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person:"Chang, Chia-Lin"
~subject:"Kapitaleinkommen"
~type_genre:"Non-commercial literature"
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Kapitaleinkommen
ARCH model
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ARCH-Modell
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Volatility
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Volatilität
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Spillover-Effekt
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Ölpreis
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Chang, Chia-Lin
Gupta, Rangan
10
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9
Bauwens, Luc
7
McAleer, Michael
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Ledoit, Olivier
6
Paolella, Marc S.
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Wolf, Michael
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Roengchai Tansuchat
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Zhu, Jie
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Amisano, Gianni
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Andersen, Torben
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Bouri, Elie
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Caporale, Guglielmo Maria
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Kočenda, Evžen
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Nielsen, Morten Ørregaard
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Raaij, Gabriela de
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Raunig, Burkhard
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Rodriguez, Gabriel
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Saikkonen, Pentti
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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
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:
6
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:
7
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:
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