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subject:"EU-Staaten"
subject:"Volatility"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"International review of applied economics"
~person:"Bahmani-Oskooee, Mohsen"
~person:"Brülhart, Marius"
~person:"Chang, Chia-Lin"
~person:"MacDonald, Ronald"
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EU-Staaten
Volatility
Estimation
25
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9
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Bahmani-Oskooee, Mohsen
Brülhart, Marius
Chang, Chia-Lin
MacDonald, Ronald
McAleer, Michael
21
Asai, Manabu
6
Medeiros, Marcelo C.
4
Tansuchat, Roengchai
4
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Econometric Institute research papers
International review of applied economics
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ECONIS (ZBW)
9
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1
Modelling the effects of oil prices on global fertilizer prices and volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
2
Modelling long memory volatility in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
3
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
4
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:
5
Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877105
Saved in:
6
Forecasting volatility and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877109
Saved in:
7
Modelling long memory volatility in agricultural commodity futures returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003909568
Saved in:
8
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910516
Saved in:
9
Exchange rate volatility and US commodity trade with the rest of the world
Bahmani-Oskooee, Mohsen
;
Ardalani, Zohre
;
Bolhasani, Marzieh
- In:
International review of applied economics
24
(
2010
)
5
,
pp. 511-532
Persistent link: https://www.econbiz.de/10008822753
Saved in:
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