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Volatilität
259
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McAleer, Michael
40
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14
Mumtaz, Haroon
14
Guidolin, Massimo
9
Kapetanios, George
8
Nguyen, Hoang
7
Raunig, Burkhard
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Savickas, Robert
7
Christiansen, Charlotte
6
Mignon, Valérie
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Skiadopoulos, George
6
Engsted, Tom
5
Faff, Robert W.
5
Roengchai Tansuchat
5
Theodoridis, Konstantinos
5
Allen, David E.
4
Anderson, Warwick
4
Asai, Manabu
4
Białkowski, Je̜drzej
4
Bloom, Nicholas
4
Chen, Chi-chung
4
Escribano, Álvaro
4
Hammoudeh, Shawkat
4
Karlsson, Sune
4
Kayal, Parthajit
4
Laurent, Sébastien
4
Rebucci, Alessandro
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Tanggaard, Carsten
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3
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3
Bastianin, Andrea
3
Behmiri, Niaz Bashiri
3
Blazsek, Szabolcs
3
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3
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7
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831
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619
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Economics letters
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251
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249
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240
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235
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ECONIS (ZBW)
346
USB Cologne (business full texts)
7
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1
Equity market
volatility
and expected risk premium
Chen, Long
(
contributor
);
Guo, Hui
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003739618
Saved in:
2
Long memory and FIGARCH models for daily and high frequency commodity prices
Baillie, Richard
;
Han, Young Wook
;
Myers, Robert J.
; …
-
2007
Persistent link: https://www.econbiz.de/10003740333
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
Risk management of precious metals
Hammoudeh, Shawkat
;
Malik, Farooq
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689064
Saved in:
8
Realized
volatility
risk
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2010
Persistent link: https://www.econbiz.de/10008689075
Saved in:
9
Piety and profits : stock market anomaly during the Muslim holy month
Białkowski, Je̜drzej
;
Etebari, Ahmad
;
Wisniewski, …
-
2010
Persistent link: https://www.econbiz.de/10008695604
Saved in:
10
How does the market variance risk premium vary over time? : evidence from S&P 500 variance swap investment returns
Konstantinidi, Eirini
;
Skiadopoulos, George
-
2014
maturities and investment horizons and they are economically significant.
Volatility
trading strategies which condition on the …
Persistent link: https://www.econbiz.de/10010472838
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