Hammoudeh, Shawkat; McAleer, Michael - 2014
volatility models, the time-varying causality between spot and futures crude oil prices: a regime switching approach, a regime … approach to constructing price-based funding liquidity factors, realized range volatility forecasting: dynamic features and … measurement of systemic risk: an application of CoVaR, model-free volatility indexes in the financial literature: a review, robust …