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language:"eng"
~person:"Chou, Heng-chih"
~subject:"Arabische Staaten"
~subject:"Estimation"
~subject:"Massengutschifffahrt"
~subject:"Shipping"
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Arabische Staaten
Estimation
Massengutschifffahrt
Shipping
Dry bulk shipping
2
Frachtrate
2
Freight rate
2
ARCH model
1
ARCH-Modell
1
CAPM
1
Capital income
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EGARCH in mean
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EGARCH-M
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Frachtschifffahrt
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ICAPM
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Kapitaleinkommen
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Time series analysis
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Volatility
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Volatilität
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Welt
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Zeitreihenanalyse
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asymmetric volatility
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dry bulk freight rates
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dry bulk shipping
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financial crisis
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fractional integrated volatility models
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intertemporal capital asset pricing model
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long memory
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risk-return trade-off
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value-at-risk (VaR)
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Chou, Heng-chih
Adland, Roar
10
Melas, Konstantinos D.
9
Michail, Nektarios
9
Jia, Haiying
6
Strandenes, Siri Pettersen
6
Thanopoulou, Helen
5
Alizadeh, Amir H.
4
Alizadeh-Masoodian, Amir H.
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Chen, Shun
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Jacks, David S.
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Kavussanos, Manolis G.
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Nomikos, Nikos K.
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Wright, Graham
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Zeng, Qingcheng
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Duru, Okan
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Merika, Anna
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Merikas, Andreas G.
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Stuermer, Martin
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Van de Voorde, Eddy
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Andrikopulos, Andreas A.
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Bulut, Emrah
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Cahoon, Stephen
2
Cariou, Pierre
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Chang, Ching-chih
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Chen, Feier
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Dai, Lei
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Drobetz, Wolfgang
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Fagerholt, Kjetil
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Hu, Hao
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Lun, Y. H. Venus
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Luo, Meifeng
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Marlow, Peter B.
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Nason, James M.
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Patterson, Donald G.
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International journal of shipping and transport logistics : IJSTL
1
Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business
1
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ECONIS (ZBW)
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1
Exploring risk-return relations in dry bulk shipping
Kuo, Chih-Chen
;
Chou, Heng-chih
;
Chang, Chih-Ching
- In:
International journal of shipping and transport …
8
(
2016
)
4
,
pp. 488-506
Persistent link: https://www.econbiz.de/10011617804
Saved in:
2
Value-at-risk analysis of the asymmetric long-memory volatility process of dry bulk freight rates
Chang, Chao-chi
;
Chou, Heng-chih
;
Wu, Chun-chou
- In:
Maritime economics & logistics : a quarterly scientific …
16
(
2014
)
3
,
pp. 298-320
Persistent link: https://www.econbiz.de/10010414973
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