmetric
volatility
in hog prices in Taiwan : the impact of joining the WTO
Chang, Chia-Lin
;
Huang, Bing-wen
;
Chen, Meng-gu
; …
-
2010
Persistent link: https://www.econbiz.de/10008689062
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