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subject:"Erdöl"
~isPartOf:"Journal of the Royal Statistical Society"
~isPartOf:"Working paper"
~person:"Chang, Chia-Lin"
~subject:"Spekulation"
~subject:"Theorie"
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Search: subject_exact:"Commodity derivative"
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Erdöl
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Commodity derivative
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Rohstoffderivat
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Chang, Chia-Lin
Sauerbeck, A.
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Daskalaki, Charoula
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Nicolini, Marcella
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Roengchai Tansuchat
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Journal of the Royal Statistical Society
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Tinbergen Institute Discussion Paper 2018-052/III
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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
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Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
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