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person:"Chang, Chia-Lin"
~person:"Saikkonen, Pentti"
~subject:"Kapitaleinkommen"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"GARCH-Modell"
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Kapitaleinkommen
ARCH model
67
ARCH-Modell
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Chang, Chia-Lin
Saikkonen, Pentti
Gupta, Rangan
10
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9
Bauwens, Luc
7
McAleer, Michael
7
Ledoit, Olivier
6
Paolella, Marc S.
6
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5
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4
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Roengchai Tansuchat
4
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Teräsvirta, Timo
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Zhu, Jie
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3
Andersen, Torben
3
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ECONIS (ZBW)
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1
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
Saved in:
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
Saved in:
5
Modeling conditional skewness in stock returns
Lanne, Markku
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003197857
Saved in:
6
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:
7
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:
8
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:
9
Why is it so difficult to uncover the risk-return tradeoff in stock returns?
Lanne, Markku
;
Saikkonen, Pentti
-
2005
Persistent link: https://www.econbiz.de/10002700275
Saved in:
10
A skewed GARCH-in-Mean model : an application to US stock returns
Lanne, Markku
;
Saikkonen, Pentti
-
2004
Persistent link: https://www.econbiz.de/10001943820
Saved in:
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