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subject:"Purchasing power parity"
subject:"Wechselkurs"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Hsing, Yu"
~person:"McAleer, Michael"
~person:"Onour, Ibrahim A."
~subject:"ARCH model"
~subject:"Fiscal policy"
~subject:"Geldnachfrage"
~subject:"Monetary policy"
~subject:"Volatilität"
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Purchasing power parity
Wechselkurs
ARCH model
Fiscal policy
Geldnachfrage
Monetary policy
Volatilität
ARCH-Modell
2
Estimation
2
Schätzung
2
Volatility
2
12-Month variance futures
1
3-Month variance futures
1
Aktienindex
1
Börsenkurs
1
Capital income
1
Commodity derivative
1
Conditional correlations
1
Correlation
1
Crude oil prices
1
Derivat
1
Derivative
1
Financial derivatives
1
Forecasting model
1
Forward and futures prices
1
Futures
1
Hedging
1
Kapitaleinkommen
1
Korrelation
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Modellierung
1
Multivariate GARCH
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Oil price
1
Option pricing theory
1
Options
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Optionspreistheorie
1
Portfolio selection
1
Portfolio-Management
1
Prognoseverfahren
1
Risikomanagement
1
Risk exposure
1
Risk management
1
Rohstoffderivat
1
Scientific modelling
1
Share price
1
Spillover effect
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Hsing, Yu
McAleer, Michael
Onour, Ibrahim A.
Gupta, Rangan
8
Pierdzioch, Christian
5
Zhu, Huiming
5
Hau, Liya
4
Kang, Sang Hoon
4
Mensi, Walid
4
Belke, Ansgar
3
Lien, Da-hsiang Donald
3
Wohar, Mark E.
3
Al-Yahyaee, Khamis Hamed
2
Balcilar, Mehmet
2
Beckmann, Joscha
2
Chang, Chia-Lin
2
Dai, Zhifeng
2
Hamori, Shigeyuki
2
Ho, Kin-Yip
2
Ji, Qiang
2
Jung, Hojin
2
Kamada, Koichiro
2
Kim, Dong H.
2
Kim, Jong-Min
2
Lee, Geul
2
Li, Yang
2
Liu, Fang
2
Liu, Qiang
2
Nonejad, Nima
2
Risse, Marian
2
Salisu, Afees A.
2
Tian, Shuairu
2
Xuan Vinh Vo
2
Yoon, Seong-min
2
Zhang, Zhaoyong
2
Afonso, António
1
Ahmad, Ahmad Hassan
1
Ahmed, Walid M. A.
1
Aiube, Fernando Antônio Lucena
1
Akdeniz, Levent
1
Al-Jarrah, Idries Mohammad Wanas
1
Aliyu, Victoria O.
1
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The North American journal of economics and finance : a journal of financial economics studies
Econometric Institute research papers
23
Working paper
15
Discussion paper / Tinbergen Institute
12
Econometric reviews
4
Journal of econometrics
3
Applied economics letters
2
Global economy journal : GEJ
2
International journal of monetary economics and finance
2
International review of economics & finance : IREF
2
Journal of risk and financial management : JRFM
2
Risks : open access journal
2
School of Accounting, Finance and Economics & FEMARC working paper series
2
The econometrics journal
2
The empirical economics letters : a monthly international journal of economics
2
Applied economics
1
Business and Economic Research : BER
1
Cogent economics & finance
1
Econometrics : open access journal
1
Economic analysis and policy
1
Economies : open access journal
1
Global economic review
1
Handbook of applied econometrics and statistical inference
1
Indian journal of economics & business : IJEB
1
International journal of applied economics and econometrics : IJAEE
1
International journal of economic sciences and applied research : IJESAR
1
International journal of economics
1
International journal of economics and business research
1
International journal of forecasting
1
International journal of trade and global markets
1
Journal of Asian finance, economics and business : JAFEB
1
Journal of economic development
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of social and economic policy
1
Managerial finance
1
Modern economy
1
Prague economic papers : a bimonthly journal of economic theory and policy
1
South-east European journal of economics and business
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Korean economic review
1
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Conditional correlations and volatility spillovers between crude oil and stock index returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 116-138
Persistent link: https://www.econbiz.de/10009777824
Saved in:
2
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 151-167
Persistent link: https://www.econbiz.de/10009779314
Saved in:
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