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person:"Chang, Chia-Lin"
~accessRights:"free"
~subject:"Kapitaleinkommen"
~type_genre:"Non-commercial literature"
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Kapitaleinkommen
ARCH model
44
ARCH-Modell
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Volatility
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Volatilität
32
Spillover effect
15
Spillover-Effekt
15
Oil price
11
Ölpreis
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Estimation
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Schätzung
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Spotmarkt
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United States
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Capital market returns
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Hedging
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Kapitalmarktrendite
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Index derivative
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Indexderivat
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Kausalanalyse
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Prognoseverfahren
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Risikomaß
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Risk measure
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Stochastic process
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Stochastischer Prozess
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Chang, Chia-Lin
Gupta, Rangan
9
Bauwens, Luc
6
Engle, Robert F.
5
Haas, Markus
5
Koopman, Siem Jan
5
Paolella, Marc S.
5
Prokopczuk, Marcel
5
Grassi, Stefano
4
Lucas, André
4
McAleer, Michael
4
Mittnik, Stefan
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Nguyen, Duc Binh Benno
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Teräsvirta, Timo
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Amisano, Gianni
3
Andersen, Torben
3
Bollerslev, Tim
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Bouri, Elie
3
Caporale, Guglielmo Maria
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Geweke, John
3
Kočenda, Evžen
3
Ledoit, Olivier
3
Rodriguez, Gabriel
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Sheppard, Kevin
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Sibbertsen, Philipp
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Thorp, Susan
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Violante, Francesco
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Wolf, Michael
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Xu, Yongdeng
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Ali, Faek Menla
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Ardia, David
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Banerjee, Ashok
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Baruník, Jozef
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Bird, Ron
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Bos, Charles S.
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Cepni, Oguzhan
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Conrad, Christian
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Creal, Drew
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Dhaene, Geert
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The impact of China on stock return and volatility
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
2013
Persistent link: https://www.econbiz.de/10010354381
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2
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
3
Conditional correlations and volatility spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
4
Analyzing and forecasting volatility spillovers and asymmetries in major crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2010
Persistent link: https://www.econbiz.de/10003987336
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